TCAP disappears from sim from Nov 2009 to Nov 2010

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1

Seems to be a problem with TCAP between Nov 2009 and Nov 2010.
Steve

2

You are right, from 10/24/09 - 10/9/10

Investigating. Thanks

3

Looks like TCAP security was classified as ‘investment trust fund’ by Compustat in that period (which we ignore), then went back to being common stock. I rebuilt the historical data and should be ok by tomorrow.

Thanks