Linking with Compustat (North America)
Sustainalytics is a provider of ESG data including ratings and reference data. Sustainalytics data can be downloaded using the WRDS Sustainalytics web queries, or from our server (
About the Linking Method
To link Sustainalytics data with Compustat data, we suggest users link first with Capital IQ (CIQ), and then to Compustat.
Sustainalytics provides a file with CIQ company identifiers. The file name is
IDS_TABLE and it contains the Sustainalytics
CompanyId variables (old and new) and the Capital IQ company identifier (
CIQ_ID). The following table illustrates what the company Microsoft looks like in this file:.
CIQ_ID variable is the Capital IQ identifier (with the ‘IQ’ added). Incidentally, the CIQ identifier is equal to the Sustainalytics old ID variable (
CompanyId_old). Using this table, you can link Sustainalytics' company identifier with Capital IQ.
To merge the data with Compustat, you would need to use a CIQ file that links the Capital IQ identifier with Compustat’s GVKEY. The name of that CIQ file is
WRDS_GVKEY. This file can be found in the
The Capital IQ - Identifiers web query also contains this linking information.
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