Hi Anshul, CUSIP's are owned by S&P so they aren't really public. Anyhow, you wont want to use those to backtest as they are driven by the underlying company's name (imagine what happens to a CUSIP when there is any M&A activity). MSCI Barra & S&P's Compustat's Point-In-Time ID's are built for this type of backtesting. If you have access to BBID's that would be a decent alternative but looking for an open source identifier system is going to be tough. Good luck sir.
~James On Wed, Jan 21, 2015 at 7:45 AM, Anshul Pandey <anshul.b...@gmail.com> wrote: > Hi All, > > I am moving some of my backtesting logics to CUSIP from tickers. > How do I download the CUSIP number of US stocks? > > I know S&P has a paid subscription, but I read that CUSIP is publicly > available at a few resources. > > Any suggestions are highly welcome. > > Thanks > Anshul > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.