CCM: The CRSP/COMPUSTAT Merged Database
The gold standard in academic research, The CRSP/COMPUSTAT Merged Database allows for concurrent database access to CRSP's stock data and Compustat's fundamental data. The CRSP Link accurately maps complex, many-to-many relationships over time between CRSP's unique permanent identifiers (PERMNO and PERMCO), and Compustat’s unique permanent identifier (GVKEY). This link permits the seamless time series examination of CRSP and of Compustat companies and securities side by side, regardless of CUSIP or ticker changes. CRSPLink is a product and is trademarked by CRSP.
CLICK HERE FOR THE CRSP/COMPUSTAT MERGED DATABASE GUIDE AND RELEASE NOTES >>
key features include:
- Accurate links over time: CRSP Link is continually updated to improve both the quantity and quality of matches. CRSP maintains the description history by linking successive iterations of Compustat data using the Compustat Status Reports.
- Comprehensive data: The database provides the historical matching of CRSP price, distribution, and total return data with Compustat fundamental data.
- CRSP data contains security level historical descriptive information and market data on more than 27,000 stocks (inactive and active companies) from the NYSE, Amex, and NASDAQ markets.
- Compustat data contains more than 400 annual and 279 quarterly income statement, balance sheet, cash flow, and supplemental data items for active and inactive companies.
- Easy access: CRSP reformats the Compustat data files into a single database integrating GVKEY with the Compustat and CRSP Link data. This eliminates the need to load and integrate multiple Compustat back data and current files.
- The CRSP/Compustat Merged database is delivered in the proprietary CRSPAccess format.
- CRSPAccess provides data management to multiple levels of users (programmers and non-programmers), enhancing the distribution and processing of the data.
- Third party access is provided via the WRDS (Wharton Research Data Services) internet platform (for academic and government subscribers only) and via the SAS SASECRSP engine.
- No programming required: You can retrieve CRSP and Compustat data using ts_print or cst_print, CRSP's report writer utilities. Retrieve CRSP data using either CRSP's stk_print or ts_print report writer utilities. Pre-compiled FORTRAN* and C code libraries, sample programs, and executable utility programs that do not require programming are included.
- Delivery:
- Annual, quarterly (academic institutions only) or monthly update frequencies are available. Note that the delivery frequency of the CCM subscription must match the delivery frequency of the stock subscription.
- The annual update with data through July is available in August, and the quarterly updates are available 10 business days after CRSP receives the data from Compustat. (i.e September data would be delivered around the end of the first business week in November.)
To subscribe to the CRSP/Compustat Merged Database (CCM), you must subscribe to:
a CRSP US Stock Database, the CRSP Link, and the following Compustat data files:
- Full North American Compustat Subscription
- Complete Back Data Package
- Prices/Dividends/Earnings
- Business Information Operating Segment Data
- Bank Annual and Quarterly Format
- Annual Index Fundamental Data
For additional information on the CRSP/COMPUSTAT Merged Database please contact subscriptions@crsp.ChicagoBooth.edu or call Subscriptions at 312-263-6400.