/Std_Security_Code

This repo contains the link tables between ISIN and many other company/security identity codes.

Primary LanguageJupyter NotebookGNU General Public License v3.0GPL-3.0

Standardize Security Code

This project aims to provide an integrated link tables between ISIN and many other company/security identity codes.

Since many link tables are too large, please refer to this Dropbox folder.

Usage

The data format is Parquet. To read these files:

  • In Python, you can use pandas.read_parquet (Doc).
  • In R, you can follow Apache's official guidance.
  • In MATLAB, see MathWork's guidance.
  • In Stata, I have not tested the stata-parquet (GitHub). You can use Python to transform them into CSV format.

You can use URL to always read the most updated version of link tables:

import pandas as pd

df = pd.read_parquet('https://github.com/Wenzhi-Ding/Std_Security_Code/blob/main/isin/a4_orgid.pq?raw=true')

Table of Contents

  • a4_orgid: Refinitiv ESG (formerly ASSET4) OrgID.
  • cik: U.S. SEC's Central Index Key
  • ciq_company_id-cusip: Capital IQ Company ID to CUSIP
  • ciq_company_id-ticker: Capital IQ Company ID to ticker
  • ciq_company_id: Capital IQ Company ID.
  • company_name: Company name.
  • cusip: CUSIP.
  • ds_code: Refinitiv Datastream Code.
  • df_infocode: Refinitiv Datastream InfoCode.
  • ein: U.S. Employer Identification Number
  • gvkey: Global Company Key (GVKEY)
  • gvkey_iid: Global Company Key (GVKEY) and Issue ID (IID).
  • ibes_ticker: IBES ticker.
  • reprisk_id: RepRisk ID.
  • sedol: SEDOL.
  • sp_institutionid: S&P Global institution ID.
  • ticker: Stock ticker.
  • ws_sctyppi: Refinitiv Worldscope Permanent ID.