I am looking at data for Unit Trusts and OEICs in the UK.
They are identified by SEDOL or ISIN codes.
Given an SEDOL, how can I find the ISIN associated with the same product? And given an ISIN, how can I find the associated SEDOL?
There is a relatively straightforward transformation explained on the Wikipedia page here and on the links from that page. Note that this only applies to SEDOLs for instruments listed on the London Stock Exchange (LSE).
To convert SEDOL to ISIN you pad leading zeroes onto the SEDOL until you have 9 digits. Then you add the two letter country code (as defined in ISO 3166-1) to the front. Then you add a final checksum digit to the end, again as defined in the algorithm on the Wikipedia page.
To convert ISIN to SEDOL you do the reverse: remove the final digit, remove the two leading letters, and strip off any leading zeroes.
You can get this information through Bloomberg, but it's a paid service.