Hello together
I'm currently doing my master thesis and i need to combine the annual compustat data into daily stockdata from crsp. It is my first time using STATA (Version 12.0).
The idea is that i get the daily stock data as well as the corresponding annual compustat data.
If fyr means that the firm's fiscal year ends on the last day of the month. For example fyr 12 is the 12/31/xxxx. An easy example would be having fyear =2002 and fyr=12 indicates that the firm's fiscal yeare startet in 01/01/2002 and ended 12/31/12
In the last step of rangejoin i always get a error massage and i can't finde out where my mistake is.
I hope someone can find the problem or show me the proper way to do the merge.
Error Massage:
My Code:
Daily CRSP data
Annual Compustat Data
I'm currently doing my master thesis and i need to combine the annual compustat data into daily stockdata from crsp. It is my first time using STATA (Version 12.0).
The idea is that i get the daily stock data as well as the corresponding annual compustat data.
If fyr means that the firm's fiscal year ends on the last day of the month. For example fyr 12 is the 12/31/xxxx. An easy example would be having fyear =2002 and fyr=12 indicates that the firm's fiscal yeare startet in 01/01/2002 and ended 12/31/12
In the last step of rangejoin i always get a error massage and i can't finde out where my mistake is.
I hope someone can find the problem or show me the proper way to do the merge.
Error Massage:
Code:
. rangejoin cal_date fyear_start fyear_end using "crsp", by(permno) (using rangestat version 1.1.1) was expecting a numeric variable, a number, or a system missing value for the interval low: fyear_start r(198); end of do-file r(198);
Code:
clear all cd "F:\Master\A1_Data\Base Data 1988-2020" use compustat, clear rename lpermno permno // IDENTIFY START AND END OF FISCAL YEAR gen fyear_end1 = dofm(ym(fyear, fyr)+1)-1 gen fyear_start1 = dofm(mofd(fyear_end1)-11) format fyear_start1 fyear_end1 %td order fyear_start1, b(fyear_end1) tempfile compustatmerge save "compustatmerge",replace use stockdatabasis, clear gen cal_date = daily(date, "DMY") format cal_date %td tempfile crsp save "crsp",replace rangejoin cal_date fyear_start fyear_end using "crsp", by(permno)
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long permno str9 date byte(shrcd exchcd) str5 ticker str32 comnam str1 shrcls str7 tsymbol long(naics permco issuno) byte hexcd str8 cusip byte hsicmg int hsicig float prc long vol str9 ret long shrout str9 retx float(vwretd ewretd sprtrn) 10001 "04JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 5.875 3200 "0.000000" 992 "0.000000" .033344 .030613 .035859 10001 "05JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.375 100 "0.085106" 992 "0.085106" .012731 .020858 .01051 10001 "06JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 500 "-0.019608" 992 "-0.019608" .003281 .009988 .001005 10001 "07JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 5.875 400 "-0.060000" 992 "-0.060000" .007432 .010618 .008421 10001 "08JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 5.875 1000 "0.000000" 992 "0.000000" -.05535 -.018308 -.067683 10001 "11JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6 1000 "0.021277" 992 "0.021277" .008823 -.008203 .016804 10001 "12JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.1875 0 "0.031250" 992 "0.031250" -.008457 -.007422 -.008364 10001 "13JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.1875 0 "0.000000" 992 "0.000000" .002029 .002573 .001589 10001 "14JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.1875 0 "0.000000" 992 "0.000000" .000917 .004599 .000285 10001 "15JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 5600 "0.010101" 992 "0.010101" .022897 .014409 .025094 10001 "18JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.1875 0 "-0.010000" 992 "-0.010000" .000364 .003041 -.000674 10001 "19JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6 300 "-0.030303" 992 "-0.030303" -.006456 .002113 -.010164 10001 "20JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.25 0 "0.041667" 992 "0.041667" -.023297 -.012658 -.026833 10001 "21JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 33000 "0.000000" 992 "0.000000" .001568 .000048 .002102 10001 "22JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.3125 0 "0.010000" 992 "0.010000" .01177 .011033 .013819 10001 "25JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 500 "-0.009901" 992 "-0.009901" .018643 .005862 .023002 10001 "26JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 450 "0.000000" 992 "0.000000" -.007519 -.000228 -.010311 10001 "27JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 800 "0.000000" 992 "0.000000" -.000013 .002683 -.000761 10001 "28JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 1050 "0.000000" 992 "0.000000" .012649 .006414 .015679 10001 "29JAN1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 1134 "0.000000" 992 "0.000000" .011853 .007138 .014924 10001 "01FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 100 "0.040000" 992 "0.040000" -.003041 .003926 -.007897 10001 "02FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 500 "-0.038462" 992 "-0.038462" .002235 .000435 .002078 10001 "03FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 2115 "0.040000" 992 "0.040000" -.01073 -.002947 -.013147 10001 "04FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 2125 "-0.038462" 992 "-0.038462" .000428 .000298 0 10001 "05FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 1500 "0.040000" 992 "0.040000" -.001685 .00266 -.004956 10001 "08FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 500 "-0.038462" 992 "-0.038462" -.006636 -.001648 -.007412 10001 "09FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.375 7000 "0.020000" 992 "0.020000" .00842 .001202 .010518 10001 "10FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 3700 "0.019608" 992 "0.019608" .017144 .008963 .019625 10001 "11FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 300 "0.000000" 992 "0.000000" -.000583 .003951 -.002766 10001 "12FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.375 1400 "-0.019231" 992 "-0.019231" .005816 .007449 .006564 10001 "16FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 3900 "-0.019608" 992 "-0.019608" .007715 .001341 .008539 10001 "17FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 1800 "0.060000" 992 "0.060000" -.001576 .002649 -.002386 10001 "18FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.5 0 "-0.018868" 992 "-0.018868" -.003241 .002582 -.005015 10001 "19FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.5 0 "0.000000" 992 "0.000000" .011305 .004731 .014346 10001 "22FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 1150 "-0.038462" 992 "-0.038462" .012817 .00631 .015405 10001 "23FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 1210 "0.040000" 992 "0.040000" -.000601 .001857 -.002334 10001 "24FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 1280 "0.000000" 992 "0.000000" .00032 .003882 -.002226 10001 "25FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 950 "-0.038462" 992 "-0.038462" -.006735 .005037 -.010778 10001 "26FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.5 0 "0.040000" 992 "0.040000" .00228 .001813 .003364 10001 "29FEB1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.75 8700 "0.038462" 992 "0.038462" .017633 .011206 .020422 10001 "01MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 6880 "-0.074074" 992 "-0.074074" -.001395 .001505 -.00224 10001 "02MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 1150 "0.060000" 992 "0.060000" .004295 .005757 .002844 10001 "03MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 200 "-0.056604" 992 "-0.056604" .000874 .002904 -.000373 10001 "04MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.5 0 "0.040000" 992 "0.040000" -.000837 .004889 -.002165 10001 "07MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "-0.002308" 992 "-0.019231" .001406 .003716 .000299 10001 "08MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.000000" 992 "0.000000" .007023 .006325 .007667 10001 "09MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 1600 "0.039216" 992 "0.039216" .001173 .008114 -.001373 10001 "10MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 200 "-0.075472" 992 "-0.075472" -.015827 -.003728 -.019401 10001 "11MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.040816" 992 "0.040816" .001914 .000652 .004169 10001 "14MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 1300 "0.039216" 992 "0.039216" .004074 .00261 .005397 10001 "15MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "-0.037736" 992 "-0.037736" -.00041 .001333 -.000901 10001 "16MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.000000" 992 "0.000000" .007716 .004243 .009469 10001 "17MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 585 "-0.039216" 992 "-0.039216" .008568 .0058 .009566 10001 "18MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.25 16950 "0.020408" 992 "0.020408" .000232 .003424 -.000369 10001 "21MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.020000" 992 "0.020000" -.007381 -.004262 -.008778 10001 "22MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 200 "-0.039216" 992 "-0.039216" .000839 .002766 .000372 10001 "23MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 1000 "0.000000" 992 "0.000000" .001975 .003181 .00026 10001 "24MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.040816" 992 "0.040816" -.017357 -.006598 -.020676 10001 "25MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.000000" 992 "0.000000" -.014356 -.005997 -.018379 10001 "28MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 1101 "-0.039216" 992 "-0.039216" -.003738 -.006123 -.001741 10001 "29MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 3700 "0.000000" 992 "0.000000" .007401 .006589 .007789 10001 "30MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.040816" 992 "0.040816" -.00593 -.001594 -.00769 10001 "31MAR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 2000 "-0.039216" 992 "-0.039216" .003589 .007556 .003177 10001 "04APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 200 "0.081633" 992 "0.081633" -.008695 -.005025 -.010815 10001 "05APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "-0.037736" 992 "-0.037736" .006661 .002104 .00945 10001 "06APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.000000" 992 "0.000000" .021473 .007651 .027001 10001 "07APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.000000" 992 "0.000000" .003115 .003543 .002524 10001 "08APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "0.000000" 992 "0.000000" .01083 .008243 .012286 10001 "11APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 850 "-0.039216" 992 "-0.039216" .003143 .000313 .002709 10001 "12APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 100 "0.000000" 992 "0.000000" .004726 .004052 .004479 10001 "13APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 650 "0.081633" 992 "0.081633" .000034 .000301 .000737 10001 "14APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 1000 "-0.075472" 992 "-0.075472" -.036315 -.017378 -.043525 10001 "15APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 300 "0.081633" 992 "0.081633" -.001348 -.001703 .000077 10001 "18APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "-0.037736" 992 "-0.037736" -.000504 .00274 -.002156 10001 "19APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 400 "0.039216" 992 "0.039216" -.002498 .003894 -.004977 10001 "20APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 2400 "0.000000" 992 "0.000000" -.00668 -.004844 -.00694 10001 "21APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 500 "-0.075472" 992 "-0.075472" -.000425 -.000177 .001132 10001 "22APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 2450 "0.081633" 992 "0.081633" .010678 .003474 .014507 10001 "25APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 2100 "0.000000" 992 "0.000000" .007246 .00247 .008918 10001 "26APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 530 "0.000000" 992 "0.000000" .005979 .004888 .005601 10001 "27APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.3125 0 "-0.047170" 992 "-0.047170" .000416 .001856 -.000493 10001 "28APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 600 "-0.029703" 992 "-0.029703" -.003594 .0011 -.004511 10001 "29APR1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.3125 0 "0.030612" 992 "0.030612" -.002128 .003716 -.004874 10001 "02MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 500 "0.029703" 992 "0.029703" .000112 -.001239 .00088 10001 "03MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.3125 0 "-0.028846" 992 "-0.028846" .005291 .002518 .005505 10001 "04MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 2000 "-0.029703" 992 "-0.029703" -.007139 -.000256 -.01019 10001 "05MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 100 "0.000000" 992 "0.000000" -.005183 -.001721 -.005877 10001 "06MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.3125 0 "0.030612" 992 "0.030612" -.003325 .000437 -.005062 10001 "09MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.3125 0 "0.000000" 992 "0.000000" -.004081 -.005448 -.003651 10001 "10MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 200 "-0.029703" 992 "-0.029703" .002391 .000848 .00421 10001 "11MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 200 "0.000000" 992 "0.000000" -.01533 -.012185 -.01673 10001 "12MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.3125 0 "0.030612" 992 "0.030612" .002621 .002016 .002132 10001 "13MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 900 "-0.029703" 992 "-0.029703" .009272 .004933 .011542 10001 "16MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.5 1100 "0.061224" 992 "0.061224" .005951 .000922 .007516 10001 "17MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.125 250 "-0.057692" 992 "-0.057692" -.008808 -.001616 -.012833 10001 "18MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.375 4750 "0.040816" 992 "0.040816" -.014658 -.01083 -.015819 10001 "19MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 100 "0.039216" 992 "0.039216" .002624 -.001902 .004854 10001 "20MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.375 0 "-0.037736" 992 "-0.037736" .001509 .00317 .001782 10001 "23MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . 6.625 100 "0.039216" 992 "0.039216" -.006961 -.003357 -.008655 10001 "24MAY1988" 11 3 "GFGC" "GREAT FALLS GAS CO" "" "GFGC" . 7953 10398 2 "36720410" . . -6.4375 0 "-0.028302" 992 "-0.028302" .008284 .001645 .010685 end
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long(gvkey lpermno lpermco) str9 datadate int fyear str4 indfmt str1(consol popsrc) str3 datafmt str9 cusip str29 conm str3 curcd byte fyr float(pstkl pstkrv seq txditc) str1 costat 1003 10031 6672 "31JAN1988" 1987 "INDL" "C" "D" "STD" "000354100" "A.A. IMPORTING CO INC" "USD" 1 0 0 7.643 0 "I" 1003 10031 6672 "31JAN1989" 1988 "INDL" "C" "D" "STD" "000354100" "A.A. IMPORTING CO INC" "USD" 1 0 0 -.194 0 "I" 1004 54594 20000 "31MAY1988" 1987 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 150.497 8 "A" 1004 54594 20000 "31MAY1989" 1988 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 171.58 31 "A" 1004 54594 20000 "31MAY1990" 1989 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 189.548 36 "A" 1004 54594 20000 "31MAY1991" 1990 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 193.778 38 "A" 1004 54594 20000 "31MAY1992" 1991 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 196.737 39 "A" 1004 54594 20000 "31MAY1993" 1992 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 189.216 38 "A" 1004 54594 20000 "31MAY1994" 1993 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 189.488 39 "A" 1004 54594 20000 "31MAY1995" 1994 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 197.119 30.66 "A" 1004 54594 20000 "31MAY1996" 1995 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 204.635 30.68 "A" 1004 54594 20000 "31MAY1997" 1996 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 269.259 32.56 "A" 1004 54594 20000 "31MAY1998" 1997 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 300.85 36.85 "A" 1004 54594 20000 "31MAY1999" 1998 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 326.035 44.87 "A" 1004 54594 20000 "31MAY2000" 1999 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 339.515 56.02 "A" 1004 54594 20000 "31MAY2001" 2000 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 340.212 55.063 "A" 1004 54594 20000 "31MAY2002" 2001 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 310.235 30.601 "A" 1004 54594 20000 "31MAY2003" 2002 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 294.988 22.601 "A" 1004 54594 20000 "31MAY2004" 2003 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 301.684 17.628 "A" 1004 54594 20000 "31MAY2005" 2004 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 314.744 18.089 "A" 1004 54594 20000 "31MAY2006" 2005 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 422.717 25.357 "A" 1004 54594 20000 "31MAY2007" 2006 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 494.243 40.121 "A" 1004 54594 20000 "31MAY2008" 2007 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 585.255 28.011 "A" 1004 54594 20000 "31MAY2009" 2008 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 656.895 40.263 "A" 1004 54594 20000 "31MAY2010" 2009 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 746.906 57.335 "A" 1004 54594 20000 "31MAY2011" 2010 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 835.845 98.322 "A" 1004 54594 20000 "31MAY2012" 2011 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 864.649 115.908 "A" 1004 54594 20000 "31MAY2013" 2012 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 918.6 138.2 "A" 1004 54594 20000 "31MAY2014" 2013 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 999.5 162.2 "A" 1004 54594 20000 "31MAY2015" 2014 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 845.1 104.6 "A" 1004 54594 20000 "31MAY2016" 2015 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 865.8 34.3 "A" 1004 54594 20000 "31MAY2017" 2016 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 914.2 37.2 "A" 1004 54594 20000 "31MAY2018" 2017 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 936.3 15.7 "A" 1004 54594 20000 "31MAY2019" 2018 "INDL" "C" "D" "STD" "000361105" "AAR CORP" "USD" 5 0 0 905.9 0 "A" 1009 10074 5271 "31OCT1988" 1988 "INDL" "C" "D" "STD" "000781104" "ABS INDUSTRIES INC" "USD" 10 0 0 3.779 0 "I" 1009 10074 5271 "31OCT1989" 1989 "INDL" "C" "D" "STD" "000781104" "ABS INDUSTRIES INC" "USD" 10 0 0 4.935 0 "I" 1009 10074 5271 "31OCT1990" 1990 "INDL" "C" "D" "STD" "000781104" "ABS INDUSTRIES INC" "USD" 10 0 0 6.262 0 "I" 1009 10074 5271 "31OCT1991" 1991 "INDL" "C" "D" "STD" "000781104" "ABS INDUSTRIES INC" "USD" 10 0 0 6.538 0 "I" 1009 10074 5271 "31OCT1992" 1992 "INDL" "C" "D" "STD" "000781104" "ABS INDUSTRIES INC" "USD" 10 0 0 7.535 .818 "I" 1009 10074 5271 "31OCT1993" 1993 "INDL" "C" "D" "STD" "000781104" "ABS INDUSTRIES INC" "USD" 10 0 0 10.402 2.382 "I" 1009 10074 5271 "31OCT1994" 1994 "INDL" "C" "D" "STD" "000781104" "ABS INDUSTRIES INC" "USD" 10 0 0 14.315 1.639 "I" 1011 10082 5793 "31DEC1988" 1988 "INDL" "C" "D" "STD" "000872309" "ACS ENTERPRISES INC" "USD" 12 0 0 3.008 0 "I" 1011 10082 5793 "31DEC1989" 1989 "INDL" "C" "D" "STD" "000872309" "ACS ENTERPRISES INC" "USD" 12 0 0 2.529 0 "I" 1011 10082 5793 "31DEC1990" 1990 "INDL" "C" "D" "STD" "000872309" "ACS ENTERPRISES INC" "USD" 12 0 0 .667 0 "I" 1011 10082 5793 "31DEC1991" 1991 "INDL" "C" "D" "STD" "000872309" "ACS ENTERPRISES INC" "USD" 12 .002 .002 .812 0 "I" 1011 10082 5793 "31DEC1992" 1992 "INDL" "C" "D" "STD" "000872309" "ACS ENTERPRISES INC" "USD" 12 .002 .002 9.07 0 "I" 1011 10082 5793 "31DEC1993" 1993 "INDL" "C" "D" "STD" "000872309" "ACS ENTERPRISES INC" "USD" 12 .7 .7 12.573 .336 "I" 1011 10082 5793 "31DEC1994" 1994 "INDL" "C" "D" "STD" "000872309" "ACS ENTERPRISES INC" "USD" 12 0 0 44.946 0 "I" 1012 10103 52 "31OCT1988" 1988 "INDL" "C" "D" "STD" "000874107" "ACS INDUSTRIES INC" "USD" 10 0 0 8.304 .826 "I" 1012 10103 52 "31OCT1989" 1989 "INDL" "C" "D" "STD" "000874107" "ACS INDUSTRIES INC" "USD" 10 0 0 9.221 1.049 "I" 1013 50906 2902 "31OCT1988" 1988 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 93.645 4.391 "I" 1013 50906 2902 "31OCT1989" 1989 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 110.47 4.806 "I" 1013 50906 2902 "31OCT1990" 1990 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 134.013 5.476 "I" 1013 50906 2902 "31OCT1991" 1991 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 158.374 4.636 "I" 1013 50906 2902 "31OCT1992" 1992 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 182.188 4.393 "I" 1013 50906 2902 "31OCT1993" 1993 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 220.394 3.949 "I" 1013 50906 2902 "31OCT1994" 1994 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 264.758 2.163 "I" 1013 50906 2902 "31OCT1995" 1995 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 510.866 1.256 "I" 1013 50906 2902 "31OCT1996" 1996 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 617.47 2.303 "I" 1013 50906 2902 "31OCT1997" 1997 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 750.795 0 "I" 1013 50906 2902 "31OCT1998" 1998 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 914.374 0 "I" 1013 50906 2902 "31OCT1999" 1999 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 1248.551 0 "I" 1013 50906 2902 "31OCT2000" 2000 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 2912.7 0 "I" 1013 50906 2902 "31OCT2001" 2001 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 1893.4 0 "I" 1013 50906 2902 "31OCT2002" 2002 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 732.2 0 "I" 1013 50906 2902 "31OCT2003" 2003 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 627.7 0 "I" 1013 50906 2902 "31OCT2004" 2004 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 659.3 . "I" 1013 50906 2902 "31OCT2005" 2005 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 773.9 . "I" 1013 50906 2902 "31OCT2006" 2006 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 873.5 28.7 "I" 1013 50906 2902 "31OCT2007" 2007 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 1007.6 42.3 "I" 1013 50906 2902 "31OCT2008" 2008 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 10 0 0 914.2 54.9 "I" 1013 50906 2902 "30SEP2009" 2009 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 9 0 0 356.2 29.1 "I" 1013 50906 2902 "30SEP2010" 2010 "INDL" "C" "D" "STD" "000886309" "ADC TELECOMMUNICATIONS INC" "USD" 9 0 0 429.6 22.4 "I" end
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