It is well known in migration research that the integration of immigrants and their descendants takes place over time and especially over generations. Also, it is common knowledge that immigrants stemming from different regions of the world show different paces and patterns of integration into their respective host societies. However, despite the importance of generational status and ethnic origin for studying integration processes, defining these constructs in migration surveys oftentimes is a challenging experience, mainly for three reasons. First, many surveys simply lack the collection of relevant information like the grandparents’ countries of birth that enables researchers to categorise children of immigrants beyond the second generation. Second, regardless of the depth of the information collected, missing values on central variables necessary to define the generational status and ethnic origin may lead to the problem that the existing information cannot be used to reconstruct the migration history of respondents. Third, deviations from standard migration biographies assumed by existing typologies must be taken into account as well. This working paper provides an approach to identifying immigrants, their generational status and their ethnic origin, exemplified by using a recent survey conducted in Europe: the Children of Immigrants Longitudinal Survey in Four European Countries (CILS4EU). Using data from CILS4EU, we propose several general heuristics in order to construct a comprehensive generational status variable as well as a variable indicating the country of origin. We discuss and provide solutions for two of the problems mentioned above, the treatment of missing values as well as information about non-standard migration biographies. Subsequently, we present first descriptive results on the composition of the CILS4EU sample with respect to generational status and ethnic origin of the respondents. Besides demonstrating the procedure in CILS4EU when constructing the two central constructs generational status and ethnic origin, with this paper we would like to stimulate other migration surveys to consider similar heuristics in order to increase the comparability between the analyses and results originating from different data sources.