Commit GVKEY-CIK code - Githubissues

library(dplyr, warn.conflicts = FALSE)
library(DBI)

pg <- dbConnect(RPostgres::Postgres())

rs <- dbExecute(pg, "SET search_path TO ciq, public")
rs <- dbExecute(pg, "SET work_mem TO '10GB'")

ciqfininstance <- tbl(pg, "ciqfininstance")
ciqfinperiod <- tbl(pg, "ciqfinperiod")
ciqgvkeyiid <- tbl(pg, "ciqgvkeyiid")

company <- tbl(pg, sql("SELECT * FROM comp.company"))
filings <- tbl(pg, sql("SELECT * FROM edgar.filings"))
accession_numbers <- tbl(pg, sql("SELECT * FROM edgar.accession_numbers"))

ciq_data <-
  ciqfininstance %>%
  inner_join(ciqfinperiod, by = "financialperiodid") %>%
  inner_join(ciqgvkeyiid, by=c("companyid"="relatedcompanyid"))

ciq_acc_nos <-
  ciq_data %>%
  filter(!is.na(accessionnumber)) %>%
  distinct(gvkey, iid, accessionnumber) %>%
  compute()

rs <- dbExecute(pg, "DROP TABLE IF EXISTS gvkey_ciks")

gvkey_ciks <-
  ciq_acc_nos %>%
  inner_join(accession_numbers, by = "accessionnumber") %>%
  inner_join(filings, by = "file_name") %>%
  group_by(gvkey, iid, cik) %>%
  summarize(first_date = min(date_filed, na.rm = TRUE),
            last_date = max(date_filed, na.rm = TRUE)) %>%
  compute(name = "gvkey_ciks", temporary = FALSE)

rs <- dbExecute(pg, "ALTER TABLE gvkey_ciks OWNER TO ciq")
rs <- dbExecute(pg, "GRANT SELECT ON TABLE gvkey_ciks TO ciq_access")
iangow / wrds_pg

Commit GVKEY-CIK code #46
