Research Guides: WRDS (Wharton Research Data Services): Datasets

For Faculty: Subscribing to New Datasets via WRDS

Trials and Pricing:

If you are a faculty member or PhD with funding and are interested in one of the non-subscribed datasets, use WRDS' "Contact WRDS Support" form (after logging in) to inquire about a trial, data sample, and pricing. Typically, individual NYU scholars, schools, departments, and programs fund annual subscriptions to data via WRDS. WRDS will connect you with our NYU WRDS reps and the vendor.

Annual Subscriptions vs. One-Time Pulls:

WRDS only sells annual contracts to datasets via their interface. If you require a one-time, custom data pull for your research, consider reaching out directly to the original data provider - not WRDS - for a price quote. (Vendors typically charge by the data point or row, so be sure to share with them the scope of your data needs.) One-time, custom purchases are typically more cost effective than an annual contract.

Third Party Subscriptions

Subscriptions of Third Party Data as of November 2024

The below lists are only updated once a year in early September. They are reproduced here only to enhance end-user discovery of WRDS datasets via the open web.
Please refer directly to the WRDS Get Data list for confirmation of NYU's current subscription status for any given dataset.
NYU does not necessarily subscribe to all sub-modules within a subscribed dataset.
For descriptions, dataset lists, manuals and overviews, FAQs, and customer support related to the below datasets, please consult the WRDS interface.

Bank Regulatory
The Bank Regulatory Database provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.
Blockholders
The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data.
CBOE Indexes
Measure market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
Compustat - Capital IQ
S&P Global Market Intelligence Data Through Wharton Research Data Services
Contributed Data
Databases in this section have been contributed to WRDS by various academic researchers and faculty.

More information less...

Note that some databases in this section may require a separate subscription in order to access the data; if so, this will be indicated on the query page
CRSP
The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets.
CSMAR
The China Stock Market & Accounting Research (CSMAR) Database offers data on the China stock markets and the financial statements of China’s listed companies.
DMEF Academic Data
Direct Marketing Educational Foundation contains customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses.
External Data Sources
A curated and inexhaustive list of external data outside of WRDS. WRDS does not support data from any of these sources, but offers this list as a helpful resource for researchers.
Fama-French Portfolios and Factors
Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns.
Federal Judicial Center
The Federal Judicial Center's (FJC) Integrated Database contains data on all federal, civil, criminal, bankruptcy, and appellate court case information reported by the courts to the Administrative Office of the U.S. Courts. Coverage: mid-1969 through the present.
Federal Reserve Bank Reports
Foreign Exchange Rates (Federal Reserve Board’s H.10 Report), and Interest Rates (Federal Reserve Board’s H.15 Report).
I/B/E/S*
I/B/E/S International Inc. created their Academic Research Program over 30 years ago to provide both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations.
Infogroup
Infogroup Historical Business (Academic version). ReferenceUSA bulk data download.
IRI
sales and marketing research partner in the expanding global consumer goods industry. LEGACY data, 1983-1997.
Macro Finance Society
The Macro Finance Society curates a list of datasets from several influential papers broadly in the area of macro-finance.
Markit
Mergent FISD
Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly offered U.S. bonds. Research market trends, deal structures, issuer capital structures, and other areas of fixed income debt research.
MFLINKS
Links CRSP mutual fund performance and Thomson s12 mutual fund holdings.
MSRB
Study historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions.
NASTRAQ
The NASdaq TRade And Quote database provides intraday trades and quotes for all Nasdaq stocks.
OTC Markets
Access comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces.
Pastor-Stambaugh and Other Liquidity Factors
Featuring Pastor-Stambaugh, China, and Sadka Factors
Peters and Taylor Total Q
An improved Tobin’s q - replacement cost of intangible capital - by Ryan Peters (Tulane) and Lucian A. Taylor (Wharton)
Philadelphia Stock Exchange (PHLX)
The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation.
Pitchbook
Pitchbook data covers all parts of the private capital raising process: deals and other investments, companies that are a party to these deals, including other competitors parents, and related firms, investors who make investments or hold relationships with these companies, and funds which investors may use to make investments or other deals.
Pitchbook covers 1,231,744 deals, 659,386 companies, 31,392 funds, and 285,406 investors as of the May 2021 data vintage.
Preqin
Preqin private equity and venture capital, private debt modules.
Public Data
Public data on WRDS comes from a variety of sources in the public domain. WRDS converts the data into a consistent format and updates it on a regular basis.
Research Quotient
Firm’s R&D productivity. Created by Anne Marie Knott (Washington U. in St. Louis)
SEC Order Execution
SEC-mandated Disclosure of Order Execution Statistics
TAQ
NYSE 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.
WRDS offers data starting from 2003 for purchase. NYU subscribes to the Daily TAQ (Milliseconds) data, providing access to TAQ data from 2010 to the present, as well as data from 2007, added on May 2nd.
Thomson/Refinitiv
Refinitiv, an LSEG (London Stock Exchange Group) business, is one of the world’s largest providers of financial markets data and infrastructure.
TRACE
All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities.

* Stern faculty and PhDs have access to IBES Guidance data via FTP (not via WRDS). Contact the Stern Center for Research Computing to access.

WRDS Products

Subscriptions of WRDS Data as of July 2024

Beta Suite by WRDS
Beta Suite by WRDS is a powerful web-based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way.
Bond Returns by WRDS
corporate bond database compiled by WRDS Researchers using the best standards in recent fixed income research.
Efficient Frontier by WRDS
The tool incorporates the customized inputs and calculates the corresponding Efficient Frontier, Optimal Complete Portfolio, Optimal Risky Portfolio as well as Minimum Variance Portfolio based on your stock selection.
European Short Data by WRDS
Implemented after the previous global financial crisis to increase market transparency, this data encompasses all significant short positions reported by institutional investors under the EU236 Rule.
Event Study by WRDS
Factors by WRDS
Using Backtester you can design and test your own investment strategies.
Financial Ratios Suite by WRDS
A web-based engine that delivers over 70 pre-calculated financial ratios for all U.S. companies across eight different categories (Valuation, Liquidity, Profitability, and etc).
Intraday Indicators by WRDS
Intraday Indicators by WRDS (IID) contains daily stock market indicators calculated using NYSE TAQ data.
Linking Queries by WRDS
These Linking Queries allow users to easily download link tables between various heavily used databases on the WRDS platform.
World Indices by WRDS
Country total return indices (with dividends). 40+ countries. Daily and monthly frequencies.
Subsidiary Data by WRDS
Subsidiary Data by WRDS contains parent company and subsidiary relationships for companies filing with the SEC between 1995 and 2019.
US Patents by WRDS
Patent-level data is directly parsed from USPTO's XML files. The current version covers the years from 2011 to 2019
WRDS SEC Analytics Suite
The WRDS SEC Analytics Suite is a comprehensive research suite that provides standardized tools, enabling users to systematically parse regulatory reports on the SEC website, , covering SEC filings starting from 1994.

Non-subscribed Datasets

2iQ
American Hospital Association
AuditAnalytics
B Impact Assessment
BoardEx**
Bureau van Dijk
Bureau van Dijk Legacy
Calcbench
CENTRIS
Clarivate Analytics
Classroom
Comscore
CUSIP
ETF Global
Eurekahedge
Eventus
Factset
FTSE/Russell
GovPX
GSIOnline
Healthbase
Hedge Fund Research (HFR)
IHS Global Insight
IMS – SK&A
Institutional Shareholder Services (ISS)
ISSM
ktMINE
Levin
LSPD
OptionMetrics
Morningstar CISDM
MSCI (formerly KLD and GMI)
Option Suite by WRDS
PACAP
ProPublica
RavenPack
RentBureau
RepRisk
Revelio Labs
Sustainalytics
Toyo Keizai
WCAI
WIND
Insiders Data by WRDS
Venture Capital by WRDS
Zacks Investment Research

** Stern faculty and PhDs have access to BoardEx via the Stern Center for Research Computing. Contact their team to access the Excel files via FTP.