Changes and Upgrades

CRSP Mutual Fund Data Updates and Changes (data end: 12/2005)

06/12/2006

The new data is now available on the research server R:\cb_data\crsp\ Mfund\Mfund0512\data\.

The current Mutual Fund Database contains data through December 31, 2005. The database has 30,361 total funds. Of these 19,129 are active and 11,232 are delisted. A new load type has been added to the mutual fund rear load data. "D" indicates a daily time period measurement for records denoted as such, rather than the monthly default. Load types may be found in the Rear Load Detail (REAR_LOAD_DET) table in the Mutual Fund Guide. For more information, visit our website at http://mcobit.business.nd.edu/research/documentation/mfund/newmf.cfm.

SDC Platinum is now available in BIC

12/02/2005

The networked access to Thomson Financial Securities Data's SDC Platinum is now available via the University Libraries and BIC. Faculty and students may now access SDC Platinum via the metaframe server. Please refer to the following page to learn more and for login information: http://bic.library.nd.edu/SDCPlatinum.shtml

Corrected TAQ Quote files (June 2005) available

11/03/2005

We have received a replacement of TAQ June 2005 #3 data DVD (CORRECTED). Quote files 'Q200506m.BIN' & 'Q200506o.BIN' (June 2005 data) are now available on the Research Database Server.

New eNastraq Files (data end: 05/2005)

10/03/2005

The eNastraq data ending May 2005 is now available. Due to the research database server space limitation, the eNastraq data beginning of January 2004 to current is not located on the server. Contact us at 1-9448 if you need to access the data.

TAQ Update (data end: 07/2005)

09/15/2005

The TAQ data ending July 2005 is now available on the research database server r:\cb_data\taq\. For more TAQ data information, visit our website at: http://mcobit.business.nd.edu/research/documentation/taq/newtaq.cfm

(To install new TAQ3 programs, go to R:\cb_programs\, then click \taq\taq3_win\taq3.cmd icon.)

Nastraq 2005 data update

09/15/2005

We have just received new 2005 Nastraq data files (2005 January - May). The process of installing and testing the data on the server will take a few more days.

Important note: TAQ Quote data files 'Q200506m.BIN' & 'Q200506o.BIN'

09/15/2005

Due to a data error on TAQ June 2005 #3 DVD, TAQ Quote data files 'Q200506m.BIN' and 'Q200506o.BIN' are not available on our system. We have contacted the vendor and a replacement data DVD should be sent to us soon.

Data downloading problem on TAQ3 DVD (June 2005)

09/07/2005

Currently there's a data error on the TAQ3 DVD (June 2005). We have contacted the vendor and a replacement data DVD should be sent to us soon.

Bloomberg terminal (Laptop) is now in BIC lab

08/31/2005

The Bloomberg Terminal in the faculty lab has been converted to a Notebook. The laptop is now located in BIC lab. Please contact BIC staff for checkout information.

IBES Data 2005 (new!)

08/24/2005

The IBES data ending July 2005 is now available for our Windows users. The data files are located on the research database r:\cb_data\ibes\.

The process of updating the sample programs and installing the data on the UNIX server will take a few more days.

The eNastraq Data files (from 01/2004 - )

08/24/2005

Due to our server space limitation, the eNastraq data beginning of January 2004 to current, is not available on the research database server. Contact the research group at 1-9448 if you need to access the data.

COMPUSTAT Annual Update (FY 2004 data)

08/19/2005

The COMPUSTAT North America data (FY 2004 data) is available on the research database server r:\cb_data\cstat\. The process of installing the data on the UNIX server will take a few more days.

SAS renewal (2005-2006) Windows

08/15/2005

Please renew your SAS license before 8/31/05 (by following the instruction below), when the grace period ends. Contact MCOB Research Group (1-9448) if you're interested in the latest version SAS 9.1.3 (note: No action needed if you're a current SAS 9.1.3 user).

Instruction for SAS version 8.2 users:

Step1. Click \Start\

Step2. Click \All programs\Academic Technologies\

Step3. Click \Software installation\

password: your netid password

Step4. Click 'SAS 8.2 Win 2005-2006 Renew'

Step5. Submit (press F3)

        Step6. Then, you should see the followings in the log window:
                   Product expiration dates:
                   ---ACADEMIC PREMIER 30JUN2006
                   ---SAS/SHARE*NET       30JUN2006
                   ---SAS/MDDB Server common products 30JUN2006
         Step7. Now, you may end the SAS session.

Instruction for SAS version 9.1.2 users:

Step1. Click \Start\All programs\SAS\SAS 9.1 Utilities\Renew SAS Software\

Step2. You will see a 'Renew SAS Software' pop-up window, then

Type: R:\Software Installation\SAS 2005-2006 Win 9.1.2.txt

Step3. Click button

Step4. Click button

Step5. Click button

Step6. Click button

Step7. A message window shows 'The setinit was successfully applied.'

Step8. Click button

(To verify the expiration dates, type: Proc setinit; run; then press F3.)

Data Update: Nastraq the first quarter of 2005 is coming...

07/22/2005

The Nastraq data December 2004 (available on our research server) is the latest data. According to our data provider The Nasdaq Stock Market, Inc. today, We've just received the first quarter of 2005 back from the vendor. They'll be going out in the next week or so.

COMPUSTAT Annual Update (FY 2004 data)

07/19/2005

The COMPUSTAT North America data files have been transmitted from the FTP server (Annual Updates only). The process of installing and testing the data on our Windows and UNIX servers will take a few more days. Contact MCoB Research group (1-9448) for questions or more information.

Important note: New 11/2004 Nastraq Data

04/26/2005

We have found that the 11/2004 Nastraq Data set is incomplete. We contacted the vendor and a replacement data DVD will be sent to us soon.

TAQ3.EXE Program modifications

04/26/2005

TAQ3.EXE has been released with the January 2005 DVD set. TAQ3.EXE will work for data in all prior formats. There is one known issue with TAQ3.EXE: You cannot request trade or quote data that includes data that spans pre-2005 and post-2005 activity. You will need to separate the extraction request into two
separate queries. New file formats and documentation can be found on our web
site at http://mcobit.business.nd.edu/research/documentation/taq/newtaq.cfm

If you use custom routines to access the TAQ data, you will need to revise your
programs to read the new data formats for data beginning with January 2005.

Although the PRICE, BID and OFR fields now use less space, there has been no
change to the data precision stored on the file. Please note that TSEQ and QSEQ
are no longer available. If you have any concerns or questions, please contact the
Research group at 631-9448.

Mutual Fund Database Update (through 12/2004)

04/06/2005

The CRSP Survivor-Bias Free US Mutual Fund Database contains data through December 2004 is now available on the research server R:\cb_data\crsp\Mfund\Mfund0412. The file has 27,831 total funds. Of these, 17,827 are active and 10,004 are inactive. SAS is the primary format. ASCII files are also available. For more data information, go to our web site at http://mcobit.business.nd.edu/research/documentation/mfund/newmf.cfm.

Company list from 2005 CRSP files is updated

03/24/2005

For the latest company list in CRSP Daily Stock File or company list in CRSP Monthly Stock File, go to MCoB research website at
http://mcobit.business.nd.edu/research/documentation/crsp/newcrsp.cfm.

Data Update: TAQ 12/2004 is now available

03/04/2005

The TAQ data ending December 2004 is now available on the research database server r:\cb_data\taq\.

New Bloomberg KeyBoard

02/07/2005

New Bloomberg KeyBoard is now available in MCoB Faculty Computer Lab. The keyboard is now equipped with keys that have been specifically designed for use with the BLOOMBERG PROFESSIONAL® service and with LCD displays keyboard status information, contains high quality stereo speakers and a directional microphone that support Windows multimedia audio and Bloomberg VoIP, and has integrated VoIP (Voice over Internet Protocol) hardware that supports voice communication over the Bloomberg network. (Note: Some features are not available that are reserved for future use.)

TAQ Data (11/2004) update

01/26/2005

The TAQ data ending November 2004 is now available on the research database server r:\cb_data\taq\.

New 8/2004 eNastraq Data & Sample Program

01/18/2005

The eNastraq data ending August 2004 is now available on the research database server r:\cb_data\nastraq\enastraq\.

(Also, the SAS sample program is available to extract eNastraq files. You may copy the program from R:/cb_programs/nastraq/enastraq/ to your machine and then run it. For more information on Nastraq data, go to our web site at http://mcobit.business.nd.edu/research/documentation/mfund/newmf.cfm.)

New TAQ Data (10/2004) available

01/06/2005

The TAQ data ending October 2004 is now available on the research database server r:\cb_data\taq\.

Special Notice for Research Insight North America (from vendor)

12/09/2004

Four indexes on the Compustat November month-end database contained incorrect close prices.

Following are the correct November 30, 2004 closing prices for these indexes:
S&P100 - LTD         Close price = 557.47
S&P100 - Wed        Close price = 557.47
S&P 900 Index         Close price = 2617.12
S&P REIT Composite        Close price = 138.95

If you have any questions, please contact Standard & Poor's Customer Support department at 1.800.523.4534.

News from WRDS!

12/07/2004

The WRDS team cordially invites you to their Spring 2005 WRDS Users Meeting.

WRDS is planning to hold the third WRDS Users Meeting on Tuesday, April 19 and Wednesday, April 20, 2005 at Wharton West in San Francisco. They selected San Francisco, not just because Wharton has a relatively new campus there, but to make travel more convenient for schools on the West coast (after holding Their first two meetings in Philadelphia).

These dates are also just prior to the Association to Advance Collegiate Schools of Business (AACSB, http://www.aacsb.edu/conferences/Annual05/default.asp ) conference, also taking place in San Francisco.

The WRDS team is developing an agenda that will include split sessions to accommodate the interests of new clients, those who attended their previous meetings, long time users who were unable to attend in previous years and an opportunity to highlight the data available through WRDS.

The WRDS team welcomes session suggestions, but please send these as quickly as possible, as they plan to relay a preliminary agenda with details about the sessions by mid-January, 2005.

Please send your interest and availability, suggestions or questions to Robin Nussbaum, Marketing Director (WRDS) at RNUSS@wharton.upenn.edu.

Compustat Bank Manual Revisions

11/29/2004

Updated Compustat Bank Manual Chapters reflecting the new ASCII file format layouts are available below: http://mcobit.business.nd.edu/research/documentation/cstat/newcstat.cfm#chg.

(Currently, we're in a process of updating sample programs for new Compustat data files. If you have any concerns or questions, please contact the Research group.)

New TAQ Data (08/2004) is available

10/25/2004

The TAQ data ending August 2004 is now available on the research database server r:\cb_data\taq\.

Nastraq data 6/2004 and sample program

09/24/2004

The Nastraq data June 2004 is now available on the research database server r:\cb_data\nastraq\eNastraq\. The SAS sample program is also available on our research server at r:\cb_programs\nastraq\enastraq\.

Due to a change in the data being captured by NASDAQ, the format for the NASDAQ Inside Quotes and the NASDAQ Dealer Quotes files has changed slightly, effective May 24, 2004. For more information, go to our web site http://mcobit.business.nd.edu/research/documentation/nastraq/newnastraq.cfm.

COMPUSTAT Update (FY 2003)

09/15/2004

The 2003 COMPUSTAT data (the latest annual update) was received. The process of installing the data on the Windows and UNIX servers will take a few more days. Contact MCoB Research group (1-9448) for more information.

Nastraq data update and format change

09/07/2004

The Nastraq data May 2004 is now available on the research database server r:\cb_data\nastraq\. The sample program is also available on our research server at r:\cb_programs\nastraq\enastraq\.

WRDS Trial (August 16 - 30)

08/26/2004

We are currently in the process of finalizing the order for the WRDS
system and the expected start date will be September 1st. In the
meantime, we have made the arrangement with WRDS to start a two-week
trial period (from August 16 through August 30).

During the trial periods you will have access to the following datasets:
CRSP, Compustat, Bureau van Dijk's AMADEUS data, GSIOnline,
OptionMetrics data, Bank Regulatory Database, Fama-French ('Research')
Portfolios and Factors, Federal Deposit Insurance Corporation (FDIC),
Foreign Exchange Rates, Federal Reserve Bank reports, SEC Disclosure of
Order Execution.

In the WRDS system you will find and learn how to:

1. Use the Data Query Options. WRDS allows users to download extensive data through our web interface - from information on several hundred firms to an entire database - all with the click of a mouse.

2. Use the On-Line Help. The Help feature is located at the top of your screen in the red bar. This feature includes Documentation (CRSP manuals and UNIX, SAS, and FORTRAN assistance) and a WRDS User Guide.

3. Contact the Professional Research and Technical Support, when the on-line help does not meet your needs.

Please contact MCoB IT Research Group 631-9448 on how to access WRDS system with the Trial Account.

CCM data update

08/09/2004

The July 2004 CRSP/COMPUSTAT Merged Database (CCM) is now available for Windows users. The CCM data is current through July 2004 (COMPUSTAT annual data begins January 1950 and quarterly data begins January 1961. CRSP NYSE daily data begins July 1962, CRSP NYSE Monthly data begins December 1925, CRSP AMEX daily and monthly data begins July 1962, and CRSP NASDAQ daily and monthly data begin December 1972).

New 05/2004 TAQ Data

08/09/2004

The TAQ data ending May 2004 is now available on the research database server r:\cb_data\taq\.

IBES Data 2004 (new!)

06/22/2004

The IBES data ending May 2004 is now available for our Windows user. The data files are located on the research database r:\cb_data\ibes\. Contact MCoB Research group (1-9448) for more information or questions.

The process of installing the data on the UNIX servers will take a few more days.

NASTRAQ data format change

03/29/2004

NASTRAQ CD data format has changed, effective Jan 2004 forward. The CDs now contain zipped flat files. The old MS Access format of files in the CDs is gone and the extraction interface is also gone.

Currently, we're in a process of loading the data to the system and developing sample programs for new NASTRAQ data files. If you have any concerns or questions, please contact the Research group.

TAQ file 'Q200306R.BIN' is now available...

03/24/2004

The Quote data on June 25, 2003 is now available on the research database server r:\cb_data\taq\. Contact the research group for any questions.

CRSP/COMPUSTAT Merged database (new!) more details...

03/24/2004

New arrival!

The CRSP/COMPUSTAT Merged Database 2.85 (CCM) is now available for Windows
users. We update the CRSP/COMPUSTAT Merged Database annually in September.

The CCM data is current through July 2003 (COMPUSTAT annual data begins January 1950 and quarterly data begins January 1961. CRSP NYSE daily data begins July 1962, CRSP NYSE Monthly data begins December 1925, CRSP AMEX daily and monthly data begins July 1962, and CRSP NASDAQ daily and monthly data begin December 1972).

CCM database (Associated Balance sheet Information/Fundamental data) contains CRSP security level historical descriptive information and market data on more than 20,000 stocks (inactive and active companies) from the NYSE, AMEX and NASDAQ markets. Compustat data contains more than 335 annual and 135 quarterly income statement, balance sheet, cash flow, and supplemental data items, as well as 300 financial ratios on active and inactive companies.

CCM database is a link between CRSP security level stock data and Compustat fundamental company data. Through CRSP Link, you can extract CRSP stock data and reformatted Compustat fundamental data, side-by-side. Matching the databases with CRSP Link is more accurate than relying on matches by CUSIP's alone, because CUSIPs change over time.

Key CRSP/Compustat Merged Database Features:
1. Accurate links over time - In use at the University of Chicago Graduate
   School of Business since 1990, CRSP Link is continually updated to
   improve both the quantity and quality of matches. The databases each
   contain a historical link history that supports complex relationships.

2. Ease of 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.

3. No programming required - You can retrieve 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.
   (FORTRAN sample programs are available too.)

For detailed the information, go to the Research Technology webpage at
http://mcobit.business.nd.edu/research/documentation/crsp/newcrsp.cfm.

Contact the research group at (1-9448) to schedule CCM installation.

Important note: TAQ Quote data file 'Q200306R.BIN'

03/02/2004

There is no Quote data available on June 25, 2003 (the file 'Q200306R.BIN' is not completed). We have contacted the vendor and a replacement data DVD should be sent to us soon.

CRSP US Mutual Fund Database Changes

03/02/2004

The CRSP Survivor-Bias Free US Mutual Fund Database is no longer supported in Microsoft Access. The primary delivery format is SAS version 8.2 (also available in ASCII files). There is no setup application provided with the database. You can read these files directly into SAS. For the complete database you will need approximately 750 Mb of disk space. For details, click http://mcobit.business.nd.edu/research/documentation/crsp/vendor/note/mf_release_notes200309.pdf.

New 12/2003 TAQ Data

03/01/2004

The TAQ data ending December 2003 is now available on the research database server r:\cb_data\taq\.

New 11/2003 TAQ Data

02/25/2004

The TAQ data ending November 2003 is now available on the research database server r:\cb_data\taq\.

New 2003 CRSP Data

02/25/2004

The CRSP data December 2003 is now available for Windows user. The CRSPAccess version 2.85 is the current versions. Contact the Research Group at 631-9448 or hli1@nd.edu to arrange installation. (The process of installing the data on the UNIX server stats.hpcc.nd.edu will take a few more days.)

New 08/2003 TAQ Data

11/18/2003

The TAQ data ending August 2003 is now available on the research database server r:\cb_data\taq\.

Please contact the research group (1-9448) with any questions.

NASTRAQ and TAQ Updates Coming Soon...

10/01/2003

At this time we are unable to load the latest upgrades from TAQ and NASTRAQ due to insufficient storage space on our current server. We will be upgrading the Research Database server in 2 weeks to over twice its current capacity, and will load the TAQ and NASTRAQ data at that time.

If you will need to use TAQ data after November 2002 or NASTRAQ data 2003 please contact the Research Group at 1-9448. We apologize for any inconvenience.