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WRDS: WRDS - Content


SDU Current Subscriptions to WRDS

Among SDU's main WRDS subscriptions are:

  • COMPUSTAT: Fundamental and market information on publicly held companies. It consists of Compustat North America, Compustat   Global and Compustat Emerging Markets.
  • CRSP - stocks, bonds, indices: The Center for Research in Security Prices (CRSP) maintains a comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets (Note! Only access to part of this database) 

Below is a short description of the databases / datasets to which SDU has a subscription. In the brackets you find the WRDS code for the databases:


• Bank regulatory (bank.all)
provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.

• Blockholders (block.all)
contains standardized data for blockholders of 1,913 companies, reported by firm for the period 1996-2001.

• CBOE Indexes (cboe.all)
The CBOE (Chicago Board Options Exchange) Volatility Index is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.

• COMPUSTAT (comp.)
provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

• Center for Research in Security Prices – CRSP (crsp.)
The Center for Research in Security Prices (CRSP) is an anually updated database maintaining the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX, and Nasdaq stock markets.

• Direct Marketing Educational Foundation (dmef.all)
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.

• Dow Jones Averages & Total Return Indexes (djones.all)
The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), as well as The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), The Dow 10, and The Dow 5.

• Fama-French Portfolios and Factors (ff.all)
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.

• Federal Reserve Bank Reports (frb.)
Foreign Exchange Rates (Federal Reserve Board’s H.10 Report), Interest Rates (Federal Reserve Board’s H.15 Report).

• MSRB - Municipal Securities Rulemaking Board (msrb.)
As the primary regulator of the municipal security market, the MSRB collects and makes publicly available through its Electronic Municipal Market Access (EMMA). The trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts.

• OTC Markets (otc.)
Access the most comprehensive closing quote, trade and security reference data for securities trading on the OTCQX, OTCQB, and OTC Pink Marketplaces. Key security reference data includes Security Type, Security Class, Security Status and Number of Market Participants.

• Penn World Tables (pwt.)
The Penn World Table provides purchasing power parity and national income accounts converted to international prices for 188 countries for some or all of the years 1950-2004.

• Peters and Taylor Total Q (totalq.)
Provides data on firms’ “Total q” ratio, an improved Tobin’s q proxy including intangible capital in the denominator.

• Philadelphia Stock Exchange (phlx.)
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.

• Public Data (public)
Public Data on WRDS contains macroeconomics data from Bureau of Economic Analysis and Bureau of Labor Statistics, healthcare data from Healthcare Cost and Utilization Project and Medical Expenditure Panel Survey.

• Research Quotient (rq.)
Offers a universal, uniform, and reliable measure of a firm's R&D productivity.

• SEC-mandated Disclosure of Order Execution Statistics (doe.)
Monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads. Data is available on WRDS through 2005, no longer updated
• OTC Corporate Bond and Agency Debt Bond Transaction Data (otc.)
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.

Log-on to WRDS

When you log-on to WRDS, you'll come to the Home page of WRDS. Here you get an overview of the various databases and datasets included in the SDU subcription (Current Subscriptions).


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