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Available Datasets Overview

This document provides a 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:

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:

BoardEx

  • Description: Offers relationship capital management data, including director profiles, networks, compensation, board summaries, organization analysis, and announcements.
  • Access: Available to Stern researchers as Excel files via FTP. Contact research@stern.nyu.edu for information.
  • Links:

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:

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:

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:

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. (Note: Link missing in source)
  • Links:

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 Thomson Reuters, includes Company, Facility, and Package data.
    • WRDS Cloud (wrds.wharton.upenn.edu): SAS datasets located in /wrds/tfn/sasdata/dealscan.
  • Links:

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:

Federal Reserve Bank Reports

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:

IBES Guidance

  • Description: Datafeed with numeric company expectations across 14 measures, derived from press releases, corporate event transcripts, and IBES earnings forecasts. Includes current and historical US data.
  • Access: Available to NYU Stern academic researchers via FTP. Contact research@stern.nyu.edu for information.

IRI

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:

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:

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:

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:

SDC

  • Description: SDC Platinum is a collection of financial transaction databases from Thomson Reuters/Refinitiv.
  • Access:
    • SDC Platinum Windows Interface: Available for Stern installation until Dec 2023.
    • Refinitiv Workspace: SDC data is now available via this platform.
    • Contact research@stern.nyu.edu for more information and assistance.
  • Links:
  • 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:

Thompson/Refinitiv

  • Description: Represents various datasets from Thomson Reuters (now Refinitiv, part of LSEG) 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 Thomson/Refinitiv:
    • Datastream
    • Insiders Data
    • 13f Institutional Holdings
    • Lipper Hedge Fund Database (TASS)
    • Mutual Funds Holdings
    • Refinitiv ESG
    • Worldscope
    • WRDS-Reuters DealScan (See Dealscan)
    • (Note: I/B/E/S datasets are also from Refinitiv but often listed separately on WRDS. See I/B/E/S.)
    • (Note: SDC and IBES Guidance are other Thomson Reuters/Refinitiv products, accessed differently. See SDC and IBES Guidance.)
  • Links:

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 Thomson/Refinitiv offerings.
    • Refinitiv Workspace: Incorporated with Datastream.
  • Links: