CUSIP code is not a constant, it could be changed. Does anybody know how to detect a CUSIP change? Is there any report with this info? Where can i find it? Thank you.
The framework that manages CUSIP assignment is proprietary and managed by CUSIP Global Services (a subsidiary of S&P Global). The CUSIP Global Services Master File is web-based platform & API system that provides a wide-range of CUSIP data points, including newly assigned identifiers at daily, weekly and even intraday increments. Without subscribing to the CSG Master File , there isn't an actively maintained, consolidated repository of CUSIP information available.
It should be noted however that CUSIP assignments do not simply "change". Think of a CUSIP like a barcode. Each CUSIP contains alpha-numerically enumerated information about a securities issuing entity (usually the first 6 digits, the "base"), and the specific security (7th and 8th digit, the "tail"). Once an equity issue, debt security etc. has been assigned a barcode, that barcode is unique and immutable.
CUSIP Structure: https://www.cusip.com/identifiers.html#/CUSIP
Accessing the CUSIP Master File: https://www.cusip.com/pdf/CGS079_CGS_CUSIP_Master_File_02_15_17_US_Ltr.pdf
Use this form to search by old CUSIP:
the form will return - not found - if CUSIP changed.
A stock cusip changes whenever the company name changes (unlike, e.g. bond cusips). In this case, you can assume that the old cusip and the new cusip refer to the same stock, and all the historical data is still applicable. But there may be other reasons for a cusip change, such as corporate mergers or spin-offs or re-organizations. You'd be better off using CRSP id (permo) or CompuStat gvkey as your primary identifier rather than a cusip.
If you must track cusip changes, I suggest you get this information from CRSP.