Compustat Global¶

Overview¶

Compustat Global provides fundamental financial data, stock prices, exchange rates, and index data for companies worldwide (excluding North America, which is covered by Compustat North America). It covers over 80 countries.

What you can find here:

Company fundamentals: annual and quarterly income statement, balance sheet, and cash flow data for non-US/Canadian companies
Stock prices and returns: daily and monthly security-level price data across global exchanges
Index data: daily and monthly index values and index constituent histories
Exchange rates: daily and monthly exchange rates for all covered currencies
Economic indicators: monthly macroeconomic indicators by country
Company identifiers: GVKEY, ISIN, SEDOL, local exchange ticker, GICS industry classification

WRDS Access¶

WRDS web interface: Compustat Global Daily
WRDS product name: comp_global_daily
Python API library: comp_global_daily
Update frequency: Daily
Data dictionary: Link

Key Tables¶

Company Fundamentals¶

Table	Description	Use case
`g_funda`	Global Fundamental Annual	Annual financial statements — the main table for global company fundamentals
`g_fundq`	Global Fundamental Quarterly	Quarterly financial statements
`g_funda_fncd`	Global Annual Footnote and Data Code File	Footnotes and data quality codes for annual data
`g_fundq_fncd`	Global Quarterly Footnote and Data Code File	Footnotes and data quality codes for quarterly data
`g_company`	Company	Company identifiers, descriptors, and industry classifications

Company Descriptors & Classifications¶

Table	Description
`g_co_aaudit`	Company Auditor
`g_co_adesind`	Company Annual Descriptor
`g_co_afnd1` / `g_co_afnd2`	Company Annual Items (A–L / M–Z)
`g_co_afnddc1` / `g_co_afnddc2`	Company Annual Data Codes (A–L / M–Z)
`g_co_afntind1` / `g_co_afntind2`	Company Annual Footnotes (A–L / M–Z)
`g_co_ainvval`	Company Inventory Valuation
`g_co_gsuppl`	Global Supplemental Items
`g_co_hgic`	Company GICS History
`g_co_iaudit`	Company Interim Auditor
`g_co_idesind`	Company Interim Descriptor
`g_co_ifndq`	Company Interim Quarterly Items
`g_co_ifndsa`	Company Interim Semi-Annual Items
`g_co_ifndytd`	Company Interim Year-to-Date Items
`g_co_ifntq` / `g_co_ifntsa` / `g_co_ifntytd`	Company Interim Footnotes (Quarterly / Semi-Annual / YTD)
`g_co_industry`	Company Industry Classification
`g_co_ipcd`	Company Industry Presentation
`g_co_offtitl`	Officer Title Codes

Security (Stock) Data¶

Table	Description	Use case
`g_secd`	Global Security Daily	Daily stock prices, returns, and volume — the main table for global stock data
`g_secm`	Global Security Monthly	Monthly stock prices and returns
`g_sec_dprc`	Security Daily Price	Raw daily prices
`g_sec_dtrt`	Security Daily Total Return Factor	Total return factors for computing returns
`g_sec_divid`	Security Dividend	Dividend payments
`g_sec_split`	Security Stock Split	Stock split events
`g_sec_adjfact`	Security Cumulative Split Factor	Cumulative adjustment factors for splits
`g_sec_history`	Security Historical Identifiers	Historical ticker/ISIN/SEDOL changes
`g_security`	Security	Security master file with identifiers

Security-level fundamental and descriptor data:

Table	Description
`g_sec_adesind`	Security Issue Annual Fundamental Descriptors
`g_sec_afnd`	Security Issue Annual Fundamental Data
`g_sec_afnddc`	Security Issue Annual Fundamental Data Codes
`g_sec_afnt`	Security Issue Annual Fundamental Footnotes
`g_sec_idesind`	Security Issue Interim Fundamental Descriptors
`g_sec_ifnd`	Security Interim Items
`g_sec_ifnt`	Security Interim Footnotes

Monthly international security data:

Table	Description
`g_sec_gmth`	Intl Security Monthly Descriptor
`g_sec_gmthprc`	Intl Security Monthly Item
`g_sec_gmthdiv`	Intl Security Monthly Dividend
`g_sec_gmdivfn`	Intl Security Monthly Dividend Footnote

Name & Identifier Files¶

Table	Description	Use case
`g_names`	Global Name File	Company identifiers: GVKEY, company name, country, ISIN, SEDOL, exchange
`g_namesq`	Global Name File (quarterly)	Same as above, quarterly frequency
`g_secnamesd`	Global Daily Security Name File	Security-level identifiers, daily
`g_secnamesm`	Global Monthly Security Name File	Security-level identifiers, monthly
`g_names_ix`	Global Index Fundamentals Name File	Index identifiers
`g_names_ix_cst`	Global Index Constituents Name File	Index constituent identifiers

Index Data¶

Table	Description	Use case
`g_idx_daily`	Index Daily	Daily index price levels for global indices
`g_idx_mth`	Index Monthly	Monthly index price levels
`g_idx_index`	Indices	Index master file (names, codes)
`g_idxcst_his`	Index Constituent History	Historical membership of companies in indices

Exchange Rates¶

Table	Description	Use case
`g_exrt_dly`	Exchange Rate Daily	Daily exchange rates for all covered currencies
`g_exrt_mth`	Exchange Rate Monthly	Monthly exchange rates
`g_currency`	Currency	Currency master file (codes, names)
`wrds_g_exrate`	WRDS Exchange Rates	WRDS-curated exchange rate data

Economic Indicators¶

Table	Description	Use case
`g_ecind_desc`	Economic Indicator Descriptor	Description of available economic indicators
`g_ecind_mth`	Economic Indicator Monthly	Monthly macroeconomic indicators (GDP, CPI, etc.) by country

Reference Tables¶

These are lookup/reference tables for codes used across Compustat Global. Useful for decoding abbreviations and codes in the data.

Table	Description
`r_accstd`	Accounting Standards
`r_auditors`	Auditors
`r_country`	Country codes
`r_currency`	(via `g_currency`)
`r_datacode`	Data Codes
`r_ex_codes`	Exchange Trading System Codes
`r_exrt_typ`	Exchange Rate Types
`r_giccd`	GICS Industry Codes
`r_siccd`	SIC Industry Codes
`r_naiccd`	NAICS Industry Codes
`r_sectors`	S&P Sector Codes
`r_statesl`	States

All reference tables

`r_accstd`, `r_acqmeth`, `r_auditors`, `r_auopic`, `r_balpres`, `r_cf_formt`, `r_coindpre`, `r_compstat`, `r_consol`, `r_co_status`, `r_country`, `r_cstclscd`, `r_datacode`, `r_datafmt`, `r_divtaxmarker`, `r_docsrce`, `r_exchgtier`, `r_ex_codes`, `r_exrt_typ`, `r_fndfntcd`, `r_footnts`, `r_foricd`, `r_giccd`, `r_hcalendr`, `r_idxclscd`, `r_inactvcd`, `r_incstats`, `r_indfmt`, `r_indsec`, `r_invval`, `r_issuetyp`, `r_majidxcl`, `r_mic_codes`, `r_naiccd`, `r_notetype`, `r_ntsubtype`, `r_offcrso`, `r_ogmethod`, `r_opinions`, `r_prc_stat`, `r_qsrcdoc`, `r_secannfn`, `r_sec_stat`, `r_sectors`, `r_siccd`, `r_spiicd`, `r_spmicd`, `r_statalrt`, `r_states`, `r_stko`, `r_titles`, `r_updates`

Metadata Tables¶

Table	Description
`dd_group`	Data Group
`dd_group_xref`	Data Group to Item cross-reference
`dd_item`	Item definitions
`dd_package`	Package definitions
`xfl_column`	Data Dictionary Columns
`xfl_table`	Data Dictionary Tables

Example: Querying Global Fundamentals¶

import wrds
conn = wrds.Connection()

# List available tables
conn.list_tables(library='comp_global_daily')

# Get annual fundamentals for a specific company
data = conn.raw_sql("""
    SELECT gvkey, datadate, conm, at, sale, ni
    FROM comp_global_daily.g_funda
    WHERE datadate >= '2019-01-01'
      AND datafmt = 'HIST_STD'
      AND consol = 'C'
      AND indfmt = 'INDL'
    LIMIT 100
""", date_cols=['datadate'])

# Get daily exchange rates for EUR/USD
exrates = conn.raw_sql("""
    SELECT datadate, tocurd, exratd
    FROM comp_global_daily.g_exrt_dly
    WHERE fromcurd = 'USD'
      AND tocurd = 'EUR'
      AND datadate >= '2023-01-01'
""", date_cols=['datadate'])

For more examples, see the Python API notebook.