Wharton Research Data Services (WRDS): Home

Describes WRDS, what it is, how to register, and resources available within the database.

What is WRDS and How do I Access It?

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 graduate students. WRDS is designed specifically for research requiring the use and manipulation of large data files. 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.

List of Databases Accessible Via WRDS

NOTE:  This list changes periodically.  To get the full list of subscribed databases, login to WRDS.

AuditAnalytics Access detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know who is auditing whom and how much they are paying for what services. Create reports by auditor, fees, location, industry and more.  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.

Bank Regulatory Accounting data for bank holding companies, commercial banks, savings banks and savings and loans institutions.

Beta Suite Is a web-based tool allowing researchers to calculate BETA or stocks' loading on various risk factors in a a timely way.

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.

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

CENTRIS This is the only national database that continuously collects household information on the choice and use of voice, video, data, and electronic products and services.

COMPUSTAT 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.

CRSP The Center for Research in Security Prices maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases.

CUSIP The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.

DMEF Academic Data Buying history for 100,000 + customers of major catalog and non-profit businesses.

Dow Jones 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 The Dow 10, and The Dow 5. The Dow Jones Total Return Indexes are introduced by Dow Jones Indexes as part of the Dow Jones Total Market Index Series. The Total Return Indexes account for reinvested dividends. Data for the Total Return Indexes is available after 1987.

FDIC The Federal Deposit Insurance Corporation (FDIC) dataset contains financial data and history of all entities filing the Report Of Condition and Income (Call Report).

Fama French Liquidity 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. Also covers the Pastor Stambaugh Liquidity Series and the Sadka Liquidity measures.

Federal Reserve Bank 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.

IHS Global Insight Offers the most comprehensive economic coverage of countries available from any source.

Markit Trial This is a trial of the database and contains full coverage for one full day of trading. Helps with insight into the market of security lending.

Option Metrics Comprehensive source for historical price and implied volatility data for the U.S. equity and index options markets.

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.

Penn World Tables Provides national income type-accounts of variables converted to international prices. Allows vvalid comparisons of income between countries.

SDC New Issues Feed Covers all global underwritten and select best-efforts new issues of debt, including Asset Backet, Agencies, Supranational, Sovereign, Emerging Markets Corporate, Federal Credit Agency, High Yield Corporate, Investment Grade Corporate and Mortgage Backed Securities. Equity Capital Markets content covers issues of global equity and equity-related securities.

SEC Order Execution Covers SEC-mandated Order of Execution statistics through 2005.

TRACE 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.

WRDS SEC Analytics Suite Trial Easily developed tailored datasets from all SEC filings.

Zacks Trial Used to empirically analyze analysts' forecasts and their revisions, price targets, and forecasts. Trial covers 100 of the largest global companies.

Subject Guide

Colleen Hailey's picture
Colleen Hailey
Contact:
Office 1528, Bartle Library, last one on left in the Reference area
607-777-2621

chailey@binghamton.edu