Global Historical Data Solutions

Security Master Library

Tick Data’s Security Master Library (SML) is a tool designed to help clients map historical symbols and CUSIPs to current symbol identifiers.  A user can input a symbol, Tick Data 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), or CUSIP and a date, and the SML will return the symbol or Tick Data ID as of that date.

For example:  Tick Data 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&P 500 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, or (b) Tick Data’s ID # of 357.

Tick Data 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 or Tick Data ID to receive current identifier information.

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

Related Links

• Time Series Tools
• Equities Data
• Options Data
• TickWrite 7 Software
• Time Series Builder (TSB) Software
• Data Update Subscription
• Survivorship Bias-Free Database
• Equities FAQ

Questions?  Please contact us.