Research Datasets

Research Datasets

The Stern Center for Research Computing provides access to a wide range of research datasets for academic and research purposes. These datasets cover a variety of topics such as finance, economics, business, and social sciences. The center offers access to both numerical databases and text-based databases. Numerical databases include data on financial markets, company financials, regulatory filings, and more. Text-based databases include access to academic journals, news articles, and other sources of information. The datasets are sourced from reputable providers such as Bloomberg, Capital IQ, Compustat, Dow Jones, I/B/E/S, JSTOR, Lexis-Nexis, S&P NetAdvantage, and more. Researchers can access these datasets through various means such as APIs, web-based platforms, and downloadable files. Access to these datasets requires a Stern NetID.

Bank Regulatory (formerly FDIC)#

The Federal Deposit Insurance Corporation (FDIC) database contains financial data and history of 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 structure data, financial time series data, complex derived integers data, ratio data, and merger history data. Further information can be found on the WRDS website (see links below).

FDIC data is available to NYU on the WRDS Web query site, with data manuals and user’s guides. SAS datasets and sample SAS programs are available in the WRDS cloud (wrds.wharton.upenn.edu).

FDIC Government Website

WRDS Introduction (includes how to get an account)

WRDS Website (to request an account or to login)

WRDS Without Account (on public terminals in Bobst Library)

Bloomberg#

Bloomberg is an online financial information service that delivers raw data, news, and analytics through a single platform. The service provides real-time, historical, and descriptive financial data, supplemented by analytic tools such as pricing models and risk assessment models.

Stern faculty and PhD students are given exclusive access to a Bloomberg station. For more information, call 212-998-0163 or send email to research@stern.nyu.edu.

Bobst library has three Bloomberg terminals on the 5th floor and two terminals on the Lower Level which are available to all NYU faculty and students.

Bloomberg commercial website

BoardEx#

BoardEx offers relationship capital management data, including director profiles, director network, compensation, board summaries, organization analysis, announcements, and more.

BoardEx is available to Stern researchers, and is accessible as Excel files via FTP. For more information, please send email to research@stern.nyu.edu.

BoardEx Data (commercial website)

Bobst Library Business Services#

Bobst Library has a very large collection of online business databases. Most of them are text based (scholarly journals, news, analysis, etc.), and are accessible via Web browser through the NYU Virtual Business Library. Some databases are on dedicated terminals at the library only.

Bobst Library Main Page

Ask a Librarian

Capital IQ Datafeeds#

Capital IQ Datafeeds are in three categories. Capital Structure provides extensive debt capital structure and equity capital structure information on tens of thousands of companies worldwide. Key Developments provide structured summaries of material news and events that may affect the market value of securities. People Intelligence covers over 4.5 million professionals and over 2.4 million people including private and public company executives, board members, and investment professionals.

The Capital IQ datafeeds are available on WRDS through query pages, along with documentation. The data is available in the WRDS cloud (wrds.wharton.upenn.edu) in the form of SAS datasets.

Capital IQ Datafeeds (commercial website)
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)

Capital IQ Web-Based Platform#

The Capital IQ web-based research platform combines deep information on companies, markets, and people worldwide. It includes tools for fundamental analysis, financial modeling, market analysis, screening, targeting, and relationship and workflow management.

Stern faculty and PhD students should call the Stern Helpdesk at 212-998-0180 for information about obtaining access to the Capital IQ web-based platform.

Compustat#

COMPUSTAT is a bank of financial, statistical and marketing data on publicly traded American and Canadian companies. The database includes information from annual and quarterly company income statements, balance sheets, and statements of cash flows. It also provides data on aggregates and industry segments, banks, market prices, dividends, and earnings. Other products include executive compensation, Global Vantage, and the Capital IQ Datafeeds. Further information can be found on the WRDS website (see links below).

Compustat data is accessible through query pages on the WRDS website, as sequential datasets and SAS datasets in the WRDS cloud. The CRSP/COMPUSTAT Merged Database combines COMPUSTAT company financial data with CRSP stock data, facilitating seamless time series examinations. This data is accessible through WRDS under CRSP.

WRDS Introduction (includes how to get an account)

WRDS Website (to request an account or to login)

WRDS Without Account (via Stern wireless, and on public terminals in Bobst Library)

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 Markets. CRSP is a research center at the University of Chicago Graduate School of Business, and maintains historical data spanning from December 1925 to the present. CRSP’s trademark of unique issue identifiers tracks a continuous history of securities, providing a seamless time-series examination of the issue’s history.

Stern’s CRSP subscription includes databases on Stocks, Indices, Treasuries, and Mutual Funds. Further information can be found on the WRDS website (see links below).

CRSP data is accessible through query pages on the WRDS website, and as sequential datasets and SAS datasets in the WRDS cloud (wrds.wharton.upenn.edu).

The CRSP/COMPUSTAT Merged Database combines COMPUSTAT company financial data with CRSP stock data, facilitating seamless time series examinations. The data is accessible through WRDS under CRSP.

In May of 2013, CRSP began delivering data files via the CRSP Cloud. Downloads can be arranged. For further information, send email to research@stern.nyu.edu.

Datastream#

Datastream is an online historical financial database providing data on financial instruments, equity and fixed-income securities and indicators for over 175 countries and 60 markets worldwide.

Datastream Equities, Economics, Commodities, and Futures modules are available via WRDS. Access to Datastream via Refinitiv Workspace can be requested through the Bobst Library Datastream Guide.

Dealscan#

DealScan is global commercial loan market data, including detailed terms and conditions on loan transactions. Further information can be found on the WRDS website (see links below).

WRDS-Reuters DealScan via WRDS includes Company, Facility, and Package data. It is accessible to NYU through the WRDS website, listed under Thomson Reuters. The WRDS cloud (wrds.wharton.upenn.edu) has SAS datasets in /wrds/tfn/sasdata/dealscan. For more information, visit the WRDS website.

Dow Jones Averages#

The 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). Further information can be found on the WRDS website (see links below).

The Dow Jones data are available to NYU on the WRDS Web query site, with documentation of the variables. The WRDS cloud (wrds.wharton.upenn.edu) has sequential data, a SAS dataset, and a sample SAS program. The data are provided by Dow Jones Indexes. In addition, Dow Jones Factiva (formerly Dow Jones Interactive) is available on the NYU Virtual Business Library website (see link below).

Dow Jones Factiva#

This online data source provides a single point of access to a deep archive of news and business information not available on the free Web, allowing users to conduct in-depth research on companies, industries, regional affairs – or any news.

The database is available to all of NYU via web browser through the NYU Virtual Business Library (see link below).

EBSCO Business Source Complete#

This online data source provides full text for more than 7,400 scholarly business journals and other sources, including full text for nearly 1,100 peer-reviewed business publications. Coverage includes virtually all subject areas related to business. This database provides full text (PDF) for more than 350 of the top scholarly journals dating as far back as 1922.

The database is available to all of NYU via web browser through the NYU Virtual Business Library (see link below).

Federal Reserve Bank Reports#

The Federal Reserve Bank Reports databases on WRDS contain Foreign Exchange Rates (H.10 Report) and Interest Rates (H.15 Report) from the Federal Reserve Board, and FRB-Philadelphia State Indexes from the Federal Reserve Bank of Philadelphia. Further information can be found on the WRDS website (see links below).

FRB data is available to NYU on the WRDS Web query site. FRB data can also be obtained and manipulated using the WRDS linux programming environment. The environment primarily supports SAS, FORTRAN and C.

I/B/E/S#

I/B/E/S is the Institutional Brokers Estimate System. Data includes Global Summary and Individual forecast information as well as buy-sell-hold recommendations for companies globally, plus cash flow, dividend, and pre-tax profit forecasts. Further information can be found on the WRDS website (see links below).

I/B/E/S data is available through the WRDS website, with documentation and data manuals. The WRDS cloud has SAS datasets and SAS sample programs. See links below.

IBES Guidance#

IBES Guidance is a datafeed with numeric company expectations across 14 measures using press releases, transcripts of corporate events, and IBES earnings forecasts. The subscription includes current and historical US data.

IBES Guidance is available to NYU Stern academic researchers via FTP. For further information, please send email to research@stern.nyu.edu.

IRI#

Information Resources, Inc. (IRI) data contains point-of-sale marketing data from grocery store purchases. These purchases are continuously tracked across all UPC-coded brand-items in all categories.

IRI data is accessible through query pages on the WRDS website, and as SAS datasets in the WRDS cloud.

ISS: Institutional Shareholder Services#

ISS data includes Governance data, Directors data, Shareholder Proposals, and Voting Analytics data. Further information can be found on the WRDS website (see links below).

The ISS databases are accessible through query pages on the WRDS website, and as SAS datasets in the WRDS cloud (wrds.wharton.upenn.edu).

JSTOR#

JSTOR is a digital collection that includes over 2000 Business and Economics titles in the form of scholarly journals, primary sources, and books.

JSTOR is accessible through the NYU Virtual Business Library (VBL) website. It can be found listed under Journal/Newspaper Articles under most of the main categories of the VBL.

Lexis-Nexis#

Lexis-Nexis is an on-line full-text library of business, company, financial and news information.

Nexis Uni is available to all of NYU via web browser through the NYU Virtual Business Library. See link below.

Mergent-FISD#

Mergent FISD (Fixed Income Securities Database) is a U.S. Bond database covering more than 140,000 securities with over 550 data items. Data includes issuer-specific, issue-specific, and transaction information. Further information can be found on the WRDS website (see links below).

Mergent FISD data is accessible through query pages on the WRDS website, and as SAS datasets in the WRDS cloud, wrds.wharton.upenn.edu.

NASTRAQ#

NASTRAQ (The North American Securities Tracking and Quantifying System) displays trades and quotes for securities listed on NASDAQ. The database provides trade data, inside quote data, and dealer quote data according to symbol and desired date range. The service officially ended in 2006. Further information can be found on the WRDS website (see links below).

NASTRAQ legacy data is accessible through query pages on the WRDS website, and as SAS datasets in the WRDS cloud, wrds.wharton.upenn.edu.

NYCRDC#

The New York Census Research Data Center (NYCRDC) provides census confidential microdata to academic researchers. It is a consortium of 12 research organizations in the New York area.

Access to NYCRDC data is in secure facilities at Cornell University and Baruch College. Suitable research projects must be approved before access is granted. More information can be found on the NYCRDC website.

NYSE TAQ#

The NYSE TAQ (“Trades and Quotes”) database consists of intraday transactions from the New York Stock Exchange, American Stock Exchange, Nasdaq, and Smallcap. Data queries are by date range and timestamp. WRDS has specialized hardware for handling queries on these enormous datasets.

TAQ through 2014 and Millisecond TAQ from 2012 up to the present are accessible through query pages on the WRDS website, and SAS datasets in the WRDS cloud.

SDC#

SDC is a collection of financial transaction databases from Thomson Reuters which includes Mergers & Acquisitions, Global New Issues, Corporate Governance, Corporate Restructurings, Venture Capital, and Global Public Finance. For greater detail, see below.

The SDC Platinum interface for Windows is available to Stern faculty and PhD students for installation at Stern only through December 2023. The SDC data is also now available via Refinitiv Workspace. For more information and assistance, send email to research@stern.nyu.edu.

Stern Access Datasets in SDC

  • Mergers & Acquisitions
    • US Targets
    • Non-US Targets
    • Joint Ventures / Alliances
    • Repurchases
  • Global New Issues Databases
    • All Equity
      • Common Stock
      • Convertible
      • Equity Pipeline and Registrations
      • Private Equity
    • All Bonds
      • Non-Convertible Bonds
      • Preferred Stock
      • Mortgage/Asset Backed
      • Bonds Pipeline and Registrations
      • MTN Programs
      • Private Debt
  • Corporate Governance
    • Poison Pills
    • Proxy Fights
  • Corporate Restructurings
    • Full Detail Bankruptcies (1988-present)
    • Limited Detail Bankruptcies (1980-1990)
    • Exchange Offers
  • VentureXpert
    • Industry Resources
      • Funds
      • Firms
      • Portfolio Companies
      • Limited Partners
      • Executives
    • Industry Statistics (Fund)
      • Commitments
      • Performance
      • Statistics
    • Industrial Statistics (Company)
      • Investments (Disbursements)
      • Initial Public Offerings
      • Mergers & Acquisitions
  • Global Public Finance
    • U.S. New Issues
    • Non-U.S. New Issues
    • MuniProfiles
    • Refunding Candidates
    • Project Finance

SEC Order Execution#

SEC Order Execution is the SEC-mandated disclosure of order execution statistics from market centers that trade national market system securities. Further information can be found on the WRDS website (see links below).

ecurities Exchange Commission-mandated Disclosure of Order Execution Statistics (through 2005 only) are available to NYU via WRDS. The WRDS website has a query page and documentation for each field of the data. The WRDS cloud (wrds.wharton.upenn.edu) has SAS datasets in /wrds/doe/sasdata.

Standard & Poor's NetAdvantage#

Standard & Poor’s NetAdvantage is a search driven database of global industry overviews, company profiles, and mutual funds.

NetAdvantage is accessible through the NYU Virtual Business Library (VBL) website. Links to the service appear on the Company & Financial Information and the Industry Information pages of the VBL.

Thompson/Refinitiv#

Thomson Reuters is a global provider of data, analysis and information tools. Thomson Financial Securities Data (TFSD) had been created in 1999 by the joining of The Investext Group, Securities Data Company and CDA/Spectrum. Thomson Reuters was formed when Thomson Financial merged with Reuters.

The Thomson Reuters databases on WRDS cover Datastream, Insiders Data, 13f Institutional Holdings, Lipper Hedge Fund Database (TASS), Mutual Funds Holdings, Refinitiv ESG, Worldscope, and WRDS-Reuters DealScan, which has global commercial loan data.

Further information can be found on the WRDS website (see links below).

Thomson/Refinitiv data available to NYU through WRDS are presented through web query pages, with documentation also provided on the WRDS website. Direct login to the WRDS linux server (wrds.wharton,upenn.edu) provides SAS datasets and sequential data for these products. The datasets include Mutual Funds, Institutional (13f) holdings, Insiders data, and WRDS-Reuters DealScan. Also available on WRDS, but under a separate heading, are the I/B/E/S datasets.

Other available data products from Thomson Reuters, but not on WRDS include SDC, and IBES Guidance data.

WorldScope Fundamentals#

WorldScope Fundamentals include detailed information on public companies in more than 50 developed and emerging markets worldwide. Worldscope includes up to 20 years of historical data on 31,000 active and 9,000 inactive companies, using more than 1,500 data elements on each company. WorldScope is known by researchers as “international Compustat”.

WorldScope Fundamentals are available via WRDS, and are incorporated with Datastream via Refinitiv Workspace.

WRDS#

Wharton Research Database Services is an internet based research business data service from the Wharton School. WRDS data consists of historical financial information for banks, government bonds, stock exchanges, and major companies. It is intended solely for research and instructional purposes.

Accessing WRDS Without a Password

The WRDS website may be accessed without an account at WRDS Connect on public workstations at Bobst Library.

Accessing WRDS With an Account and Password

Users with a WRDS account can login at Wharton Research Database Services from on or off campus. Faculty, PhD, and Research Assistant accounts come with personal and shared work space on the WRDS server, a personal record of queries, and secure access to the WRDS linux server and data. In addition, faculty may apply for Class accounts which allow their students to use WRDS from off campus.

New Accounts

New York University faculty, administrators, staff, and students may apply for a WRDS account. In addition, non-PhD students may request a Research Assistant account for a limited time if they are doing research with a faculty member. Faculty may request accounts for classes.

Requesting an account

The following steps will guide you in obtaining your WRDS account:

  1. Visit Wharton Research Database Services with your Web browser.
  2. Click on the “Register”  button at the top of the login page.
  3. Complete the form, read the WRDS Terms of Use Statement, and submit. The NYU Representative for WRDS will receive a message from WRDS regarding your account application. The NYU Representative will check your NYU affiliation.
  4. Once your account request is approved, WRDS will send you an e-mail with instructions for setting your password.

If you have suggestions, comments, questions or problems using this service, please contact us at research@stern.nyu.edu. If you have problems, questions, or suggestions concerning WRDS database access or data querying, or programming on the WRDS server, click the Contact button at the top of the WRDS Login Page or WRDS Home Page and complete the form.