Home | Getting Started | Compustat Data | CRSP Data | Installed Software
Getting Started
Server: data.lib.brown.edu
Platform: Red Hat Enterprise Linux 3
Access: SSH
Accounts for the server and MySQL databases may be procured by contacting Daniel O'Mahony. Server space is available for research needs of Brown Community members.
Use of this server requires knowledge of command line Linux, MySQL, and related technologies.
Compustat Data
MySQL Database name: compustat
Brown has subscribed to Compustat's University package. This is updated quarterly.
Brown's Compustat data are available on the COE server both in their original text format, as retrieved from the Standard & Poor FTP site, and also within a MySQL database. The MySQL database is indexed according to available Standard & Poor information.
The Compustat MySQL database uses approximately 11GB of disk space, contains more than 100 tables, and more than 9000 columns (variables). Due to the potentially large sizes of query result sets created using these data, users are requested to limit the number of rows created by any test queries, and to be cautious never to create a cross join. Any join between tables should always account for all indexes in both tables, or a cross join may be created.
Differing Compustat columns often come from differing time periodicities, and may be difficult or impossible to accurately save together (join) in one simple output file.
MySQL Database name: crsp
CRSP data will be updated annually.
Brown's CRSP data within MySQL on the COE server are limited to a subset of columns. For the other columns, please either use the CRSPSift software to create an output file of your data or contact Daniel O'Mahony.
The selected variables comprise 16GB of MySQL data within five tables. The CRSP and Compustat databases within MySQL may be used concurrently, although the join is non-trivial. Please read the Compustat section above for notes on issues with working with very large datasets in MySQL.
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