WRDS
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Wharton Research Data Services, or WRDS, is a subscription service research dataset.
Contents |
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Databases in WRDS
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Yale University Subscriptions
- COMPUSTAT
- Global & EMDB
- North America
- CRSP
- ComScore
- I/B/E/S -- Institutional Brokers Estimates System (merged with Thompson Firstcall in 2000
- IRRC - Investor Responsibility Research Center (IRRC) is the world's leading source of impartial, independent research on corporate governance, proxy voting and corporate responsibility issues. IRRC's mission is to provide the highest quality research on companies and shareholders worldwide.
- Mergent FISD - Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly-offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies. It is used to research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.
- Mutual Fund Links (MFLinks) - The MFLINKS tables provide a reliable means to join CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the TFN/CDA S12 datasets.
- NYSE TAQ - The Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.
- OptionMetrics - Ivy DB OptionMetrics is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Encompassing more than six years of data, Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. With Ivy DB OptionMetrics, you'll be able to backtest trading strategies, evaluate risk models, and perform research on all aspects of options investment.
- Thomson Financial
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Free access data sets
- Bank Regulatory - contains five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filled for supervising purposes.
- The Commercial Bank Database, from the Federal Reserve Bank of Chicago (FRB Chicago), contains data of all banks filing the Report Of Condition and Income (named �Call Report�) that are regulated by the Federal Reserve System, Federal Deposit Insurance Corporation (FDIC), and the Comptroller of the Currency. These reports include balance sheet, income statements, risk-based capital measures and off-balance sheet data. The Commercial Bank Database has data available quarterly from 1976. The time range is broader than the RIS database (described below). It includes basically commercial banks and savings banks. It does not have data from savings institutions (e.g. S&L associations) that file the Thrift Financial Report (TFR) with the Office of Thrift Supervision (OTS).
- The Bank Holding Companies Database, from the FRB Chicago
- The FDIC/OTS Deposit Database
- The Merger Description data from the FRB Chicago
- The Research Information System (RIS) Database
- Blockholders -
- CBOE Volatility Index (VIX) - Chicago Board Options Exchange Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices
- CISDM - Center for International Derivatives and Securities Markets Hedge Funds, CTA's and CPO's
- DMEF - Direct Marketing Educational Foundation consumer purchasing data
- Dow Jones Averages - Dow Jones Averages and Returns
- FDIC - Datasets contains historical financial data for all entities filing the Report of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans. FDIC files include details on structure and merger history, financial time series and ratios, plus complex derived integers data.
- Fama French, Momentum, and Liquidity
- Federal Reserve Bank Reports
- Philadelphia Stock Exchange's (PHLX) United Currency Options Market (UCOM) - offers expiration date and strike price for over 100 currency pairs
- Penn World Tables
- SEC Disclosure of Order Execution
- Trade Reporting and Compliance Engine (TRACE) - NASD's over-thecounter (OTC) corporate bond market real-time price dissemination service
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Account Request
To request an account, visit the Wharton website, and fill in the request form completely. This will generate a request ticket to the IT staff. Once we receive your account request, we will verify that you are authorized to access WRDS, and enable your account.
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