I'm working with US Government procurement contracts and I'm like to merge the contract data with stock data from CRSP and firm fundamentals from Compustat.

The contract data uses the Dun & Bradstreet D-U-N-S number, I'd like to know if anyone has any experience linking the the D-U-N-S number to Compustat's GVKEY, or any of the common company IDs: PERMNO, CUSIP, or CIK.

Is there a linking table available for academic use?

  • $\begingroup$ Any luck on this since you asked? I need to match GVKEY to DUN. I think you can link DUN to CUSIP using Mergent. Also I recommend using usaspending.gov over fpds; their archives are better formatted. $\endgroup$ – VCG Dec 23 '16 at 20:55
  • $\begingroup$ Thanks for the advice about Mergent. Do you have any experience with that dataset? I'm using usaspending.gov as the primary source for the years that they cover. $\endgroup$ – Arthur Morris Feb 2 '17 at 22:03
  • $\begingroup$ I'm using it for the first time but from what I read, it contains everything from FPDS. $\endgroup$ – VCG Feb 2 '17 at 23:29
  • $\begingroup$ I think the difference in coverage between usaspending.gov and FPDS is that FPDS data is available back to 1980. On the Mergent/DUNS topic: I've read that Mergent has the DUNS to Cusip link, but I haven't been able to track down the product that has this think. The Mergent data on WRDS doesn't seem to have this information. $\endgroup$ – Arthur Morris Feb 2 '17 at 23:37
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    $\begingroup$ You are correct. I have Mergent Intellect and it does not supply such a link. It can link DUN to TIC on a 1 by 1 firm basis, which is not feasible for bulk matching (unless you only have a few thousand and Selenium). But linking the over 500k duns in FPDS to Compustat will require name matching. You could grab all 11k public firms on Mergent Intellect, match the duns to fpds, and match the Mergent names to Compustat as they are likely pretty clean. $\endgroup$ – VCG Feb 3 '17 at 1:11

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