WRDS - Wharton Research Data Services


Note:   For access to WRDS outside the Business and Economics Library, Columbia faculty, full-time graduate students, visiting scholars, research assistants and staff can request their own personal WRDS account.

A Sampling of WRDS Content

  • COMPUSTAT
    Compustat includes annual and quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 7500 publicly held companies.
  • The Center for Research in Security Prices (CRSP)
    Standard and derived security data available for the NYSE, AMEX and Nasdaq Stock Market. The option to extract CRSP data is offered as the CRSP/COMPUSTAT Merged Database.
     
    This database consists of CRSP Link, mapping CRSP US stock data to a select bundles of COMPUSTAT data files. CRSP Link is the historical link between CRSP's unique identifier's PERMNO and PERMCO (securities and companies) and COMPUSTAT's unique identifier GVKEY (companies). It accurately maps these complex, many to many relationships over time.
     
    Other CRSP products offered on the WRDS web site are:
    • Indices (stock summaries)
    • Monthly Treasuries (end of day prices 1925 to present)
    • Stocks (price and history of individual stock equities)
    • Mutal Funds (monthly data on open ended mutal funds)
  • The Dow Jones Averages
    These are comprised of The Dow Jones Industrial Average (DJIA), The Dow Jones Transportation Average (DJTA) and The Dow Jones Utility Average (DJUA).
  • The Federal Deposit Insurance Corporation (FDIC)
    This 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.
  • Foreign Exchange Rates (WRDS FX database)
    The WRDS FX database is based upon the Federal Reserve Board's H.10 release and contains Foreign Exchange (FX) rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$) and a few are also available in inverted form (e.g. $/pound).
  • The Trade and Quote (TAQ)
    This 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.
  • The Philadelphia Stock Exchange (PHLX)
    This 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.
  • I/B/E/S
    Individual requests for this data must be reviewed before access to the data is granted. I/B/E/S provides 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.
  • OptionMetrics
    The OptionMetrics' Ivy DB is the first widely available, comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. Encompassing more than six years of data, Ivy DB contains accurate historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Ivy DB contains data on all US exchange- listed and NASDAQ equities and market indices, as well as all US listed index and equity options, starting from January, 1996.