Business Data Sources
Wharton Research Data Services WRDS provides access to the data listed below. Please note that you must enter the WRDS site from the link above.
Company-level Data
- Compustat Global: Financial and market data covering publicly traded companies in more than 80 countries
- Compustat North America: Provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.
Stocks, Bonds, Options, Mutual Funds
- CRSP: The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of standard and derived security data available for the NYSE, AMEX and Nasdaq Stock Market from 1925 to the present.
- 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.
- Dow Jones Averages: Are comprised of The Dow Jones Industrial Average (DJIA), The Dow Jones Transportation Average (DJTA) and The Dow Jones Utility Average (DJUA).
- The Philadelphia Stock Exchange: one of North America's primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services.
- Thomson Financial: Provides data on Mutual Fund holdings (CDA/Spectrum s12), 13f Institutional holdsings (CDA/Spectrum s34), and Insiders Filings.
- I/B/E/S: The Insititutional Brokers Estimates System provides both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations.
- Fama-French Research Portfolios and Factors: Are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value.
- SEC-mandated Disclosure of Order Execution Statistics: Market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis.
Banking
- The Federal Reserve Bank Reports: Compiled by WRDS, contains three databases collected from Federal Reserve Banks. Two of them come from Reports published from the Federal Reserve Board. The other one comes from the Federal Reserve Bank of Philadelphia.
- Bank Regulatory: Compiled by WRDS, provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.
- Federal Deposit Insurance Corporation (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).
Marketing
- Survey of Consumer Attitudes and Behavior Series The purpose of these surveys is to measure changes in consumer attitudes and expectations, to understand why these changes occur, to evaluate how they relate to consumer decisions to save, borrow, or make discretionary purchases, and to forecast changes in aggregate consumer behavior.
- IRI: Information Resources, Inc. contains data on grocery store purchases from a representative sample of static qualifying U.S. panelist households to help make intelligent inferences for strategic planning and decision making.
Other Sources
These other sites also provide data (they are not part of WRDS). Please be aware that some may charge a fee for use of their data.
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