Our Datasets

WRDS provides clients with the broadest collection of financial, economic and marketing data and the most robust computing infrastructure available, making it the global gold standard for integrated research systems.

Our corporate, academic and government clients turn to WRDS for seamless data storage, management and access. WRDS data systems provide the critical business insights that drive global finance today, all backed by the credibility and leadership of the Wharton School.

Data sources include Capital IQ, NYSE Euronext, CRSP, and Thomson Reuters, as well as more specialized sources like FactSet, Hedge Fund Research, Inc., Eventus, IHS Global Insight and GSIOnline.

Below is a full list of data sources:

Bank Regulatory

Database 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.

Bureau van Dijk (BvD)

Widely recognized as a specialist provider of both public and hard to reach private company information within the academic community.

CBOE (Chicago Board Options Exchange)

The CBOE Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.

Capital IQ

Capital IQ, a Standard & Poor’s business, delivers comprehensive fundamental and quantitative research and analysis solutions to over 4,200 investment management firms, investment banks, private equity funds, advisory firms, corporations, and universities worldwide.

comScore

Web-wide visitation and transaction behavior based on a random sample from a cross-section of more than 2 million Internet users in the United States who have given comScore explicit permission to confidentially capture their Web-wide activity.

The Corporate Library

A source of comprehensive objective corporate governance, compensation, and critical company information. It contains information on over 4,000 U.S. companies and over 40,000 corporate executives and directors.

The Center for Research in Security Prices (CRSP)

The most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.

CSMAR

The China Stock Market & Accounting Research (CSMAR) Database offer data on the China stock markets and the financial statements of China’s listed companies.

CUSIP

Operated by Standard & Poor’s for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media.

Direct Marketing Educational Foundation (DMEF)

Consists of four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.

Dow Jones Average & Total Return Indexes

The Dow Jones Industrial Average, the best known U.S. stock index, and the Dow Jones Transportation Average, the oldest U.S. stock index were created by Charles Henry Dow, co-founder of Dow Jones & Company, and maintained and reviewed by the editors of The Wall Street Journal. Dow Jones Indexes is the source of Dow Jones information and the provider of this data.

Eventus

Performs event studies using data read directly from CRSP stock databases or pre-extracted from any source.

FactSet

A leading provider of financial data for investment management and investment banking professionals around the globe.

Fama-French Portfolios & Factors

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.

The 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).

Federal Reserve Bank Reports

The Federal Reserve Bank Reports in WRDS contain 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.

GSIOnline

Thomson Reuters (formerly GSI Online) is an award-winning specialty provider of public-record business transaction information to law and accounting firms, investment banks, corporations and the business press.

GOVPX

ICAP Information Services (IIS) is the market data division within interdealer broker ICAP. All the GovPX branded services are still distributed thru ICAP Information Services in real-time, End-of-Day and historical format.

Hedge Fund Research, Inc. (HFR)

The global leader in the alternative investment industry. Established in 1992, HFR specializes in the areas of indexation and analysis of hedge funds. HFR Database, the most comprehensive resource available for hedge fund investors, includes fund-level detail on historical performance and assets, as well as firm characteristics on both the broadest and most influential hedge fund managers.

IHS Global Insight

Global Insight offers the most comprehensive economic coverage of countries, regions and industries available from any source. Their collection of U.S. and international financial, economic and industry data is complimented by more than 225 analysts, researchers and economists whose expertise covers over 120 industries and 200 countries.

Information Resources, Inc. (IRI)

A leading sales and marketing research partner in the expanding global consumer goods industry. They provide their clients with superior consumer insight and market intelligence by leveraging their competitive advantages in robust data, industry-leading research and analytic techniques, innovative Web delivery technology, and quality client service.

The Institute for the Study of Security Markets (ISSM)

Database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992.

IVES Audit Analytics

Provides detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know auditing details and fees paid for specific services. Create reports by auditor, fees, location, and industry.

KLD Research & Analytics, Inc. (KLD)

The leading authority on social research for institutional investors. To meet the needs of social investors, KLD provides research, benchmarks, compliance, and consulting services analogous to those provided by financial research service firms.

The London Share Price Database (LSPD)

The London Share Price Database (LSPD) is a unique, comprehensive database of UK stock returns covering over 9,000 UK shares from 1955 to date. It is an invaluable resource for both academic researchers and investment practitioners.

Markit

Used by more than 300 firms for mark-to-market, Markit provides high quality CDS pricing data including CDS composite and contributor level data on approximately 3,000 individual entities.

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.

Mutual Fund Links (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.

Morningstar CISDM

The Morningstar CISDM Database is highly recognized as a research tool by academics in their studies and in articles related to the hedge fund and CTA industries.

Nasdaq Trade and Quote (NASTRAQ)

Database provides intraday trades and quotes for all Nasdaq stocks.

Ivy DB OptionMetrics

A comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.

Pacific-Basin Capital Markets

The PACAP Research Center creates, maintains, and distributes comprehensive, computerized databases which track capital markets data for eight Pacific-Basin countries on a continuous and systematic basis.

Philadelphia Stock Exchange (PHLX)

The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation. As 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.

Penn World Tables

The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries.

RiskMetrics

(Through ISS Governance Services) is a leader in corporate governance data. IRRC was initially the data provider for WRDS.

NYSE Euronext Trade and Quote (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.