Linking Queries by WRDSallows users to easily download link tables between various heavily used databases on the WRDS platform. For example:
For more information about linking in WRDS, also see Princeton-Matching Data in Financial Databases, Stanford-WRDS: Identifiers and Linking Files
GVKEY: The Global Company Key or GVKEY is a unique six-digit number key assigned to each company (issue, currency, index) in the Capital IQ Compustat database. It is a company (issue, currency, index) identifier similar to a TICKER symbol. It represents the primary key for a company that is an index constituent.
PERMNO: CRSP permanent number. The PERMNO is a unique permanent identifier for a security. Companies may have several stocks at one time so each PERMCO may be associated with more than one PERMCO. In short, no, a PERMNO cannot change. It stays constant through changes of TICKER, CUSIP, company / security name, and other changes.
However, a security may be delisted and new ones created. For example, PERMNO 16707 is used for the MANVILLE CORP (date range: 19280229-19881130) before a reorganization in late 1988. The new PERMNO is 90100 for MANVILLE CORP (date range: 19881130-20010228), which the CRSP database also describes as JOHNS MANVILLE CORP NEW.
PERMCO: CRSP permanent company number. PERMCO is a unique permanent identifier assigned by CRSP to a company with issues on a CRSP file. This number is permanent regardless of name changes. If the value in this field is less than 20,000, CRSP has used the Nasdaq-assigned Company Number, for when the company had an issue trading on The Nasdaq Stock Market(SM). A value over 20,000 indicates that the number was assigned by CRSP.
CUSIP: derives from Committee on Uniform Security Identification Procedures, is a nine-digit numeric (e.g. 037833100 for Apple) or nine-character alphanumeric (e.g. 38259P508 for Google) code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades.
The CUSIP identifier can have 6, 8, or 9 digits. The first 6 digits refer to the company, the next 2 refer to the security, and the 9th is a check-digit that has no inherent meaning. CRSP uses 8-digit CUSIPs.
CUSIP Converter: This tool enables you to convert either 8 or 9 digit CUSIPs into 6, 8, or 9 digits.
NCUSIP: The 8 character historical CUSIP identifier for a security (from CRSP). Note that the final value of NCUSIP is the current value of CUSIP.
TICKER: A unique IBES identifier assigned to each security that is consistent throughout IBES History
ISIN: An International Securities Identification Number (ISIN) is a 12-digit alphanumeric code that uniquely identifies a specific security. For US companies ISIN is made up of the CUSIP with a few extra characters.
ISIN = 2 character country code + 9 character CUSIP + check digit, e.g., Tesla: ISIN: US88160R1014; CUSIP: 88160R101
CIK: Central Index Key: unique registrant identifying ID from US SEC.
SYMBOL: Stock Symbol (symbol) in TAQ