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First CallHistorical Database
(FCHD) Technical Guide
A Thomson Financial Company
FIRST CALL Historical Database
Table of Contents
Intended Audience 3
Retrieving the First Call Historical Database Files 3
General Assumptions 4 Defining a set of estimates 4 Default NA Values 5 Rounding 5Overview of Tables 6 Detail Data 6 Other Security-Level Data 7 Statistics 9 Securities/Issuers/Brokers 10 Footnotes 13 Lookup Tables 14Appendix A – Table and Field Definition Reference 19 Description of Tables in the First Call Historical Database 19 Field Definitions in the First Call Historical Database 21 Diagram of Structure of the First Call Historical Database 27
First Call Corporation is a Thomson Financial Services company.
1999 First Call Corporation, 22 Thomson Place, Boston, MA, 02210.
In the United States, FIRST CALL [product name] is a trademark of First Call Corporation. FIRST CALL and FIRST CALL [product name] are registered trademarks used herein under license.
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FCHD Technical Guide
Intended Audience
This document is targeted towards the technical user that will be responsible for importing FCHD data into a database system, and writing programs that display and manipulate FCHD data. This document’s focus is on the tables and field formats of FCHD, and how to retrieve FCHD data. For detailed information about the actual data refer to the FCHD user guide.
Retrieving the First Call Historical Database FilesThe First Call Historical Database consists of 26 non fixed-length, tab-delimited text files. Each file is G-Zipped and is made available via FTP. The following is a list of all the files currently available. When estimates are made for fiscal year 1995, the est_1995.dat.gz, summ_1995.dat.gz, and
File Size (in Bytes)actuals.dat.gz 2,914,466brokers.dat.gz 4,346brokers_del.dat.gz 766cig.dat.gz 282,500cigcode.dat.gz 392cigcode_desc.dat.gz 247country.dat.gz 1,273cross_ref.dat.gz 205,170currency.dat.gz 1,034data_type.dat.gz 489ddc.dat.gz 259est_1990.dat.gz 803,348est_1991.dat.gz 1,302,238est_1992.dat.gz 1,713,512est_1993.dat.gz 2,272,917est_1994.dat.gz 2,938,053est_1995.dat.gz 3,663,476est_1996.dat.gz 4,682,331est_1997.dat.gz 5,365,260est_1998.dat.gz 6,422,462est_1999.dat.gz 4,448,978est_2000.dat.gz 1,156,500est_2001.dat.gz 83,066est_2002.dat.gz 7,955est_2003.dat.gz 2,005est_2004.dat.gz 1,843est_src.dat.gz 161foot_code.dat.gz 841foot_type.dat.gz 189footnotes.dat.gz 1,584,879issuer.dat.gz 199,352periodicity.dat.gz 79
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FIRST CALL Historical Database
rev30_1990.dat.gz 337,200rev30_1991.dat.gz 640,729rev30_1992.dat.gz 923,054rev30_1993.dat.gz 1,299,526rev30_1994.dat.gz 1,739,658rev30_1995.dat.gz 2,180,516rev30_1996.dat.gz 2,929,827rev30_1997.dat.gz 3,478,915rev30_1998.dat.gz 3,768,362rev30_1999.dat.gz 2,621,053rev30_2000.dat.gz 627,598rev30_2001.dat.gz 45,667rev30_2002.dat.gz 4,905rev30_2003.dat.gz 1,548rev30_2004.dat.gz 1,551rev3F_1990.dat.gz 184,294rev3F_1991.dat.gz 351,471rev3F_1992.dat.gz 500,148rev3F_1993.dat.gz 698,080rev3F_1994.dat.gz 931,301rev3F_1995.dat.gz 1,161,238rev3F_1996.dat.gz 1,529,912rev3F_1997.dat.gz 1,831,152rev3F_1998.dat.gz 1,966,765rev3F_1999.dat.gz 1,393,763rev3F_2000.dat.gz 347,112rev3F_2001.dat.gz 28,812rev3F_2002.dat.gz 3,355rev3F_2003.dat.gz 1,112rev3F_2004.dat.gz 1,112rev90_1990.dat.gz 295,861rev90_1991.dat.gz 544,818rev90_1992.dat.gz 779,691rev90_1993.dat.gz 1,100,859rev90_1994.dat.gz 1,485,118rev90_1995.dat.gz 1,869,857rev90_1996.dat.gz 2,537,191rev90_1997.dat.gz 3,048,234rev90_1998.dat.gz 3,309,415rev90_1999.dat.gz 2,245,613rev90_2000.dat.gz 493,438rev90_2001.dat.gz 35,494rev90_2002.dat.gz 3,922rev90_2003.dat.gz 1,337rev90_2004.dat.gz 1,190revFF_1990.dat.gz 328,085revFF_1991.dat.gz 627,011revFF_1992.dat.gz 905,636revFF_1993.dat.gz 1,278,113revFF_1994.dat.gz 1,701,326revFF_1995.dat.gz 2,126,172revFF_1996.dat.gz 2,836,791
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FCHD Technical Guide
revFF_1997.dat.gz 3,357,330revFF_1998.dat.gz 3,640,208revFF_1999.dat.gz 2,580,812revFF_2000.dat.gz 645,706revFF_2001.dat.gz 50,217revFF_2002.dat.gz 5,202revFF_2003.dat.gz 1,627revFF_2004.dat.gz 1,669revMM_1990.dat.gz 187,360revMM_1991.dat.gz 348,096revMM_1992.dat.gz 491,045revMM_1993.dat.gz 691,188revMM_1994.dat.gz 924,364revMM_1995.dat.gz 1,147,909revMM_1996.dat.gz 1,513,106revMM_1997.dat.gz 1,816,512revMM_1998.dat.gz 1,949,615revMM_1999.dat.gz 1,419,720revMM_2000.dat.gz 364,888revMM_2001.dat.gz 30,482revMM_2002.dat.gz 3,467revMM_2003.dat.gz 1,109revMM_2004.dat.gz 1,111rev_per.dat.gz 104sec_type.dat.gz 543security.dat.gz 94,247security_sym.dat.gz 208,891split.dat.gz 27,320sum_1990.dat.gz 409,809sum_1991.dat.gz 816,874sum_1992.dat.gz 1,166,996sum_1993.dat.gz 1,603,647sum_1994.dat.gz 2,123,248sum_1995.dat.gz 2,678,116sum_1996.dat.gz 2,228,639sum_1997.dat.gz 4,312,097sum_1998.dat.gz 4,877,386sum_1999.dat.gz 3,505,234sum_2000.dat.gz 864,179sum_2001.dat.gz 58,596sum_2002.dat.gz 5,544sum_2003.dat.gz 1,457sum_2004.dat.gz 1,433sym_provider.dat.gz 287
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FIRST CALL Historical Database
General Assumptions and Definitions
Defining a Set of Estimates
A set of estimates can be defined as a combination of Security_ID, Data_Type, DDC, Currency, Periodicity, and FPE. This represents a data type for a security in a particular currency, for a particular year or quarter.
Default NA Values
Number ValuesWide numeric fields (those with more than 6 digits) with values that are not available are assigned a default value of –2147483648. Narrow numeric fields (6 digits or less) with values that are not available are assigned a default value of -32768.
DatesIf a date is not available, the default date is 1/1/1980.
Rounding
Consensus, Actual, and Estimate EPS values are rounded to the nearest hundredth. Stock split values are represented to four decimal places.
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FCHD Technical Guide
Overview of TablesDefinitions:
Table Name: Name of the table
What it contains: What data is contained in the table
Fields: List of all the fields in the table
Unique Identifier: What field, or combination of fields uniquely identify a record in the table
Lookup Table for: Lists which tables use the current table as a reference for one of its fields
Foreign Keys: Lists which tables the current table uses as a reference for the current tables’ fields.
Detail Data
Table Name: Est_XXXX (The XXXX is the year of the estimate)
What it contains: Detail Broker Estimate Data
Fields: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Broker_ID, Estimate_Date, System_Date, Est_Src, Value
Unique Identifier: Combination of Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Broker_ID, Estimate_Date
Lookup Table for: None
Foreign Keys: Security_ID references the Security_ID field in the Security table
Data_Type references the Code field in the Data_Type table
DDC references the Code field in the DDC table
Currency references the Code field in the Currency table
Periodicity references the Code field in the Periodicity table
Broker_ID references the Broker_ID field in the Brokers table
Est_Src references the Code field in he Est_Src table.
The Estimates tables (Est_XXXX) contain earnings estimates issued by brokers contributing to First Call. A series of estimates for a given broker, security, and period can be identified by a combination of: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, and Broker_ID. The record with most recent estimate date will be the most recent estimate for that series.
When a series of estimates stops, a record is added to the Estimates table with a value of –2147483648.
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FIRST CALL Historical Database
Other Security-Level Data
Table Name: Actuals
What it contains: Actuals reported by companies
Fields: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Actual_Date, System_Date, Value
Unique Identifier:
Lookup Table for: None
Foreign Keys: Security_ID references the Security_ID field in the Security table
Data_Type references the Code field in the Data_Type table
DDC references the Code field in the DDC table
Currency references the Code field in the Currency table
Periodicity references the Code field in the Periodicity table
The Actuals table contains the actual per share numbers reported by the companies following a fiscal period end. If a company has restated its earnings, two records will appear in the actuals table: the record with the most recent report date will be the most current restated value, and the record with the earliest report date will be the originally reported record.
There will be a record in Actuals for each set of estimates in the estimate table that has a fiscal period end more than 90 days from the date the FCHD files were generated. If there is no actual value and/or actual date available for the period the record in the Actuals table will have a NA value of –2147483648 and/or a NA report date of 01/01/80.
Table Name: CIG
What it contains: Company Issued Guidelines
Fields: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Announce_Date, System_Date, Est_1, Est_2, Cig_Est, CIGCode, CIGCode_Desc, Comment
Unique Identifier:
Lookup Table for: None
Foreign Keys: Security_ID references the Security_ID field in the Security table
Data_Type references the Code field in the Data_Type table
DDC references the Code field in the DDC table
Currency references the Code field in the Currency table
Periodicity references the Code field in the Periodicity table
CIGCode references the Code field in the CIGCode table
CIGCode_Desc references the Code field in the CIGCode_Desc table
Companies make earnings forecasts in press releases and interviews before they report the actual earnings. The forecast may be a number, a range of numbers, or a simple
8
FCHD Technical Guide
text item suggesting that the company’s earnings will be above or below analysts’ expectations.
Company issued guidelines can be found in the CIG table. If a specific earnings figure is mentioned, it appears in the Estone field. If a range is mentioned, the upper limit of the range is in the Esttwo field. If a specific number is not mentioned, the field contains a default value of -2147483648. The CIGCode field qualifies the guideline (i.e. whether it expects to report earnings above or below or the number mentioned). The CIGCode_Desc field further describes the guideline by comparing it to current expectations and indicating whether it qualifies as a positive or negative surprise.
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FIRST CALL Historical Database
Statistics
Table Name: Sum_XXXX (XXXX is the year)
What it contains: Summary statistics calculated using the detail estimates
Fields: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Forecast_Period, Fiscal_Period_Number, Calculation_Date, Mean Median, High, Low, Std_Deviation, Num_Estimates, Ests_Raised, Ests_Lowered, Ests_Added, Ests_Deleted
Unique Identifier: A combination of: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Calculation_Date
Lookup Table for: None
Foreign Keys: Security_ID references the Security_ID field in the Security table
Data_Type references the Code field in the Data_Type table
DDC references the Code field in the DDC table
Currency references the Code field in the Currency table
Periodicity references the Code field in the Periodicity table
Summary statistics display the consensus of the future EPS of a security. Included in the summary statistics are: mean, median, high, low, standard deviation, number of estimates, and the number of estimates raised, lowered, added, or deleted since the last calculation date. New statistics are generated each time a broker begins or ends coverage of a security, revises an estimate, or begins or ends participation in First Call’s database.
Only the most recent estimate made by each broker is used in the summary statistics calculation. See Appendix C in the user manual for an example of how summary statistics are calculated.
Summary statistics are found in the Sum_XXXX tables. There is a summary table for each year for which there are earnings estimates, currently from 1990 to 2003.
Table Name: RevXX_XXXX (the XX is the revision period, the XXXX is the year)
What it contains: Revision activity information.
Fields: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Rev_Per_Code, Forecast_Period, Fiscal_Period_Number, Calculation_Date, Num_Periods, Ests_Raised, Ests_Lowered, Ests_Added, Ests_Deleted, Num_Estimates
Unique Identifier: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Rev_Per, Calculation_Date
Lookup Table for: None
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FCHD Technical Guide
Foreign Keys: Security_ID references the Security_ID field in the Security table
Data_Type references the Code field in the Data_Type table
DDC references the Code field in the DDC table
Currency references the Code field in the Currency table
Periodicity references the Code field in the Periodicity table
Rev_Per references the Code field in the Rev_Per table
The Revision tables contain the number of estimates raised, lowered, added, or deleted during certain time periods: 7 day, 30 day, 90 day, month-end to month end, and third Friday of month one to third Friday of month two. All periods end on a Friday except for the monthly period. The FF, 30, and 90-day tables are calculated every Friday. The Monthly table is calculated at the end of the month, and the 3F table is calculated on the third Friday of each month.
There can be consecutive periods during which the Ests_Raised, Ests_Lowered, Ests_Added, Ests_Deleted, and Num_Ests fields for the keys remain the same. To minimize repetitive records, instead of generating a new record in the Revisions table, the Num_Periods field is increased. This field keeps track of the number of periods (week for 7, 30, and 90 day, month for Monthly and every 4 or 5. Weeks for Third Friday-to-Third Friday) for which the revision data record is the same. The program that generates the revision statistics examines the Ests_Raised, Ests_Lowered, Ests_Added, Ests_Deleted, and Num_Ests fields for each estimate set. If the numbers are the same in two consecutive records, the Num_Periods filed would be 1. If three consecutive records were the same, it would be 2. If no records were the same, it would be 0. See Appendix C in the user manual for a detailed example of how revision data is collected.
One-day revision data can be found in the Summary Statistics table, which contains the number of estimates raised, lowered, added, or deleted since the last estimate was revised, added, or deleted.
Securities/Issuers/Brokers
Table Name: Security
What it contains: Security Information
Fields: Security_ID, Issuer_ID, Security_Type, Country_Code
Unique Identifier: Security_ID field
Lookup Table for: Security_ID field in the Actuals, Company Issued Guidelines (CIG), Estimates (Est_XXXX), Summary Statistics (Sum_XXXX), Revision Activity Statistics (RevX_XXXX), and Footnotes tables.
Foreign Keys: Issuer_ID references the Issuer_ID field in the Issuer table
Security_Type references the Code field in the Sec_Type table
Country_Code references the Code field in Country table
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FIRST CALL Historical Database
The term Security refers to issues offered by individual companies. Each security has its own unique identifier, Security_ID. A company or issuer may issue more than one security. Because FCHD is a historical database, it contains securities that no longer exist or are no longer tracked by First Call Brokers.
Table Name: Issuer
What it contains: Company Information
Fields: Issuer_ID, Name, Country_Code, FY_End_Month
Unique Identifier: Issuer_ID field
Lookup Table for: Issuer_ID in the Security table
Foreign Keys: Country_Code references the Code field in Country table
The term Issuer refers to the companies that issue the securities. Each company in the Issuer table is uniquely identified by an Issuer_ID. The issuer’s country refers to the country in which that company is primarily based. The month of the company’s fiscal year end is expressed numerically (1 for January, 2 for February, and so on). Because FCHD is a historical database, it contains companies that no longer exist or are no longer tracked by First Call Brokers.
Table Name: Brokers
What it contains: Brokerage firm information
Fields: Broker_ID, Broker_Code, Name, Country_Code
Unique Identifier: Broker_ID
Lookup Table for: Broker_ID in the Estimates (Est_XXXX) and Brokers_Del tables
Foreign Keys: Country_Code references the Code field in Country table
Information about the brokerage firm issuing the estimate (broker name, First Call letter code and country) is found in the Broker table. Each brokerage firm is uniquely identified by its Broker_ID. The two-letter Broker_Code corresponds to the two-character Broker_Codes used in other First Call products.
Table Name: Brokers_Del
What it contains: ID’s of brokers that no longer contribute to First Call
Fields: Broker_ID, Inactive_Flag, Note
Unique Identifier: Broker_ID
Lookup Table for: None
Foreign Keys: Broker_ID references Broker_ID field in the Brokers table.
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FCHD Technical Guide
Because this is a historicl database, the Brokers table includes some firms that no longer contribute to First Call. The ID’s of the inactive brokers are listed in the Brokers_Del table. The Inactive_Flag field is marked I for inactive, and the Note field contains an explanation of why the broker is inactive.
Table Name: Split
What it contains: Stock split and stock dividend information
Fields: Security_ID, Split Date, Split_Factor
Unique Identifier:
Lookup Table for: None
Foreign Keys: Security_ID references the Security_ID in the Security table
All stock split and stock dividend information can be found in the Split table. All estimate and actual data are adjusted for stock splits and stock dividends. The per share values are divided by the split factor; while number of shares are multiplied by the split factor.
If a company has a stock dividend, the split factor is one plus the amount of the stock dividend. For example, a 10% stock dividend would have a split factor of 1.100.
Table Name: Security_Sym
What it contains: Security Symbols, such as SEDOL, CUSIP, S&P Ticker, etc
Fields: Security_ID, Symbol_ID, Symbol
Unique Identifier: Security_ID, Symbol_ID
Lookup Table for: None
Foreign Keys: Security_ID references the Security_ID in the Security table
Symbol_ID references the Symbol_ID field in the Sym_Provider table
A security may have several different identifiers, such as a ticker symbol, SEDOL or CUSIP. All identifiers of a particular security are listed in the Security_Sym table.
Table Name: Cross_Ref
What it contains: Cross references to other First Call Products
Fields: Security_ID, TFN, Group ID, FC_Ticker
Unique Identifier: Combination of Security_ID and TFN
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FIRST CALL Historical Database
Lookup Table for: None
Foreign Keys: Security
The Cross_Ref table associates the First Call TFN (Thomson Financial Networks identification system) numbers with the Issuer_ID numbers, Security_ID numbers, and Group ID numbers used in FCHD.
Many First Call files distributed to clients use TFN numbers as the identifiers. This table facilitates integration with other First Call products.
The Cross_Ref table also includes the ticker symbol associated with the unique TFN Number. This ticker symbol often contains suffixes that have been created at First Call that identify Data type, Currency, or DDC. A table of First Call ticker suffixes and their definitions are included in the glossary in Appendix A under FC_Ticker.
*The Group_ID is used to associate the earnings data for several security types. In the US and Canada, where companies have issued two classes of security; for example, class A and class B, the reported EPS for both classes is the same as the EPS forecasts. Typically the company reports EPS on a diluted basis; for example, the price of the shares of different classes may vary, but the EPS forecasts for the class A and class B shares are the same. In addition, the mean EPS forecast in the Summary Statistics table is the mean of estimates from all brokers making estimates for either class of stock.
Footnotes
Table Name: Footnotes
What it contains: Footnotes for values in the New RTEE History Database
Fields: Security_ID, Data_Type, DDC, Currency, Periodicity, FPE, Foot_Type, Foot_Code, Text
Unique Identifier: None
Lookup Table for: None
Foreign Keys: NoneOccasionally an estimate or actual value may not be adjusted for unusual items. Any unusual items are listed in the Footnotes table. This table lists the footnote, along with the Foot_Type and a Foot_Code. The Foot_Type refers to what unusual items are included or excluded from the value. The Foot_Code goes into more detail regarding the unusual items.Footnotes are linked to detail and statistical data using keys. In some cases a footnote might be applicable for the security all the time (not for a particular Data_Type or time period). In those cases, all the identifying fields except Security_ID are left null. When joining the Footnote table to other tables like actuals, it must be specified that the security_id, data_type, ddc, currency, fpe and
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FCHD Technical Guide
periodicity fields must either equal the corresponding footnotes fields or the be null.
Lookup Tables
Table Name: CIGCode
What it contains: Codes that qualify the numbers in the CIG tables.
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: CigCode field in the CIG table
Foreign Keys: None
CIG Codes qualify the Estone and Esttwo fields in the CIG table. For example, the CIG code ‘A’ signifies that the company’s earnings will be about the value listed in the Estone field. The CIG Code ‘B’ signifies that the company’s earnings will be between the value listed in the Estone and Esttwo fields.
Table Name: CIGCode_Desc
What it contains: Codes that describe the effect of the company issued guideline
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: CigCode_Desc field in CIG
Foreign Keys: None
The CIGCode_Desc field describes the effect of the company issued guideline. For example, the ‘D’ code means the announcement qualifies as a negative surprise.
Table Name: Country
What it contains: Countries
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: Country_Code field in the Brokers, Issuer and Securities tables
Foreign Keys: None
The Code is a three-letter code; the Name is the country’s full name.
Table Name: Currency
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FIRST CALL Historical Database
What it contains: Currency Types
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: Currency field in the Actuals, Company Issued Guidelines (CIG), Estimates (Est_XXXX), Summary Statistics (Sum_XXXX), Revision Activity Statistics (RevX_XXXX), and Footnotes tables.
Foreign Keys: None
The Code is a three-letter code; the Name is the currency’s full name.
Table Name: Data_Type
What it contains: Data Types
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: DDC field in the Actuals, Company Issued Guidelines (CIG), Estimates (Est_XXXX), Summary Statistics (Sum_XXXX), Revision Activity Statistics (RevX_XXXX), and Footnotes tables.
Foreign Keys: None
The Code is the acronym for the data type (i.e. EPS, EBITDA); the Name is the spelled-out version.
Table Name: DDC
What it contains: Data Differentiator Codes
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: Currency field in Actuals, Company Issued Guidelines (CIG), Estimates (Est_XXXX), Summary Statistics (Sum_XXXX), Revision Activity Statistics (RevX_XXXX), and Footnotes tables.
Foreign Keys: None
DDC stands for Data Differentiator Code. This code indicates a discontinuity in the values shown due to an event such as a merger or accounting change. An example would be a company’s EPS before and after a merger.
Table Name: Est_Src
What it contains: Sources of estimates
Fields: Code, Name
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FCHD Technical Guide
Unique Identifier: Code
Lookup Table for: Est_Src field in Estimates (Est_XXXX)
Foreign Keys: None
The majority of estimates are real-time and come from broker notes or are received via electronic transmission. Other estimates are received in weekly or monthly update files or via direct interaction with individual analysts.
Table Name: Foot_Type
What it contains: Types of footnotes
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: Foot_Type field in Footnotes
Foreign Keys: None
The Foot_Type indicates whether the footnote is due to an item being included or excluded or due to the value being restated.
Table Name: Foot_Code
What it contains: Footnote Codes
Fields: Code, Foot_Type, Name
Unique Identifier: Code
Lookup Table for: Foot_Code field in Footnotes
Foreign Keys: Foot_Type references the Code field in the Foot_Type table
The Footnote_Code explains the unusual item included or excluded in the value corresponding to the footnote. Such items include one-time charges and gains and losses on the sale of assets.
Table Name: Periodicity
What it contains: Periodicity Codes
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: Periodicity field in the Actuals, Company Issued Guidelines (CIG), Estimates (Est_XXXX), Summary Statistics (Sum_XXXX), Revision Activity Statistics (RevX_XXXX), and Footnotes tables.
Foreign Keys: None
The code ‘A’ stands for Annual; the ‘Q’ stands for Quarterly
17
FIRST CALL Historical Database
Table Name: Rev_Per
What it contains: Revision periods
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: Rev_Per field in the RevXX_XXXX table
Foreign Keys: None
The Rev_Per table contains the following values:
30 - 30 day
3F - 3rd Friday to 3rd Friday of Each Month
90 - 90 Days
FF - Friday to Friday of Each Week
MM – Month-end to Month-End
Table Name: Sec_Type
What it contains: Types of Securities
Fields: Code, Name
Unique Identifier: Code
Lookup Table for: Security_Type field in Security
Foreign Keys: None
The code is a 3-letter code; the name describes the type of security (common stock, ADR, etc).
Table Name: Sym_Provider
What it contains: Symbols that identify securities
Fields: Symbol_ID, Short_Name, Long_Name
Unique Identifier: Symbol_ID
Lookup Table for: Symbol_ID field in Security_Sym table.
Foreign Keys: None
This table lists all symbols used to identify a security, such as CUSIPs and tickers.
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FCHD Technical Guide
Appendix A- Table Structure and Field DefinitionsTable Structure and Field DefinitionsFirst Call’s Historical Database is available in non-fixed length, tab-delimited text files. Below is a list of all the tables included in the database, as well as the fields included in each table. For character fields, a length is given to assist in programming.
Description of Tables
# Table Description
De-
tail
1 Est_XXXX Analyst Estimates from contributing brokers.
Sec
urit
y-L
evel
Dat
a
2 Actuals Official actuals reported by companies.
3 CIG Company Investor Guidelines. Contains company forecasts of EPS. Typically these are made shortly before the actual EPS is reported.
Sta
tist
ics
4 Sum_XXXX Summary statistics for earnings estimates. Mean high low standard deviation, etc.
5 RevXX_XXXX Number of estimates up, down, added and deleted for specified time periods of 1day, 7days/Friday, 30days/Friday, 90 days/Friday, Month-end to Month-end, IBES convention (Mid-month to Mid-month).
Bro
kers
, Iss
uers
and
Sec
urit
y In
fo
6 Brokers Broker that contribute data to First Call.
7 Brokers_Del This table contains a list of brokers that are longer active, e.g., Dean Witter, Salomon Bros.,
8 Issuer Companies represented in the Analytical Database.
9 Security Securities (Issues) in the Analytical Database.
10 Security_Sym Lists all the symbols, such as CUSIPS and tickers that correspond to a certain Security_ID.
11 Split Contains data on stock splits. While all data in the Analytical Database is post split, this table may prove useful to some users.
12 Cross_Ref This is an informational table which cross-references First Call’s TFN ID’s to security codes in the Analytical Database. This table will be useful to clients who receive other electronic transmissions from First Call
Foot
-no
tes 13 Footnotes Contains footnotes to the values in the Analytical Database.
19
FIRST CALL Historical Database
Loo
kup
Tab
les
14 CIGCode This table lists the qualifiers for the CIG Values in the CIG table (whether the company will meet number or not, etc)
15 CIGCode_Desc This code describes the guideline—is it a surprise, etc.
16 Country Countries in the Analytical Database.
17 Currency Currencies in the Analytical Database.
18 Data_Type Data_Types in the Analytical Database, e.g. EPS, CFPS, etc.
19 DDC Data differentiator code definitions
20 Est_Src Indicates how analyst data was received by First Call.
21 Foot_Type Lists the type of note. E.g., whether the unusual item was included or excluded, or whether the actual was a restatement.
22 Foot_Code Details the affect of the unusual item on the value.
23 Periodicity Periodicities in the Analytical Database, e.g. Annual, Quarterly, Semiannual..
24 Rev_Per Description of each revision period, e.g. Friday to Friday, Month-end to Month-end, etc.
25 Sec_Type Description of each Security type
26 Sym_Provider Lists the different types of symbols used to identify a security.
Field Definitions in FCHD Primary Keys are Indicated in Bold
1. Est_XXXX (XXXX is the year of the estimate) Field Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securityData_Type Char, 8 Data_Type.Code Type of dataDDC Char, 8 DDC.Code Data Differentiator CodeCurrency Char, 3 Currency.Code Currency in which the value is expressedPeriodicity Char, 1 Periodicity.Code PeriodicityFPE Date Fiscal Period End (MM/DD/YYYY)Broker_ID Long Brokers.Broker_ID Broker_ID Unique for each brokerEstimate_Date Date/Time Date and time estimate was made, or time stamped on
batch file from broker (MM/DD/YYYY hh:mm)System_Date Date/Time Date and time estimate was entered into system
(MM/DD/YYYY hh:mm)Est_Src Long Est_Src. Source_ID Indicates source of estimateValue Currency Estimate value
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2. ActualsField Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securityData_Type Char, 8 Data_Type.Code Type of dataDDC Char, 8 DDC.Code Data Differentiator CodeCurrency Char, 3 Currency.Code Currency in which the value is expressedPeriodicity Char, 1 Periodicity.Code PeriodicityFPE Date Fiscal Period End (MM/DD/YYYY)Actual_Date Date/Time Date and time actual was published (MM/DD/YYYY
hh:mm)System_Date Date/Time Date and time actual was entered into system
(MM/DD/YYYY hh:mm)Value Currency Actual value
3. CIG (Company Issued Guidelines)Field Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securityData_Type Char, 8 Data_Type.Code Type of dataDDC Char, 8 DDC.Code Data Differentiator CodeCurrency Char, 3 Currency.Code Currency in which the CIG is expressedPeriodicity Char, 1 Periodicity.Code PeriodicityFPE Date Fiscal Period End (MM/DD/YYYY)Announce_Date Date/Time Date and time forecast was published (MM/DD/YYYY
hh:mm)System_Date Date/Time Date and time forecast was entered into system
(MM/DD/YYYY hh:mm)Est_1 Currency Number used in conjunction with CIGCode to express
value of CIGEst_2 Currency Used in conjunction with Estone if CIG is a rangeCig_Est Currency Numerical value of CIGCIGCode Char, 1 CIGCode.Code Descriptive text used to define CIGCIGCode_Desc Char, 1 CIGCode_Desc_Code.C
odeComparison of CIG and current consensus for the same period
Comment Char, 100 Combination of Announce_Date, period, CIGCode, Estone and Esttwo if necessary
4. Sum_XXXX (The XXXX is the year of the summary statistics)Field Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securityData_Type Char, 8 Data_Type.Code Type of dataDDC Char, 8 DDC.Code Data Differentiator CodeCurrency Char, 3 Currency.Code Currency in which the CIG is expressedPeriodicity Char, 1 Periodicity.Code PeriodicityFPE Date Fiscal Period End (MM/DD/YYYY)Forecast_Period Long The number of fiscal periods after the most recent report
date in actuals.Fiscal_Period_Number Int 0 for annual1,2,3 and 4 for four respective fiscal periodsCalculation_Date Date/Time Date Summary data was calculated (MM/DD/YYYY
hh:mm)Mean Currency Mean estimate value for Median Currency Median estimate value for period
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FIRST CALL Historical Database
High Currency Highest estimate value for periodLow Currency Lowest estimate value for periodStd_Deviation Currency Standard deviation of estimates for periodNum_Estimates Int Total number of estimates for periodEsts_Raised Int Number of estimates raised since last calculation dateEsts_Lowered Int Number of estimates lowered since last calculation date Ests_Added Int Number of estimates added since last calculation Ests_Deleted Int Number of estimates deleted since last calculation
5. RevXX_XXXX (The first X is the revision period)Field Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securityData_Type Char, 8 Data_Type.Code Type of dataDDC Char, 8 DDC.Code Data Differentiator CodeCurrency Char, 3 Currency.Code Currency in which the CIG is expressedPeriodicity Char, 1 Periodicity.Code PeriodicityFPE Date Fiscal Period End (MM/DD/YYYY)Rev_Per_Code Char, 2 Rev_Per.Code Revision Period Forecast_Period Long The number of fiscal periods after the most recent report
date in actualsFiscal_Period_Number Char, 1 0 for annual.1,2,3 and 4 for four respective fiscal periods.Calculation_Date Date/Time Date on which Revisions Data were calculated,
(MM/DD/YYYY hh:mm) Num_Periods Int Number of periods following Calculation_Date, for which
revision data (i.e., Ests_Raised, lowered, added, deleted) are identical.
Ests_Raised Int Number of upward estimate revisions during revision period; max 999
Ests_Lowered Int Number of downward estimate revisions during revision period; max 999
Ests_Added Int Number of new estimates during revision period; max 999Ests_Deleted Int Number estimates removed during revision period; max
999Num_Estimates Int Total number of estimates for year or quarter at end of
revision period
6. BrokersField Name Type Foreign Key DescriptionBroker_ID Long Internal Number ID for BrokerCode Char, 3 Internal Letter Code for BrokerName Char, 20 Broker NameCountry_Code Char, 3 Country.Code Country in which broker is located
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7. Brokers_DelField Name Type Foreign Key DescriptionBroker_ID Long Brokers.Broker_ID Internal Number ID for BrokerInactive_Flag Char, 1 I if the broker is inactive, otherwise it is nullNote Text Explanation why the broker is inactive.
8. IssuerField Name Type Foreign Key DescriptionIssuer_ID Long Internal ID, unique for each issuerName Char, 50 Name of issuerCountry_Code Char, 4 Country.Code Country in which company is headquarteredFY_End_Month Int Fiscal year end month (1-12)
9. SecurityField Name Type Foreign Key DescriptionSecurity_ID Long Internal ID, unique for each securityIssuer_ID Long Issuer.Issuer_ID ID of the issuer of the securitySecurity_Type Char, 8 Security_Type.Code Type of securityCountry_Code Char, 3 Country.Code Country in which primary trading occurs
10. Security_SymField Name Type Foreign Key DescriptionSecurity_ID Long Internal ID, unique for each securitySymbol_ID Long Sym_Provider.Symbol_I
DID of the type of symbol
Symbol Char, 8 Security_Type.Code Ticker Symbol, CUSIP, SEDOL, etc
11. SplitField Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securitySplit_Date Date/Time Date of Split (MM/DD/YYYY hh:mm)Split_Factor Float Split ratio
12. Cross_RefField Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securityTFN Long ID found in other First Call ProductsFC_Ticker Char, 8 Ticker found in other First Call Products. May differ from
official ticker.Group_ID Long Groups together securities of a company that have equal or
proportional EPS.
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FIRST CALL Historical Database
13. FootnotesField Name Type Foreign Key DescriptionSecurity_ID Long Security.Security_ID Internal ID, unique for each securityData_Type Char, 8 Data_Type.Code Type of dataDDC Char, 8 DDC.Code Data Differentiator CodeCurrency Char, 3 Currency.Code Currency in which the CIG is expressedPeriodicity Char, 1 Periodicity.Code PeriodicityFPE Date Fiscal Period End (MM/DD/YYYY)Footnote_Date Date/Time Date and time of footnote (MM/DD/YYYY)System_Date Date/Time Date and time footnote was entered into system
(MM/DD/YYYY hh:mm)Foot_Type Char, 2 Foot_Type.Code Type of footnoteFoot_Code Char, 1 Foot_Code.Code Explanation of item excluded or includedText Char, 100 Footnote text
14. CIGCodeField Name Type Foreign Key DescriptionCode Text,1 1-letter CIG codeName Char, 75 Description
15. CIGCode_DescField Name Type Foreign Key DescriptionCode Text,1 1-letter CIGCode_Desc codeName Char, 75 Description
16. CountryField Name Type Foreign Key DescriptionCode Char, 3 3-Letter Country CodeName Char, 50 Full Name of Country
17. CurrencyField Name Type Foreign Key DescriptionCode Char, 15 Three-Letter Currency Code Name Char, 50 Full name of currency
18. Data_TypeField Name Type Foreign Key DescriptionCode Char, 15 Letter Code for Data_TypeName Char, 50 Description of Data_Type
19. DDC
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FCHD Technical Guide
Field Name Type Foreign Key DescriptionCode Char, 6 Data Differentiator Code. This code indicates a
discontinuity in the values shown, due to an event such as a merger.
Name Char, 50 Description of DDC
20. Est_SrcField Name Type Foreign Key DescriptionSource_ID Long 1 2 or 3Name Char, 50 Name of source
21. Foot_CodeField Name Type Foreign Key DescriptionFoot_Type Char, 2 Foot_Type.Code Type of footnoteCode Char, 1 CodeName Char, 50 Explanation of item
22. Foot_TypeField Name Type Foreign Key DescriptionCode Char, 2 Type of footnote ( EI, NE, NI, RP, MS)Name Char, 50 Extraordinary Items Excluded, Non Extraordinary Items
Excluded, Non-Extraordinary Items Included, Restatements and Proformas, Miscellaneous
23. PeriodicityField Name Type Foreign Key DescriptionCode Char, 1 A, Q, S, NName Char, 50 Annual, Quarterly, Semiannual, None
24. Rev_PerField Name Type Foreign Key DescriptionCode Char, 2 Revision period codeName Char, 50 Name of period
25. Sec_Type Field Name Type Foreign Key DescriptionCode Char, 10 Security CodeName Char, 50 Security Description
26. Sym_ProviderField Name Type Foreign Key DescriptionID Long Unique identifierShort_Name Char, 10 Short Name of symbol setLong_Name Char, 50 Full Name of symbol set
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FIRST CALL Historical Database
Diagram of FCHD Structur
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