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Security Master Library

Tick Data’s Security Master Library is a tool designed to help clients map historical symbols and CUSIPs to current symbol identifiers. A user can pass through a C++ function, call a symbol or CUSIP, and date and receive back the current symbol, CUSIP, or Tick Data internal ID # (Tick Data typically delivers data to clients with files named by ID # in order to accommodate active and inactive companies with the same symbol, e.g. ticker “C” = Citigroup and Chrysler). The library exists in both Windows and UNIX versions.

For example: Tick Data Internal ID #357 (the entity currently called Time Warner) has traded under 3 separate symbols:

357,AMER,01/04/1993,09/15/1996
357,AOL,09/16/1996,10/15/2003
357,TWX,10/16/2003,06/30/2005

A trader researching members of the S&P500 index as of 12/31/02 would see the symbol AOL in the index. A trader needing trade or quote data on or near the date of 12/31/02 would have to research the corporate action detail of the merger with TWX to know that the AOL data, as it traded as AOL on 12/31/02, resides inside the time series for TWX. The Security Master Library allows the trader to pass the parameters (AOL,12/31/2002) and receive back either (a) TWX, (b) TWX’s current CUSIP, or (c) Tick Data’s Internal ID # of 357.

Internal ID #357 (the entity currently called Time Warner) has traded under 2 separate CUSIPs:

357,00184A105000
357,887317105000

Similarly, CUSIPs can be passed instead of symbols to receive current identifier information.

So in summary, The Security Master Library enables a user to:

Pass CUSIP and receive current ID.
Pass Symbol and Date and receive current ID.
Pass ID and Date and receive Symbol as the ID traded on “Date”.
Pass CUSIP and Date and receive Symbol as the CUSIP traded on “Date”.

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