WRDS Data dictionary - onetomapanalytics/Meta_Data GitHub Wiki
WRDS Data dictionary
| Variable Name | Type | Description |
|---|---|---|
| DATE | double | DATE (DATE) |
| ISSUE_ID | double | Mergent FISD Issue Id (ISSUE_ID) |
| CUSIP | string | CUSIP ID (CUSIP) |
| BOND_SYM_ID | string | TRACE Bond Symbol (BOND_SYM_ID) |
| BSYM | string | Bloomberg Identifier (BSYM) |
| ISIN | string | ISIN (ISIN) |
| COMPANY_SYMBOL | string | Company Symbol (issuer stock ticker) (COMPANY_SYMBOL) |
| BOND_TYPE | string | Corporate Bond Types: Convertible; Debenture; Medium Term Note; MTN Zero (BOND_TYPE) |
| SECURITY_LEVEL | string | Indicates if the security is a secured; senior or subordinated issue of the issuer (SECURITY_LEVEL) |
| CONV | double | Flag Convertible (CONV) |
| PREF | string | Flag preferred (PREF) |
| OFFERING_DATE | double | The date the issue was originally offered (OFFERING_DATE) |
| OFFERING_AMT | double | Offering Amount (OFFERING_AMT) |
| OFFERING_PRICE | double | The price as a percentage of par at which the issue was originally sold to investors (OFFERING_PRICE) |
| PRINCIPAL_AMT | double | Principal Amount (PRINCIPAL_AMT) |
| MATURITY | double | Date that the issue's principal is due for repayment (MATURITY) |
| TREASURY_MATURITY | string | Maturity of benchmark Treasury issue against which the issue's offering yield was measured (TREASURY_MATURITY) |
| COUPON | double | The current applicable annual interest rate (COUPON) |
| DAY_COUNT_BASIS | string | Basis used for determining the interest paid during each interest period (DAY_COUNT_BASIS) |
| DATED_DATE | double | Date from which interest accrues or from which original issue discount is amortized. (DATED_DATE) |
| FIRST_INTEREST_DATE | double | Date on which first Interest payment will be made to the bondholder (FIRST_INTEREST_DATE) |
| LAST_INTEREST_DATE | double | Last Interest payment date (LAST_INTEREST_DATE) |
| NCOUPS | double | No of Coupons Per Year (NCOUPS) |
| T_DATE | double | Execution Date (T_DATE) |
| T_Volume | double | Total Par-Value Volume (T_Volume) |
| T_DVolume | double | Total Dollar Volume (T_DVolume) |
| T_Spread | double | Avg Bid/Ask Spread (T_Spread) |
| T_Yld_Pt | double | Trade Weighted Yield Point (T_Yld_Pt) |
| YIELD | double | Yield-to-Maturity (YIELD) |
| AMOUNT_OUTSTANDING | double | The amount of the issue remaining outstanding (AMOUNT_OUTSTANDING) |
| PRICE_EOM | double | Price-End of Month (PRICE_EOM) |
| PRICE_LDM | double | Price-Last Trading Day of Month (PRICE_LDM) |
| PRICE_L5M | double | Price-EOM(Last 5D) (PRICE_L5M) |
| GAP | double | Gap Months from Previous Record (GAP) |
| COUPMONTH | double | Num of Months Since First Coupon Payment (COUPMONTH) |
| NEXTCOUP | double | Date when Next Coupon is Due (NEXTCOUP) |
| COUPAMT | double | Coupon Amount (COUPAMT) |
| COUPACC | double | Coupon Accrued (COUPACC) |
| MULTICOUPS | double | Multiple Coupon Payments (MULTICOUPS) |
| RET_EOM | double | Return-End of Month (RET_EOM) |
| RET_LDM | double | Return-Last Trading Day of Month (RET_LDM) |
| RET_L5M | double | Return-End of Month (Last 5 Days) (RET_L5M) |
| TMT | double | Time to Maturity (Years) (TMT) |
| REMCOUPS | double | No of Remaining Coupons (REMCOUPS) |
| DURATION | double | Modified Duration (DURATION) |
| R_SP | string | S&P Bond Issue Credit Rating (R_SP) |
| R_MR | string | Moody Issue Credit Rating (R_MR) |
| R_FR | string | Fitch IBCA Issue Credit Rating (R_FR) |
| N_SP | double | Numerical S&P Rating (N_SP) |
| N_MR | double | Numerical Moody Rating (N_MR) |
| N_FR | double | Numerical Fitch Rating (N_FR) |
| RATING_NUM | double | Numerical Rating (RATING_NUM) |
| RATING_CAT | string | Rating Category (RATING_CAT) |
| RATING_CLASS | string | Rating Class (RATING_CLASS) |
| DEFAULTED | string | Flag indicating that the issuer is in default of the terms of this issue (DEFAULTED) |
| DEFAULT_DATE | double | The first date on which the issuer was in default (DEFAULT_DATE) |
| DEFAULT_TYPE | string | Code indicating the type of default (DEFAULT_TYPE) |
| REINSTATED | string | A flag indicating whether the issue was reinstated and consequently is no longer in default (REINSTATED) |
| REINSTATED_DATE | double | The date on which the issue was reinstated (REINSTATED_DATE) |
WRDS Data dictionary