Compustat Global index lookup problems

Compustat databases like Global and North America have great part databases that can be used to find out what the historical composition is for indexes of stock exchanges. Other databases (like CRSP and datastream) offer similar options but the Compustat option is a very easy to use one. The part databases that can be used for this, are called: Index Constituents. If you need the composition for the S&P 500 you go to the Compustat North America part database Index Constituents and use the Code lookup option at step 2 (through WRDS). For indexes of stock exchanges European coutries you could use a similar database in Compustat Global.

Unfortunately, for the past few weeks the Code Lookup option through WRDS has been redesigned and for the Index Constituents database this option no longer seems to work as it should: I can no longer search for index codes (= GVKEYX codes). I only get individual stocks when I try. The owners of Compustat are currently working to solve the problem (according to the helpdesk). The index codes, fortunately, can still be used to download historical composition data. Here you find a brief overview of some of these index codes which were provided by the helpdesk.


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