By Vincent Janssen on Tuesday, 4 April 2017
WRDS has documented serious problems in the last few data updates of Thomson Reuters Ownership data, commonly known as the Thomson SP data feeds.
Thomson SP feeds consist of two products: the SP12 feed (S12 datasets) which provides the ownership information by mutual funds that report their holdings to the SEC at a fiscal quarter end information, and SP34 feed (S34 datasets) which provides information about the institutional ownership reported in 13F reports at a calendar quarter end frequency.
While WRDS has communicated all of these problems to Thomson on multiple occasions since May 2015, a data fix of the documented errors has not been provided by the vendor.
A summary of issues and links to more detailed documentation can be found on the WRDS website.