Link_compustat_ibes

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.

Example call

python3 link_compustat_ibes.py -o ~/linktable.csv

This asks the script to create a link table in the user's home path.

Downloads I/B/E/S, CRSP, and a Compustat-CRSP linktable from WRDS SQL server to create a linktable for I/B/E/S and Compustat.

python3 link_compustat_ibes.py -o ~/linktable2.csv -m 'gsec'

This asks the script to create a link table in the user's home path.

Downloads I/B/E/S and G_Security table from WRDS SQL server to create linktable2.csv for I/B/E/S ticker/cusip and Compustat's gvkey.