Data Dictionaries

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Data dictionaries are plain text files listing variables and their labels, as well as values for certain fields. They are an invaluable reference source, as is a summary of the data available in the various sources.


WRDS has now changed its variable names somewhat, but these old (legacy) data dictionaries may still be of some use. The following legacy WRDS data dictionaries are available:

  1. DD-COMPUSTATBalanceSheetExtracts.txt
  2. DD-COMPUSTATIndustrialAnnual.txt
  3. DD-CRSPDailyPrices.txt
  4. DD-COMPUSTATCountryCodes.txt
  5. DD-COMPUSTATStateCodes.txt

Users should also consult the WRDS COMPUSTAT User Manual

Thomson SDC

It appears that the Thomson SDC Platinum system may be being phased out by Thomson. However, the following data dictionaries are an invaluable source while access is still available (users should note that Thomson often randomly remove variables from their system and requesting a (now) non-existent variable will cause your query to crash):

  1. DD-ThomsonSDCGNI-AttributeCodeExplanations.txt
  2. DD-ThomsonSDCGNI.txt
  3. DD-ThomsonSDCMA-AttributeCodeExplanations.txt
  4. DD-ThomsonSDCMA.txt
  5. DD-ThomsonVECommitments-AttributeCodeExplanations.txt
  6. DD-ThomsonVECommitments.txt
  7. DD-ThomsonVEDisbursements-AttributeCodeExplanations.txt
  8. DD-ThomsonVEDisbursements.txt
  9. DD-ThomsonVEFirms-AttributeCodeExplanations.txt
  10. DD-ThomsonVEFirms.txt
  11. DD-ThomsonVEFunds-AttributeCodeExplanations.txt
  12. DD-ThomsonVEFunds.txt
  13. DD-ThomsonVEIPOs-AttributeCodeExplanations.txt
  14. DD-ThomsonVEIPOs.txt
  15. DD-ThomsonVEPortfolioCompanies-AttributeCodeExplanations.txt
  16. DD-ThomsonVEPortfolioCompanies.txt