Instructions Firm and Market Files Compiler

Creating the firm and market data files for the abnormal return calculators of this website (ARC and bARC) can be time-consuming, particularly if you are not used to handling data and data file formats.

Our data files compilation service creates for you the firm and market files based on your request file. It pulls the data needed for your files from financial data providers. We designed the compilation service to work for up to 50 events in your request file. This limit was set to keep the costs we incur for the data below the fee we charge to you for this service, which is 5 USD. If you have more than 50 events in your request file, consider using this service multiple times and stack the data files you receive. 

The data compilation service works as follows:

  1. You prepare the request file for your analysis as if you want to use one of our abnormal return calculators (incl. all event parameters), with one difference: Use Yahoo! ticker symbols as your company and indices names. Also, limit your file to 50 lines. Here is a sample request file with correct ticker symbols.
  2. Then, upload this request file to the interface of the data file compiler
  3. Please be patient and wait until the tool has collected the required data and brought it into the right format - this can take up to several minutes depending on your request size
  4. Follow the check out process on the payment page (costs: 5 USD)
  5. You will receive an e-mail with download links to your firm and market data files as required for ARC and bARC. Use these links within 4 hours of delivery since they become invalid thereafter (for cyber security reasons).