Bank Regulatory The 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. The source of the data is the required regulatory forms filled for supervising purposes. (Varies - most data 1976-)
Blockholders This dataset contains standardized data for blockholders for 1,913 companies. (1996-2001)
CBOE Indexes Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. (1993-present)
Compustat North America is a database of U.S. and Canadian fundamental and market information on more than 30,000 active and inactive publicly held companies. It provides thousands of Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. It also contains information on indices, industry segments, banks, market prices, dividends, and earnings. (1950-present).
Compustat Global provides financial and market data covering publicly traded companies in more than 80 countries, representing over 90% of the world's market capitalization, including coverage of over 96% of European market capitalization and 88% of Asian market capitalization. Hundreds of data items, ratios and concepts and up to 12 years of annual history is included. (1989-previous year)
Compustat Execucomp tracks executive compensation in S&P 1000 firms. Top executives' salary, bonus, and stock option data since 1992 is available. The database also has company-specific financial statement information to supplement the compensation data.
Contributed Data Databases in this section have been contributed to WRDS by various academic researchers and faculty. Note that some databases in this section may require a separate subscription in order to access the data; if so, this will be indicated on the query page.
The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. (1925-previous year)
DMEF Academic Data 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. Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics. (1993-1995)
External Data Sources A curated and inexhaustive list of external data outside of WRDS. WRDS does not support data from any of these sources but offers this list as a helpful resource for researchers.
The Fama-French Portfolios 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. Returns from these portfolios are used to construct the Fama-French Factors. Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth. 1926-2009 (daily 1963-to current year)
The Federal Judicial Center The Federal Judicial Center's (FJC) Integrated Database contains data on all federal, civil, criminal, bankruptcy, and appellate court case information reported by the courts to the Administrative Office of the U.S. Courts. Coverage: mid-1969 through the present.
The Federal Reserve Bank Reports contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the state composite indexes from the Federal Reserve Bank of Philadelphia. (Varies, 1919-current, 1971-current)
I/B/E/S from Thomson Reuters IBES Forecasts, Recommendations and Actuals - Individual and Summary: The Institutional Brokers Estimates System (IBES) provides consensus and detailed forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections, and stock recommendations. (Varous, most data 1974-current)
The IRI Marketing Fact Book 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. These purchases are continuously tracked across all UPC-coded brand-items in all categories. (1983-1997)
Macro Finance Society The Macro Finance Society curates a list of datasets from several influential papers broadly in the area of macro-finance.
MSCI (formerly KLD) Annual data set of positive and negative environmental, social, and governance (ESG) performance indicators applied to a universe of publicly traded companies. Coverage: 1991-2019
OTC Markets OTC Markets Group's Open, Transparent and Connected financial marketplaces provide investors with the information necessary to intelligently analyze, value and trade 10,000 U.S. and global securities through the broker of their choice. To create clarity in the investment process, these securities are organized into three tiered marketplaces—OTCQX, OTCQB and OTC Pink—based on the quality and quantity of information the companies make available. (2011-current)
Pastor-Stambaugh and Other Liquidity Factors Featuring Pastor-Stambaugh, China, and Sadka Factors
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. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002 (CICUP). (1950-2007)
Philadelphia Stock Exchange (PHLX) Currency Options and Implied Volatility: The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment, and any combination of ten currencies currently available for a total of 100 possible currency pairs. (1983-1997)
Public Data Public data on WRDS comes from a variety of sources in the public domain. WRDS converts the data into a consistent format and updates it on a regular basis.
Research Quotient Firm’s R&D productivity. Created by Anne Marie Knott (Washington U. in St. Louis)
SEC Order Execution SEC-mandated Disclosure of Order Execution Statistics (2001-2005).
The Thomson Reuters databases 13f Institutional Holdings (CDA/Spectrum s34) (1980-current).
TRACE - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information. (2002-previous year)