Wharton Research Data Service (WRDS)
WRDS is the interface used to access the Compustat, CRSP, Global Insight, and other large financial and economic data files. Use of these files requires registration and is strictly restricted to Binghamton University faculty and students. WRDS is designed specifically for research requiring the use and manipulation of large data files and is used primarily by graduate students and faculty. Undergraduates wishing to use WRDS should talk to a faculty member to ensure that it is appropriate to their research. To use WRDS, do the following;
1.Go to the website at http://wrds.wharton.upenn.edu/ and click on request a user account.
2. Make sure to select Binghamton University from the pull-down menu and select the appropriate option from the account type box. Be sure to put your Binghamton University e-mail address, not a hotmail or other account.
3. You will be mailed your user name and password within a day or so.
Binghamton University students have access to the following files via *WRDS:.
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.
Blockholders This dataset contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.
COMPUSTAT data files are produced by Standard & Poor's Institutional Market Services. The principal contents of the data files are the items reported by companies in standard financial reports, such as quarterly and annual income statements, balance sheets, and cash flow statements. Both current and historical data are available. Compustat files include the following:
comp.backdata Company Financials Backdata (Base Product: Industrial, Segments +)
comp.bank Bank data
comp.full Company Financials (Base Product: Industrial, Segments +) Price, Dividends, Earnings-- Active Equities (Active, Inactive Equities) Segments -- Inactive Companies (research file)
compseq.backdata
Segments backdata
compseqresearch.backdata Segments backdata, Inactive files
CRSP, The Center for Research in Security Prices (CRSP), from the University of Chicago Graduate School of Business, maintains security data for the NYSE, AMEX and NASDAQ stock markets. CRSP files include the following:
crsp.dailystocks Daily Stocks
crsp.monthly stocks Monthly stocks
DMEF (Direct Marketing Educational Foundation) Buying history for 100,000 + customers of major catalog and non-profit businesses.
Disclosure of Order Execution Statistics Statistics resulting from the new SEC rules adopted on November 15, 2000 that are aimed at improving public disclosure of order execution and routing practices.
doe.all
Fama French Factors Fama-French Research Portfolios and Factors. 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.
ff.all Fama French portfolio and factors
FDIC Call Report The Federal Deposit Insurance Corporation (FDIC) dataset contains financial data
and history of all entities filing the Report Of Condition and Income (Call
Report).
fdic.all Call Report
Federal Reserve Bank Reports 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 Coincident State Indexes from the Federal Reserve Bank of
Philadelphia.
frb.all Foreign Exchange Rates, Interest Rates, and State Composite Indexes
Global Insight offers comprehensive economic coverage of countries, regions and industries. The collection covers U.S. and international financial, economic and industry data. Binghamton University users have access only to these Basic Economics files:
ginsight.basicannual Basic Economics annual time series
ginsight.basicmonthly Basic Economics monthly time series
ginsight.basicquarterly Basic Economics quarterly time series
Penn World Tables provides national income accounts-type of variables converted to international
prices.
pwt.all Penn World Tables database
Philadelphia Stock Exchange The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers
choice of expiration date, strike (exercise) price, premium payment and any
combination of 10 currencies currently available for a total of 100 possible
currency pairs.
phlx.all Currency Options and Implied Volatility
Trace Introduced in July of 2002, TRACE consolidates transaction data for all
eligible corporate bonds - investment grade, high yield and convertible debt. As
a result, individual investors and market professionals can access information
on 100 percent of OTC activity representing over 99 percent of total U.S.
corporate bond market activity in over 30,000 securities.
trace.trace Bond trades
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. Binghamton University users have access to the Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps files for 1994-95 & 1999-2000.
taq.1994, taq.1995, taq.1999, and taq.2000.
For additional help with the databases available via the WRDS interface, contact Statistical Programming Services , part of Computing Services.
*taken from WRDS product permission site
Legal Notice: Use of WRDS is limited to academic and non-commercial research purposes and you may not use data downloaded from WRDS for any commercial endeavor. In addition, you may not reveal, disclose, transfer or share username and password information with ANYONE. Additional restrictions apply.