DLS001 Use of Data Library Services QUICK START GUIDE

Information Technology Services Centre
The Chinese University of Hong Kong
DLS001 Use of Data Library Services QUICK START GUIDE
Version 2.3 December 2007

1. Introduction

The Data Library Services (DLS) includes the provision of huge on-line disk storage containing some very popular financial databases such as BODB, PACAP, CRSP, Compustat, FIDB and IMF. DLS also includes consultation service and documentation on the access and use of these databases.

These financial databases are housed in the General Purpose UNIX Server (Logic), which is accessible via telnet at logic.itsc.cuhk.edu.hk. You can also house your own voluminous data on 'Logic' too. One of the examples is the Census data from the Hong Kong Government. Once the data is uploaded, you can analyze the data by the software (such as SAS and SPSS) already installed on the system.

2. Databases Available on 'LOGIC'

The following financial databases are subscribed by the University Library System (ULS). They are licensed for faculty and students access within the university campus network only, unless otherwise specified.

Database Description

Berkeley Option Data Base (BODB) BODB is historical record of trading data with time-stamped to the nearest second, for all standardized contracts traded on the Chicago Board Options Exchange (CBOE), including S&P 500 index options. The data base, which is derived from the CBOE's Market Data Retrieval tapes. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/bodb.html

The Center for Research in Security Prices (CRSP) CRSP files, produced by the Center for Research in Security Prices at the University of Chicago provides stock trading information on the New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and NASDAQ exchanges. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/crsp.html

Compustat Compustat, provided by Stanard & Poor's Compustat (SPC), is a database of financial, statistical, and market information. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 7,5000 publicly held companies. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/compustat.html

Fixed Income Data Base (FIDB) The FIBD, provided by the Fixed Income Research Program at the University of Houston College of Business Adminstration and Lehman Brothers, consists of detailed pricing information on the individual bonds that make up the Lehman Brothers Bond indices. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/fidb.html

International Monetary Fund (IMF) IMF, International Financial Statistics, contains time series date which summarize every country's balance of payments, with collateral data on its principal components (trade and reserves) and data on the principal cause and effect elements (monetary expansion and contraction, government surpluses and deficits, production, prices and interest rates). The file contains all time series reported on the IFS country pages of the published counterpart. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/imf.html

The Pacific-Basin Capital Markets Databases (PACAP) PACAP are developed by the Sandra Ann Morsilli Pacific-Basic Capital Markets Research Centre, College of Business Administration at The University of Rhobe Island. PACAP Databases consists of historical capital markets data for 11 countries in the Pacific-Basic region. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/pacap96.html
CDA/Spectrum
CDA Spectrum is provided by CDA Investment Technologies, Inc for transaction based finanical data. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/cda.html

They can be accessed in the following directories:

BODB/datalib/bodb
CRSP96/datalib/crsp
Compustat/datalib/compustat
FIDB/datalib/fidb
IMF/datalib/imf
PACAP96/datalib/pacap
CDA/Spectrum/datalib1/cda

3. Software Available for Data Library Services

Language Compilers such as C, C++, Pascal and FORTRAN are available in the Data Library and General Purpose UNIX Server (Logic). Popular statistical and analytical packages such as SAS and SPSS are also available on the server too.

3.1 C and C++ Compiler

In 'Logic', you have the HP C compiler and GNU C and C++ integrated Compiler. For on-line information, you can type man cc for HP C compiler and man g++ for GNU C and C++ integrated Compiler. Refer to the ITSC Quick Start Guide WKS204 HP C for UNIX for the operations details.

3.2 FORTRAN Compiler

You can invoke the HP-UX FORTRAN 77 compiler by command f77 in the 'Logic'. Database like CRSP came with some Fortran source code programs. They can be used for reference for your own programs. Refer to the ITSC Quick Start Guide WKS201 Fortran for UNIX for the operations details.

3.3 SAS

SAS is statistical and analytical software that helps you to read, analyze and present your data. It provides you with interactive and batch processing. Refer to the ITSC Quick Start Guide WKS401 SAS for UNIX for the operations details. Some of the databases, such as CRSP, can be accessed by SAS built-in procedure DATASOURCE. It saves you a lot of time in program development.

3.4 SPSS

SPSS is an alternative statistical and analytical package to SAS. It can run on interactive and batch modes too. Refer to the ITSC Quick Start Guide WKS402SPSS for UNIX for the operations details. Details can be read on-line at http://www.cuhk.edu.hk/compenv/datalib

4. Policy on Installation

Installation of your owned database into the 'Logic' requires application. You have to fill in a ¨Password Enquiry, Additional Computer Resources and Other Request Application Form〃 which can be obtained at http://www.cuhk.edu.hk/itsc/onlineapp/form/index.html and can be accessed on-line at http://accounts.itsc.cuhk.edu.hk. Database on the 'Logic' will be granted with an expiry date on a half-year basis. Only research and academic work will be granted approval and support from ITSC.

Before you purchase the database, which you plan to put it on the 'Logic', you are highly recommended to discuss with ITSC. This will speed up the installation process if the format of media is complied with our hardware and system requirement. You can make the database only accessible by you or you can make it available to all users. In order to maximize the usage of resources, database with general accessibility will gain priority.

5. Temporary Working Storage

'Logic' aims at providing vast storage space for data manipulation and analysis. You may generate huge temporary files in your work. The system provides temporary working storage spaces for such files. They are owned by you. Therefore, only you, the owner can read/write and delete them unless you grant the privilege to other users. These temporary files will be deleted by system automatically at regular time intervals if they are not accessed by you at the clean up time.

Directory mounted Quota set to each user Clean up
Schedule

/datatmp 500 Megabytes Every hour at :00

/public 20 Megabytes Every day at 03:00

Be aware that files on these two subdirectories will be cleaned up at specific time, DO NOT save your permanent file(s) there.

6. Miscellaneous

For the availability of the 'Logic', you should read the on-line itscnews by typing itscnews at system prompt, %, for its maintenance schedule or the web at http://www.cuhk.edu.hk/itsc/sys_ava/maint.html.
You are not recommended to edit the data files in the 'Logic' with any editor since most of them are very large. This will affect the overall performance of the Server severely. Therefore, use UNIX command more or tail to browse the data.

7. References

7.1 ITSC Quick Start Guides

WKS204 HP C for UNIX
WKS401 SAS for UNIX
WKS402 SPSS for UNIX

7.2 Manuals

PACAP Databases, User Guide
CRSP STOCK 1995 FILE GUIDE
IMF Computer tape Subscription Documentation Manuals are available in the Manual Reading Room of the User Area.

8. Enquiries

For any enquiries, please contact us by:

Website: http://www.cuhk.edu.hk/itsc
Electronic HelpDesk: https://helpdesk.itsc.cuhk.edu.hk/group/dls-help

Fax: 2603-6098
Phone: 2609-8845 (Hotline Services)

Monday - Thursday 08:45-13:00 14:00-17:30
Friday 08:45-13:00 14:00-17:45
Saturday, Sunday & Public Holiday close

Database	Description
Berkeley Option Data Base (BODB)	BODB is historical record of trading data with time-stamped to the nearest second, for all standardized contracts traded on the Chicago Board Options Exchange (CBOE), including S&P 500 index options. The data base, which is derived from the CBOE's Market Data Retrieval tapes. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/bodb.html
The Center for Research in Security Prices (CRSP)	CRSP files, produced by the Center for Research in Security Prices at the University of Chicago provides stock trading information on the New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and NASDAQ exchanges. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/crsp.html
Compustat	Compustat, provided by Stanard & Poor's Compustat (SPC), is a database of financial, statistical, and market information. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 7,5000 publicly held companies. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/compustat.html
Fixed Income Data Base (FIDB)	The FIBD, provided by the Fixed Income Research Program at the University of Houston College of Business Adminstration and Lehman Brothers, consists of detailed pricing information on the individual bonds that make up the Lehman Brothers Bond indices. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/fidb.html
International Monetary Fund (IMF)	IMF, International Financial Statistics, contains time series date which summarize every country's balance of payments, with collateral data on its principal components (trade and reserves) and data on the principal cause and effect elements (monetary expansion and contraction, government surpluses and deficits, production, prices and interest rates). The file contains all time series reported on the IFS country pages of the published counterpart. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/imf.html
The Pacific-Basin Capital Markets Databases (PACAP)	PACAP are developed by the Sandra Ann Morsilli Pacific-Basic Capital Markets Research Centre, College of Business Administration at The University of Rhobe Island. PACAP Databases consists of historical capital markets data for 11 countries in the Pacific-Basic region. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/pacap96.html
CDA/Spectrum	CDA Spectrum is provided by CDA Investment Technologies, Inc for transaction based finanical data. Details can be found at http://www.cuhk.edu.hk/itsc/compenv/datalib/cda.html

*Directory mounted*	*Quota set to each user*	*Clean up* *Schedule*
/datatmp	500 Megabytes	Every hour at :00
/public	20 Megabytes	Every day at 03:00