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3 votes
Accepted

Risk-free yield curve creation for Euro

For Bloomberg, there are technically two swap curves that could work: -ICVS 133 for EUR OIS and -ICVS 514 for €STR. I agree with ...
AKdemy's user avatar
  • 9,024
3 votes
Accepted

Mapping I/B/E/S to Compustat via 6-digit CUSIP

The main problem of linking Compustat with IBES is not the fact that Compustat's cusip is 9 character, whereas IBES is 8-character. The main issue is that Compustat Cusip is header (most recent), ...
phdstudent's user avatar
  • 8,421
3 votes

Database of ETF and underlying index from Thomson Reuters or Bloomberg

You can find the underlying data for the big indices, such as S&P 500, on our website www.simfin.com, freely available and instantly downloadable as excel. To this date, we have financial ratios, ...
HLus's user avatar
  • 81
2 votes

Conversion stock symbols Google Finance vs. Reuters

There isn't a reliable mechanism. Some things to think about: It's common for venues to abuse the security reference of the primary venue to mean anywhere that this security is traded. So - for some ...
Craig Turner's user avatar
2 votes

Mapping I/B/E/S to Compustat via 6-digit CUSIP

Since I don't have SAS, I wrote a python script to create the mapping table between Compustat and IBES via CRSP. The code is available on my GitHub: https://github.com/snauhaus/link_compustat_ibes ...
altabq's user avatar
  • 237
2 votes
Accepted

Convert 3M rates to 6M rates using Basis Swaps (3M vs 6M)

Let's say 1yr semiannual rate versus 6m Libor is 2.00% and 1yr basis swap is 6m libor = 3m libor + 15bp. Then , to a first approximation 1yr rate versus 3m libor is 2.00-0.15= 1.85%. More ...
dm63's user avatar
  • 17.2k
1 vote

Do companies' Reuters Instrument Codes (RICs) change over time?

You've stumbled upon one of the fundamental challenges to working with historical equity data. The quick answers are that (1) yes, identifiers can and do change over time; (2) there isn't a clear/...
Chris's user avatar
  • 1,643
1 vote

Database of ETF and underlying index from Thomson Reuters or Bloomberg

So here's the answer for Bloomberg I suppose plus some extra advice when looking at the data you get from there. There is the function ETF that lets you screen for ETFs. Unfortunately, I have not ...
vanguard2k's user avatar
  • 2,925
1 vote

Bloomberg alternatives for fixed income data

https://www.money.net/ is what I like to use it can be used in your browser and they have a 14 day trial to see if you like it. Its relatively cheap and nice to use.
Jorisdrees's user avatar
1 vote

Bloomberg alternatives for fixed income data

The DTCC provides a free near-real-time swap activity here: https://rtdata.dtcc.com/gtr/dashboard.do You can subscribe to this service via RSS Feeds and mine it as needed. Swap trades must be ...
GTWilliams's user avatar
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

AAPL.O maps to AAPL US Equity (composite) or AAPL UW Equity (Nasdaq NSM) That's straight common stock, but what about preferred stock? HWM_p.A maps to EP051790@SAM2 Pf or Unit trust? PHGE_u.A maps ...
phil straszynski's user avatar
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

How to translate Eikon rics to Bloomberg identifier in Excel (works fine for different Equities from many stock exchanges): Cell A1. Write Eikon ric, for example: AAPL.O Cell B1 =TR(A1;"TR.SEDOL";;). ...
Alex Osipov's user avatar
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

OpenFIGI is also a source of organizing and standardizing symbol tickers.
Quinton Pike's user avatar
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

For Europe, CBOE (batstrading) provides a csv list of symbols that trade on their exchange. Their file has a mapping between ISIN, Currency and Mic and Bloomberg Primary ticker: https://batstrading....
user31936's user avatar

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