Wharton Research Data Service (WRDS)

http://wrds.wharton.upenn.edu

 

Interface developed by University of Pennsylvania’s Wharton School of Business to various financial and economic databases including Compustat, CRSP, IBES, TAQ, and Philadephia Stock Exchange Currency Options. Requires user to validate through password. All communication flows through the WRDS Representative.   Available only to Princeton university faculty, staff, and students for academic purposes.

 

1.  How to gain access:  Obtain a password through account request at the main page. If you lose your password, you can reset from this page.

 

2.  Databases to which Princeton subscribes:

Ø      Compustat (USA and Canadian fundamentals; select international on Global; a version of ExecuComp)

Ø      CRSP (USA stock prices and returns)

Ø      Global Insight (DRI) (select data from DRI; use actual DRI University Program instead)

Ø      I/B/E/S (earnings forecast)

Ø      NYSE TAQ (tick prices for USA stocks)

Ø      ISSM (the old TAQ)

 

3.  Free Databases:

Ø      Dow Jones Averages

Ø      FDIC (bank data from Call Reports)

Ø      PHLX (currency options)

Ø      SEC Disclosure of Order Execution (quality of execution statistics)

 

4.  Databases to which Princeton does not subscribe:

Ø      Bureau Van Dijk (European Fundamentals – use Compustat Global instead)

Ø      Eventus (software modeling system)

Ø      GOVPX (tick data for govt. bonds)

Ø      GSIOnline (Mergers – Use SDC’s Mergers & Acquisitions database instead)

Ø      IRI (retail point of sales information)

Ø      IRRC (Investor Responsibility Research Center)

Ø      LSPD (London Share Price Database – use Datastream instead)

Ø      NASTRAQ (use NYSE TAQ instead)

Ø      Optionmetrics (on the wish list!)

Ø      PACAP (Pacific market; use Datastream instead)

Ø      Conference Board (use DRI and paper publications instead)

Ø      Thomson Financial Insider Ownership Data (for older use Disclosure and select years of Ownership data we have; on the wish list)