ZipLime/security-master

US Security Master

Which company a ticker belonged to, on a date. Which filer a CUSIP points at. What a company used to be called.

23 529 filers · 143 932 identifier spans · 10 056 033 dated observations · 74 392 CUSIPs · 1960 to 2026

This is the glue for the rest of the family. Every other ZipLime dataset keys on the SEC's CIK, which never changes — and every price series, broker feed and research note keys on a ticker, which changes all the time. Joining the two with today's mapping is the quiet way to put the wrong company's history into a backtest.

The pipeline lives in recipe/ at the same revision as the data. See PIPELINE.md for the method and its limits.

The problem this exists for

Filers that changed ticker	6 392 of 23 529
Filers that changed name	11 435
Tickers held by more than one company over time	2 215 of 26 844

A ticker is not an identity. PLUM can be one company until 2014 and another from 2019, and a strategy that resolves it by today's map reads the second company's fundamentals against the first company's prices for the earlier years. This dataset says which was which, and when.

import polars as pl

spans = pl.read_parquet("data/identifiers/*.parquet")

def cik_for(ticker: str, on: str) -> str | None:
    hit = spans.filter(
        (pl.col("kind") == "ticker")
        & (pl.col("value") == ticker)
        & (pl.col("valid_from") <= pl.lit(on).str.to_date())
        & (pl.col("valid_to") >= pl.lit(on).str.to_date())
    ).sort("observations", descending=True)
    return hit["cik"][0] if hit.height else None

cik_for("FB", "2015-06-30")     # Meta, under its old symbol
cik_for("META", "2015-06-30")   # None — the symbol did not exist yet

What a span means, and what it does not

valid_from and valid_to are the first and last filing that stated the identifier, not registry dates. Nobody publishes the day a ticker changed hands. A gap inside a span means nobody filed, not that the identifier lapsed, and observations says how much evidence stands behind it.

Two flags answer two different questions:

• is_latest_for_filer — the newest value this company gave. Use it to ask what did this company last call itself, including companies that stopped filing in 2011.
• is_current — that, and the company still files. Use it to ask who owns this ticker now. Defining current without the second condition left 1 218 tickers current for two companies at once; with it, 53 remain, and those are genuine dual filers.

The CUSIP bridge

13F and N-PORT identify a holding by CUSIP. Everything else identifies a company by CIK. No free source maps between them, so this one is built: settlement records tie a CUSIP to a ticker on a date, filings tie a ticker to a filer over a span, and the two compose.

Match	Rows	Meaning
ticker_and_dates	22 921	the ticker matched and the dates overlap — high
cusip6_inherited	23 519	another security of the same issuer resolved — medium
ticker_only	4 747	the ticker matched, the dates do not overlap — low
unmatched	23 205	no filer found — none

68.8% of CUSIP-ticker pairs resolve to a filer; 78.8% weighted by how often the CUSIP appears in settlement records. Measured against real 13F holdings, the matched set covers 82.8% of holding rows and 87.9% of position value.

Counting raw CUSIPs understates it badly, and the reason is worth knowing: 10 536 of these are exchange-traded funds. An ETF settles like a share and files nothing a CIK could attach to — IVV, IWM, SPY will never resolve to an operating company, because they are not one. They carry looks_like_fund = true and are excluded from the coverage the build gates on.

bridge = pl.read_parquet("data/cusip_map/*.parquet")
holdings = holdings.join(
    bridge.filter(pl.col("match_confidence").is_in(["high", "medium"]))
          .select("cusip", "cik"),
    on="cusip", how="left",
)   # now 13F joins to fundamentals and insider trades on `cik`

Configs

Config	Rows	What one row is
issuers	23 529	one filer: current name, ticker, industry, and how long it has filed
identifiers	143 932	one identifier and the span of filings that stated it
cusip_map	74 392	one CUSIP, the ticker it settles under, the filer behind it
observations	10 056 033	one dated statement — the evidence the spans are built from
pit	143 932	one point-in-time identifier event, plus a Delta table for ziplime

observations is published so that anyone who disagrees with how the spans were derived can derive their own. It is the only honest way to ship a judgement.

Where the evidence comes from

Source	Observations	What it gives
Form 4 filings, via ZipLime/insider-trading	8 123 634	the ticker a company printed on a filing, on that day — the only free source of ticker history
XBRL filings, via ZipLime/company-fundamentals	1 901 363	names, former names with change dates, industry, incorporation, fiscal year end
SEC company_tickers_exchange.json	31 036	today's listings, including companies that never filed a Form 4
SEC fails-to-deliver records, 409 archives	23.4M records	CUSIP to ticker, twice a month since 2004

company_tickers.json alone is what most projects use, and it is a snapshot: it states today and carries no past, so a company that changed symbol appears under the new one for its entire life. The history here comes from four million filings that each stated a symbol on a known date.

Coverage and honest gaps

• 81% of filers have a ticker; 93% of active filers do. The rest are funds, trusts and private filers that never printed one.
• Exchange is sparse — 8 210 spans. Filers rarely name the venue, and SEC's current map only covers live listings.
• Coverage starts in 1960 only because a filing header stated a name change from then. Ticker evidence effectively begins in 2006 with Form 4, and identifiers before that are not in EDGAR to be found.
• A span is evidence, not a registry. See above.
• Fund CUSIPs do not resolve, by construction. See above.
• 53 tickers are current for two filers. Dual filers and reorganisations mid-transfer; the raw observations let you decide.

Provenance and updates

Sources: SEC EDGAR (Form 4 and XBRL filings, both via sibling ZipLime datasets), company_tickers_exchange.json, and the fails-to-deliver files — all US Government works in the public domain.

Rebuilt weekly, Monday 07:40 UTC, by a Hugging Face Job (jobs/run.py) that lints, tests, rebuilds, verifies and only then publishes.