Get IBES-CRSP linking table

Downloads the WRDS-provided linking table that maps IBES tickers to CRSP PERMNOs with valid date ranges and match quality scores.

Usage

link_ibes_crsp(wrds, max_score = 5L, n = Inf, lazy = FALSE)

Arguments

wrds

A DBIConnection object returned by wrds_connect().

max_score

Maximum match quality score to include. Defaults to 5, which excludes score 6 (the worst matches). Lower scores indicate

better matches:

1: Best match (CUSIP, ticker, and company name all match)
2-5: Progressively weaker matches
6: Worst match (excluded by default)

n

Maximum number of rows to return. Defaults to Inf (all rows). Use a smaller value (e.g., n = 100) to preview data before downloading the full table.

lazy

If TRUE, returns a lazy tbl instead of collecting. Defaults to FALSE.

Value

A tibble with columns:

ticker: IBES ticker
permno: CRSP permanent security identifier
sdate: Start date of the link
edate: End date of the link
score: Match quality score (1 = best, 6 = worst)

Details

The linking table comes from wrdsapps_link_crsp_ibes.ibcrsphist.

To use the link, join on ticker and ensure your observation date falls within the sdate to edate range.

References

WRDS IBES-CRSP Linking Table Documentation: https://wrds-www.wharton.upenn.edu/documents/796/IBES_CRSP_Linking_Table_by_WRDS.pdf

Examples

if (FALSE) { # \dontrun{
wrds <- wrds_connect()
ibes_link <- link_ibes_crsp(wrds)

# Join with IBES data on ticker and date range
ibes_data |>
  dplyr::inner_join(ibes_link, by = dplyr::join_by(ticker)) |>
  dplyr::filter(date >= sdate, date <= edate)

wrds_disconnect(wrds)
} # }