Probem with quarterly querry on CRSP/Compustat: “WHERE clause operator requires compatible variables” & Total Shares repurchased
Posted: 03 September 2014 08:51 AM   [ Ignore ]
Newbie
Rank
Total Posts:  2
Joined  2014-09-03

Hi all,

I am having some troubles getting quarterly data on CRSP/Compustat Merged database. The same error message keeps appearing:“WHERE clause operator requires compatible variables”. I have been dowloading annual data without any issue though.

Below are the details of the querry:

Libraries/Data Sets crspa/ccmfundq /
Frequency/Date Range qtr / 01Jan1990 - 31Dec2013
Search Variable CUSIP
Input Codes all item(s)    -all-
Conditional Statements DATAFQTR eq 199801
Output format/Compression xlsx /
Variables Selected CURCDQ COSTAT CONM TIC CUSIP EXCHG FYR CURNCDQ DATAFQTR CSHOPQ CSHOQ DVPQ NIQ CDVCY DVPY DVPSPQ MKVALTQ PRCCQ
Extra Variables and Parameters Selected C INDL STD

Other questions, I cannot find the variable “Total Shares Repurchased - Quarter” (CSHOPQ) for the annual data (annual amount of share repurchased), have you?

Thanks a lot,
Alex

Profile
 
 
Posted: 03 September 2014 09:38 AM   [ Ignore ]   [ # 1 ]
Administrator
Avatar
RankRankRankRank
Total Posts:  901
Joined  2011-09-19

hi Alex,

Can you try the query without the ‘DATAFQTR’ equals 199801?
If that works, then try to have it equal to “199801” (with quotes). In the data description (http://wrds-web.wharton.upenn.edu/wrds/research/variable.cfm?library_id=129&file_id=65813) the variable DATAFQTR (Fiscal Data Year and Quarter) is a character variable.

About share repurchases: I can’t find it in the annual data either.

best regards,

Joost

 Signature 

To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

Profile
 
 
Posted: 03 September 2014 11:35 AM   [ Ignore ]   [ # 2 ]
Newbie
Rank
Total Posts:  2
Joined  2014-09-03

Hi Joost,

Thanks a lot, it is working fine this way. Regarding the share repurchase variable, I gave it up, I am just looking at the amount of share cancelled. Thanks again!

Best regards,
Alex

Profile
 
 
Posted: 03 September 2014 11:39 AM   [ Ignore ]   [ # 3 ]
Administrator
Avatar
RankRankRankRank
Total Posts:  901
Joined  2011-09-19

hi Alex,

Ok, good!

Not sure how important it is, but you could sum the shares repurchased over the 4 quarters to get annual share repurchases.

best regards,

Joost

 Signature 

To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

Profile