----------------------------------------------------- --------------------Content Guide-------------------- ----------------------------------------------------- *** Company lists *********************************** We have downloaded some basic data types for several lists of companies. Progressively we will be adding more company lists according to the needs of researchers. Please give us your suggestions, if you think that some data types and/or groups of companies (or instruments) are important and should be added in these folders. You can contact us at: dataroom@safe-frankfurt.de --- A. Folders -------------------------------------- Each of the folders contains data that refer to companies contained in the corresponding constituent list. The names correspond to the following groups of companies: Singapore Straits Times LSNGPORI DAX Index LDAXINDX Dow Jones Industrial LDJINDUS IBEX 35 Index LIBEX35I CAC 40 LFRCAC40 Hang Seng Index LHNGKNGI FTSE 100 LFTSE100 S&P/TSX Composite Index LTTOCOMP S&P 500 LS&PCOMP STOXX 600 LDJSTOXX Korea South East Asia Composite LKORCOMP Shanghai Stock Exchange LCHSASHR Nasdaq Composite LNASCOMP ----Content of each folder -------------------------- ----------------------------------------------------- ----1. CSV Files ------------------------------------ Each constitutent list folder contains two kinds of .zip files. ----------------------------------------------------- A file contains "xxx.x0.zip" in the name and it stores static variables for the firms included in the corresponding constituent list. This file is unique. The variables that are included are: ISIN code (ISIN) SEDOL code (SECD) Identification code assigned by Datastream (MNEM) Name of the instrument (usually company) (NAME) Currency in which the security is quoted (PCUR) Geographical classification fo company (GEOG) Source of the default price (EXDSCD) unabbrieviated name of the company (ECNAME) Type of instrument (TYPE) ----------------------------------------------------- The second includes all the others files and it stores variables in a time series format for the firms included in the corresponding constituent list. There are several files of this kind, which together span a period from 1990 to the present (almost) and contain the following data types: Price of security (P) Price - opening (PO) Price - intraday high (PH) Price - intraday low (PL) Return (RI) Price - earnings ratio (PE) Market value (MV) Turnover by Volume (VO) Dividend yield (DY) ----------------------------------------------------- ----2. ZIP Files ------------------------------------ Each of the .zip files described above contains a corresponding .csv file.