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Introduction

CDA Spectrum is provided by CDA Investment Technologies, Inc for transaction based finanical data. The databases contains holdings and transactions of investment companies(domestic and foreign), 13(f) institutins, 5% beneficial owners and insiders. The databases subscribed are updated quarterly and the period subscribed by the University is 1979 to 1996.


Subscription Agreement

You MUST observe the following copyright rules and regulations set by CDA as follows:
  1. CDA grants The Chinese University of Hong Kong to use the CDA Spectrum non-exclusively. The CDA Database may not be made available for any other ues, whether by loan, rental, service bureau, timesharing or similar arrnagement, and the contained may not be incorporated in any way in any other product or service distributed without the express written consent of CDA. You may not sublicense, lease or otherwise distribute the CDA Databasee, or portions without the express written consent of CDA.
  2. The CDA Databases are proprietary to CDA. The CDA Databases or information contained therein may be copied, distributed, duplicated, or transferred.
  3. Data is obtained from sources believed to be reliable, but are not necessarily complete, nor does CDA guarantee the accurac, the Databases are provied "AS IS" and CDA makes no warranties, expressed or implied, including specifically, any warranty of merchantability or fitness for a particular purposem as to the data provided. CDA shall have no liability for any default resulting from circumstances beyond its reasonable control.
  4. You grants the use of nay and all data contained in the Databases in the published research of registered staff and students of the Chinese University of Hong Kong in printed format.
  5. CDA Spectrum should be cited as the source for any data published, or for any analyses published which rely upon CDA Spectrum data for their validity.
  6. The author of any article or publication containing CDA Spectrum data or CDA Spectrum based analysis(including the citation as to the data's source0 should provide a copy to CDA Spectrum either in advance or concurrently with its publication.
  7. Co-authorship with faculty members outside the University is permissible based upon thte follow guidelines. The Spectrum data be used only by a single professor or co-author, affiliated with an outside institution, who directly engages in joint research with the the University.


Covering Period of Data

The Databases subscribed by the University covers the period 1979 - 1996 on quarterly base.


Resident Directory

The CDA Spectrum Databases reside on the following directories:




     /datalib1/cda/



Date Structure(Record Layout)

The naming convention for the files is as follows:



Character(s) Interpretation







1-3          Internal Spectrum identification 



	     for US/Can mutual fund data



4            File # per data specifications 



	     (will range from 1-6)



5-6          2-digit year for data set



7-8          2-digit month for data set

For example, the file named s1218903.dta should be interpreted as follows:

Character(s) Interpretation







s12          Spectrum US/Can mutual funds



1            File #1 per data specifications 



             (owner file in this case)



89           Year 1989



03           Month of March



Hence, it is file #1 for the March, 1989 data set.

Likewise, the file named s1238806.dta should be interpreted as file #3 for the June, 1988 data set.

In order to access the data of the CDA Spectrum files, you should refer to the layout of the file as follows:

File No. 1 Fund Identification Key

Columns

Description

1-5

Fund Number

6-29

Fund Name

30-35

Management Company Abbreviation

36-41

Report Date(mmddyy)*

42-49

End of Quarter Assets(Tens of Thousands of Dollars)

50

Investment Objective Code**

  • *The 12/78 & 3/79 files had no portfolio dates in 36-41. Instead, 36-50 contained assets.
  • **1 = International funds; 2 = Aggressive growth; 3 = Growth; 4 = Growth & income; 5 = Municipal bonds; 6 = Bond & preferred; 7 = Balanced; 8 = metals and 9 = unclassified.


 File No. 2 Fund Identification Key

Columns

Description

1-8

Cusip

9-36

Stock Name

37-40

Ticker Symbol

41-44

End of Quarter Shares Outstanding in Millions

45-50

End of Quarter Price($$$$.cc)



File No. 3 Mutual Fund Holdings

Columns

Description

1-8

Cusip

9-13

Fund Number

14-25

Shares Held At Quarter-End



File No. 4 Mutual Fund Transactions

Columns

Description

1-8

Cusip

9-13

Fund Number

14-25

Net Change In Shares Since Prior Report


File No. 5 Potential Overlap with Institutional 13F Common Stock Holdings and Transactions***

Columns

Description

1-5

Fund Number On Mutual Fund Stock Holdings Tape

6

Blank

7-24

Fund Name On Mutual Fund Stock Holdings Tape

25

Blank

26-30

Corresponding Number of the Fund or Its parent On Institutional 13F Common Stock Holdings and Transactions Tape

31

Blank

32-50

Name on Institutional 13F Common Stock Holdings and Transactions Tape

  • *** File 5 not available prior to 3/94.


File No. 6 Mutual Fund Stock Holdings tape Permanent Keys***

Columns

Description

1

Blank

2-6

Fund Number(Right-justified Numeric, To Alphabetize the Funds)

7

Blank

8-11

Permanent Key(Right-Justified Numeric)

12-16

Reserved For CDA Internal Use

17-32

Same As Bytes 1 -16 For Next Fund in Alphabetic Sequence

33-48

Same As Bytes 1 -16 For Next Fund in Alphabetic Sequence

49-64

Same As Bytes 1 -16 For Next Fund in Alphabetic Sequence

65-80

Same As Bytes 1 -16 For Next Fund in Alphabetic Sequence

  • **** File 6 not available prior to 3/94.


Files in CDA Spectrum

Data files residing on /datalib1/cda are listed in the table below :
     s1217912.dta  s1219412.dta  s1229209.dta  s1239006.dta  s1248803.dta



     s1218003.dta  s1219503.dta  s1229212.dta  s1239009.dta  s1248806.dta



     s1218006.dta  s1219506.dta  s1229303.dta  s1239012.dta  s1248809.dta



     s1218009.dta  s1219509.dta  s1229306.dta  s1239103.dta  s1248812.dta



     s1218012.dta  s1219512.dta  s1229309.dta  s1239106.dta  s1248903.dta



     s1218103.dta  s1219603.dta  s1229312.dta  s1239109.dta  s1248906.dta



     s1218106.dta  s1219606.dta  s1229403.dta  s1239112.dta  s1248909.dta



     s1218109.dta  s1219609.dta  s1229406.dta  s1239203.dta  s1248912.dta



     s1218112.dta  s1219612.dta  s1229409.dta  s1239206.dta  s1249003.dta



     s1218203.dta  s1227912.dta  s1229412.dta  s1239209.dta  s1249006.dta



     s1218206.dta  s1228003.dta  s1229503.dta  s1239212.dta  s1249009.dta



     s1218209.dta  s1228006.dta  s1229506.dta  s1239303.dta  s1249012.dta



     s1218212.dta  s1228009.dta  s1229509.dta  s1239306.dta  s1249103.dta



     s1218303.dta  s1228012.dta  s1229512.dta  s1239309.dta  s1249106.dta



     s1218306.dta  s1228103.dta  s1229603.dta  s1239312.dta  s1249109.dta



     s1218309.dta  s1228106.dta  s1229606.dta  s1239403.dta  s1249112.dta



     s1218312.dta  s1228109.dta  s1229609.dta  s1239406.dta  s1249203.dta



     s1218403.dta  s1228112.dta  s1229612.dta  s1239409.dta  s1249206.dta



     s1218406.dta  s1228203.dta  s1237912.dta  s1239412.dta  s1249209.dta



     s1218409.dta  s1228206.dta  s1238003.dta  s1239503.dta  s1249212.dta



     s1218412.dta  s1228209.dta  s1238006.dta  s1239506.dta  s1249303.dta



     s1218503.dta  s1228212.dta  s1238009.dta  s1239509.dta  s1249306.dta



     s1218506.dta  s1228303.dta  s1238012.dta  s1239512.dta  s1249309.dta



     s1218509.dta  s1228306.dta  s1238103.dta  s1239603.dta  s1249312.dta



     s1218512.dta  s1228309.dta  s1238106.dta  s1239606.dta  s1249403.dta



     s1218603.dta  s1228312.dta  s1238109.dta  s1239609.dta  s1249406.dta



     s1218606.dta  s1228403.dta  s1238112.dta  s1239612.dta  s1249409.dta



     s1218609.dta  s1228406.dta  s1238203.dta  s1247912.dta  s1249412.dta



     s1218612.dta  s1228409.dta  s1238206.dta  s1248003.dta  s1249503.dta



     s1218703.dta  s1228412.dta  s1238209.dta  s1248006.dta  s1249506.dta



     s1218706.dta  s1228503.dta  s1238212.dta  s1248009.dta  s1249509.dta



     s1218709.dta  s1228506.dta  s1238303.dta  s1248012.dta  s1249512.dta



     s1218712.dta  s1228509.dta  s1238306.dta  s1248103.dta  s1249603.dta



     s1218803.dta  s1228512.dta  s1238309.dta  s1248106.dta  s1249606.dta



     s1218806.dta  s1228603.dta  s1238312.dta  s1248109.dta  s1249609.dta



     s1218809.dta  s1228606.dta  s1238403.dta  s1248112.dta  s1249612.dta



     s1218812.dta  s1228609.dta  s1238406.dta  s1248203.dta  s1259403.dta



     s1218903.dta  s1228612.dta  s1238409.dta  s1248206.dta  s1259406.dta



     s1218906.dta  s1228703.dta  s1238412.dta  s1248209.dta  s1259409.dta



     s1218909.dta  s1228706.dta  s1238503.dta  s1248212.dta  s1259412.dta



     s1218912.dta  s1228709.dta  s1238506.dta  s1248303.dta  s1259503.dta



     s1219003.dta  s1228712.dta  s1238509.dta  s1248306.dta  s1259506.dta



     s1219006.dta  s1228803.dta  s1238512.dta  s1248309.dta  s1259509.dta



     s1219009.dta  s1228806.dta  s1238603.dta  s1248312.dta  s1259512.dta



     s1219012.dta  s1228809.dta  s1238606.dta  s1248403.dta  s1259603.dta



     s1219103.dta  s1228812.dta  s1238609.dta  s1248406.dta  s1259606.dta



     s1219106.dta  s1228903.dta  s1238612.dta  s1248409.dta  s1259609.dta



     s1219109.dta  s1228906.dta  s1238703.dta  s1248412.dta  s1259612.dta



     s1219112.dta  s1228909.dta  s1238706.dta  s1248503.dta  s1269403.dta



     s1219203.dta  s1228912.dta  s1238709.dta  s1248506.dta  s1269406.dta



     s1219206.dta  s1229003.dta  s1238712.dta  s1248509.dta  s1269409.dta



     s1219209.dta  s1229006.dta  s1238803.dta  s1248512.dta  s1269412.dta



     s1219212.dta  s1229009.dta  s1238806.dta  s1248603.dta  s1269503.dta



     s1219303.dta  s1229012.dta  s1238809.dta  s1248606.dta  s1269506.dta



     s1219306.dta  s1229103.dta  s1238812.dta  s1248609.dta  s1269509.dta



     s1219309.dta  s1229106.dta  s1238903.dta  s1248612.dta  s1269512.dta



     s1219312.dta  s1229109.dta  s1238906.dta  s1248703.dta  s1269603.dta



     s1219403.dta  s1229112.dta  s1238909.dta  s1248706.dta  s1269606.dta



     s1219406.dta  s1229203.dta  s1238912.dta  s1248709.dta  s1269609.dta



     s1219409.dta  s1229206.dta  s1239003.dta  s1248712.dta  s1269612.dta


Sample Access Programs

You can find SAS sample access programs under directory
/datalib1/cda/sasprg
as follows:
They can be used for accessing the six different types of files accordingly. All these files are stored on the Logic server too.



Manual

There was no manual come with the CDA Spectrum Database. You can only refer to the data specifications for accessing the Databases.

 

 

 
 

Need Help?
Please send your problems/requests to
http://helpdesk.itsc.cuhk.edu.hk