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Quantitative Finance · Glosarium

Apa itu Permanent identifier, identifier mapping, ticker change?

Dikenal juga sebagai: permanent identifier · identifier mapping · ticker change

Definition 4.3 Research Craft: Predictors, Backtests, Measurement, Portfolios · Bab 4 — Universe, Symbology and Corporate Actions

A permanent identifier is an identifier assigned to a security when it enters the firm’s data and never changed or reused, whatever happens to its external symbols. An identifier mapping is the table that links each external symbol (ticker, CUSIP, ISIN, vendor code) to a permanent identifier over a date range. A ticker change ends one row of that mapping and starts another for the same permanent identifier.

A ticker reused. The listing with permanent identifier 1044 trades as GM until mid-2009, then over the counter under another symbol; from late 2010 a new listing, 2877, trades as GM. A security master keeps two identifiers and two date ranges; a table keyed on the ticker joins them into one series with a gap. The identifiers are illustrative.
Figure 4.2. A ticker reused. The listing with permanent identifier 1044 trades as GM until mid-2009, then over the counter under another symbol; from late 2010 a new listing, 2877, trades as GM. A security master keeps two identifiers and two date ranges; a table keyed on the ticker joins them into one series with a gap. The identifiers are illustrative.
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