Python script to create a mapping table between I/B/E/S and Compustat. Requires WRDS login credentials.
Supported methods are via CRSP and via G_Security.
python3 link_compustat_ibes.py -o ~/linktable.csv
This asks the script to create a link table in the user's home path. It will download I/B/E/S, CRSP, and a Compustat-CRSP linktable from WRDS SQL server and merge the three tables in order to create a linktable for I/B/E/S and Compustat. This requires valid login credentials to WRDS.
The option -m (or --method) can be used to specify the method with which the two tables should be merged (see above). The script can either perform the merge via the CRSP key or via G_security. CRSP is the default. To merge via G_security, run
python3 link_compustat_ibes.py -o ~/linktable2.csv -m 'gsec'