[R-SIG-Finance] CUSIP Numbers

James Ho ho.james.cs at gmail.com
Wed Jan 21 19:03:15 CET 2015


Hi Anshul,

CUSIP's are owned by S&P so they aren't really public. Anyhow, you wont
want to use those to backtest as they are driven by the underlying
company's name (imagine what happens to a CUSIP when there is any M&A
activity). MSCI Barra & S&P's Compustat's Point-In-Time ID's are built for
this type of backtesting. If you have access to BBID's that would be a
decent alternative but looking for an open source identifier system is
going to be tough. Good luck sir.

~James

On Wed, Jan 21, 2015 at 7:45 AM, Anshul Pandey <anshul.bits at gmail.com>
wrote:

> Hi All,
>
> I am moving some of my backtesting logics to CUSIP from tickers.
> How do I download the CUSIP number of US stocks?
>
> I know S&P has a paid subscription, but I read that CUSIP is publicly
> available at a few resources.
>
> Any suggestions are highly welcome.
>
> Thanks
> Anshul
>
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