Available Datasets Overview

Summary of major research datasets available to the NYU Stern community through the Stern Center for Research Computing (SCRC) and Wharton Research Data Services (WRDS). These datasets cover a wide range of financial, marketing, and economic data.

Accessing WRDS

Wharton Research Data Services (WRDS) is an internet-based research business data service from the Wharton School, providing access to historical financial information. Many of the datasets listed below are accessible via WRDS.

Access Options

• Without an Account: The WRDS website can be accessed without an account at WRDS Connect on public workstations at Bobst Library.

• With an Account: Users with a WRDS account can log in at Wharton Research Database Services from on or off campus. Accounts provide personal/shared workspace, query history, and secure server access. Faculty may request Class accounts for student use.

Requesting an Account

NYU faculty, administrators, staff, and students may apply for a WRDS account. Non-PhD students can request a temporary Research Assistant account when working with faculty.

1. Visit Wharton Research Database Services.

2. Click the Register button.

3. Complete the form, read the Terms of Use, and submit.

4. The NYU Representative for WRDS will review your application and affiliation.

5. Upon approval, WRDS will email instructions for setting your password.

Support

• For general questions about WRDS access at Stern: research@stern.nyu.edu.

• For specific WRDS database, query, or programming issues: Use the Contact button on the WRDS website.

Datasets

Bank Regulatory (formerly FDIC)

• Description: Contains financial data and history for entities filing the Report Of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). Includes structure data, financial time series, derived integers, ratios, and merger history for commercial banks, savings banks, and savings & loans.

• Access:

  • WRDS: Web query site with data manuals and user guides.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets and sample SAS programs.

• Links:

  • FDIC Government Website

  • WRDS Introduction

  • WRDS Website

Bloomberg

• Description: Online financial information service providing real-time, historical, and descriptive financial data, news, and analytics, including pricing and risk assessment models.

• Access:

  • Stern Faculty/PhD Students: Exclusive access to a Bloomberg station. Contact research@stern.nyu.edu or call 212-998-0163.

  • All NYU Faculty/Students: Terminals available at Bobst Library (3 on 5th floor, 2 on Lower Level).

• Links:

  • Bloomberg commercial website

Capital IQ Datafeeds

• Description: Comprises three categories:

  • Capital Structure: Debt and equity capital structure information for global companies.

  • Key Developments: Structured summaries of material news and events affecting security market values.

  • People Intelligence: Data on over 4.5 million professionals, including executives, board members, and investment professionals.

• Access:

  • WRDS: Web query pages with documentation.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets.

• Links:

  • Capital IQ Datafeeds (commercial website)

  • WRDS Introduction

  • WRDS Website

Compustat

• Description: Financial, statistical, and market data for publicly traded US and Canadian companies. Includes annual/quarterly income statements, balance sheets, cash flows, aggregates, industry segments, bank data, market prices, dividends, earnings, executive compensation (Execucomp), and Global Vantage.

• Access:

  • WRDS: Web query pages.

  • WRDS Cloud (wrds.wharton.upenn.edu): Sequential datasets and SAS datasets.

  • CRSP/Compustat Merged Database: Combines Compustat financial data with CRSP stock data, accessible via WRDS under CRSP.

• Links:

  • WRDS Introduction

  • WRDS Website

CRSP

• Description: Comprehensive security price data for NYSE, AMEX, and Nasdaq stocks, spanning from December 1925. Includes unique identifiers for tracking securities history. Stern's subscription covers Stocks, Indices, Treasuries, and Mutual Funds.

• Access:

  • WRDS: Web query pages.

  • WRDS Cloud (wrds.wharton.upenn.edu): Sequential datasets and SAS datasets.

  • CRSP/Compustat Merged Database: Accessible via WRDS under CRSP.

  • CRSP Cloud: Data files can be delivered; contact research@stern.nyu.edu for arrangements.

• Links:

  • CRSP Website at University of Chicago

  • WRDS Introduction

  • WRDS Website

Datastream

• Description: Online historical financial database with data on financial instruments, equity and fixed-income securities, and indicators for over 175 countries and 60 markets.

• Access:

  • WRDS: Datastream Equities, Economics, Commodities, and Futures modules are available.

  • Refinitiv Workspace: Access can be requested via the Bobst Library Datastream Guide.

• Links:

  • Datastream Overview

Dealscan

• Description: Global commercial loan market data, featuring detailed terms and conditions on loan transactions. Also known as WRDS-Reuters DealScan.

• Access:

  • WRDS: Accessible under LSEG. Scroll to WRDS-LSEG DealScan. Includes Company, Facility, and Package data.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets located in /wrds/tfn/sasdata/dealscan.

• Links:

  • WRDS Introduction

  • WRDS Website

Dow Jones Averages

• Description: Comprises The Dow Jones Industrial Average (DJIA), The Dow Jones Transportation Average (DJTA), and The Dow Jones Utility Average (DJUA).

• Access:

  • WRDS: Web query site with variable documentation.

  • WRDS Cloud (wrds.wharton.upenn.edu): Sequential data, SAS dataset, and sample SAS program. Data provided by Dow Jones Indexes.

• Links:

  • Dow Jones Commercial Website

  • WRDS Website

Federal Reserve Bank Reports

• Description: Includes 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.

• Access:

  • WRDS: Web query site.

  • WRDS Cloud (wrds.wharton.upenn.edu): Data can be manipulated using SAS, FORTRAN, C.

• Links:

  • Federal Reserve Board Statistics & Historical Data

  • Federal Reserve Bank of Philadelphia

  • WRDS Introduction

  • WRDS Website

I/B/E/S

• Description: Institutional Brokers Estimate System. Provides global summary and individual forecast information, buy-sell-hold recommendations, cash flow, dividend, and pre-tax profit forecasts.

• Access:

  • WRDS: Web query site with documentation and data manuals.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets and sample SAS programs.

• Links:

  • I/B/E/S Estimates (commercial website)

  • WRDS Introduction

  • WRDS Website

IRI

• Description: Information Resources, Inc. point-of-sale marketing data from grocery store purchases, tracking UPC-coded brand items across all categories.

• Access:

  • WRDS: Web query pages.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets.

• Links:

  • IRI home page (commercial website)

  • WRDS Introduction

  • WRDS Website

ISS: Institutional Shareholder Services

• Description: Includes Governance data, Directors data, Shareholder Proposals, and Voting Analytics data.

• Access:

  • WRDS: Web query pages.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets.

• Links:

  • ISS Website

  • WRDS Introduction

  • WRDS Website

Mergent-FISD

• Description: Mergent Fixed Income Securities Database. A U.S. Bond database covering over 140,000 securities with 550+ data items, including issuer-specific, issue-specific, and transaction information.

• Access:

  • WRDS: Web query pages.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets.

• Links:

  • WRDS Introduction

  • WRDS Website

NASTRAQ

• Description: North American Securities Tracking and Quantifying System. Displays trades and quotes for NASDAQ-listed securities (service ended 2006). Provides trade data, inside quote data, and dealer quote data.

• Access:

  • WRDS: Legacy data via web query pages.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets.

• Links:

  • WRDS Introduction

  • WRDS Website

NYSE TAQ

• Description: NYSE Trades and Quotes database. Contains intraday transaction data from NYSE, AMEX, Nasdaq, and Smallcap. Includes TAQ through 2014 and Millisecond TAQ from 2012 onwards.

• Access:

  • WRDS: Web query pages (utilizes specialized hardware for large datasets).

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets.

• Links:

  • WRDS Introduction

  • WRDS Website

SDC

• Description: SDC Platinum is a collection of financial transaction databases from LSEG (formerly Refinitiv).

• Access:

  • SDC Platinum Windows Interface: Available for Stern installation until Dec 2023.

  • SDC data is available via the LSEG Workspace platform.

  • SDC Mergers & Acquisitions and Global New Issues (see below), are also available via WRDS.

  • Contact research@stern.nyu.edu for more information and assistance.

• Links:

  • SDC Platinum Overview (commercial website)

• Datasets included in SDC:

  • Mergers & Acquisitions: US Targets, Non-US Targets, Joint Ventures / Alliances, Repurchases

  • Global New Issues Databases: All Equity (Common Stock, Convertible Equity, Pipeline/Registrations, Private Equity), All Bonds (Non-Convertible, Preferred Stock, Mortgage/Asset Backed, Pipeline/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), Industrial Statistics (Company Investments/Disbursements, IPOs), Mergers & Acquisitions

  • Global Public Finance: U.S. New Issues, Non-U.S. New Issues, MuniProfiles, Refunding Candidates, Project Finance

SEC Order Execution

• Description: SEC-mandated disclosure of order execution statistics from market centers trading national market system securities (Rule 11Ac1-5). Data available through 2005 only via WRDS in the source text.

• Access:

  • WRDS: Web query page with documentation.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets in /wrds/doe/sasdata.

• Links:

  • SEC Rule 11Ac1-5

  • WRDS Introduction

  • WRDS Website

LSEG (formerly Refinitiv)

• Description: Represents various datasets from LSEG (London Stock Exchange Group) available via WRDS.

• Access:

  • WRDS: Web query pages with documentation.

  • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets and sequential data.

• Databases on WRDS under LSEG:

  • Datastream

  • Insiders Data

  • 13f Institutional Holdings

  • Lipper Hedge Fund Database (TASS)

  • Mutual Funds Holdings

  • LSEG ESG

  • Worldscope

  • WRDS-LSEG DealScan (See Dealscan)

  • (Note: I/B/E/S datasets are also from LSEG but listed separately on WRDS under LSEG IBES. See I/B/E/S.)

  • (Note: SDC is an LSEG product, also accessed differently. See SDC.)

• Links:

  • WRDS Introduction

  • WRDS Website

WorldScope Fundamentals

• Description: Detailed financial information for public companies in over 50 developed and emerging markets. Includes up to 20 years of historical data for ~31,000 active and ~9,000 inactive companies, using over 1,500 data elements per company. Often considered the international equivalent of Compustat.

• Access:

  • WRDS: Available as part of the LSEG offerings.

  • Refinitiv Workspace: Incorporated with Datastream.

• Links:

  • Worldscope Fundamentals Overview (commercial website)