LibGuides: Business Resources: WRDS data sets

WRDS Datasets

Wharton Research Data Services (WRDS) offers deep archives of historical financial, accounting, banking, economics, management, and marketing data through a single web-based interface. Listed below are data sets available to MIT researchers.

See: How to connect to WRDS

Amadeus (via WRDS)
A database from Bureau van Dijk containing financial statement data as well as basic company and management information for public and private companies in Europe.
Audit Analytics: Audit & Compliance
Detailed audit information on over 1,500 accounting firms and 20,000 publicly registered companies.
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Covers auditor engagements, changes, fees, opinions, benefit plan options, director & officer changes, disclosure controls, internal controls, late filers, and restatements. Know who is auditing whom and how much they are paying for what services. Create reports by auditor, fees, location, industry and more.
Bank Regulatory Database (via WRDS)
Provides accounting data for bank-holding companies, commercial banks, savings banks, and savings and loans institutions.
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The source of the data is the required regulatory forms filed for supervising purposes. Coverage: 1976-
Blockholders (via WRDS)
This dataset contains standardized data for blockholders for 1,913 companies. 1996-2001
BoardEx (via WRDS)
Profiles of corporate executives and board members worldwide including details such as age, gender, education and career history, compensation and stock holdings, as well as insights into the executive's professional network.
Capital IQ Capital Structure (via WRDS)
Provides extensive debt capital structure for over 60,000 global public and private companies and equity capital structure data on over 80,000 active and inactive companies worldwide. Capital IQ captures attributes of each debt component, such as security type, secured level, interest rate, maturity date, interest type, interest rate, benchmark, secured flag, convertible type, issued currency, benchmark spread, and more.
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Capital IQ’s equity capital structure data points include shares outstanding, authorized shares, issued shares, shares in treasury, component type, par value, and conversion factor. Data is sourced from press releases, company websites, and global stock exchanges in addition to direct feeds from SEC, SEDAR, ASX, and RNS.
Capital IQ Credit Ratings (via WRDS)
Covers 9,000 global issuers including corporates, financial institutions and insurance companies; 600 sovereign, international public finance and government entities; 11,000 structured finance transactions including asset-backed, commercial mortgage-backed and residential mortgage-backed securities and collateralized debt obligations. Historical data for global issuers and structured finance data is available back to 1922; public finance data is available back to 2007.
Capital IQ People Intelligence (via WRDS)
Covers millions of professionals and people including private and public company executives, board members, and investment professionals, globally. Each professional in the Capital IQ database has a distinct profile which can include contact details, biography, education, job functions and titles, board memberships, compensation, insider activity, and options holdings. Note that professional functions cover only current functions.
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Coverage:
Compensation Detail: 1997-
Compensation Summary: 1994-
Professional: 1998-
Capital IQ Transcripts (via WRDS)
Current and historical transcripts of public companies' events, such as earnings and M&A calls, company conference presentations, and shareholder/analysts calls. Update Quarterly. Coverage: 2002-
CBOE Indexes
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.
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The Vix Index was introduced in 1993 by Professor Robert E. Whaley of Duke University in his paper "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives 1 (Fall 1993), pp. 71-84. Coverage: 1996-previous year
Compustat: Snapshot (via WRDS)
Historical analysis and backtesting database that provides fundamental financial data on publicly traded companies and shows all values obtained in the data collection process. Provides both the preliminary and the final data.
Compustat Global (via WRDS)
Compustat Global provides detailed fundamental data for major companies trading on international exchanges.
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Special files are available that contain financial services data, currency translations, and market data. Annual data date back to 1987 .
Compustat North America (via WRDS)
Use to find detailed fundamental data for companies trading on all of the major United States and Canadian exchanges. Coverage goes back to 1950.
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Special files are available that contain bank specific data. There is also industry specific data for airlines, gaming, homebuilding, health care facilities, lodging, managed health care (HMOs), mining, oil & gas, retail, semiconductors, and utilities.
CRSP (Center for Research in Security Prices) - (via WRDS)
The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX, and Nasdaq stock markets.
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Additional CRSP files provide stock indices, beta- and cap-based portfolios. Coverage -- monthly: 1925-; daily: 1962- depending on exchange traded. Also includes U.S. market indices, treasuries, and mutual funds, and a merged database with S&P's Compustat data.
CRSP/Compustat Merged (via WRDS)
A convenient way to link CRSP market and corporate action data with Compustat fundamental data. (quarterly updates).
CRSP: Mutual Funds (via WRDS)
Open-ended U.S. mutual fund data from 1961- (quarterly updates).
CRSP: Treasuries (via WRDS)
Complete historical descriptive information and market data since 1925 for most monthly series and 1961 for daily series.
Dealscan (via WRDS)
Source for information on the global commercial loan market. These transactions finance M&A activity, working capital needs and other general corporate purposes for loan participants world-wide. Dealscan sources include regulatory filings, bank submissions and journalist contributions.
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Dealscan records can be linked to Compustat using the Roberts Dealscan-Compustat Linking Database.
Direct Marketing Educational Foundation -DMEF
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.
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Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics. 1993-1995
Dow Jones Averages & Total Return Indexes
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.
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The Total Return Indexes account for reinvested dividends. Data for the Total Return Index and is available after 1987.
Event Study by WRDS
Lets you create visualizations, extract data and analysis, and retrieve underlying codes.
Execucomp (via WRDS)
Top executives' salary, bonus, and stock option data since 1992 is available. The database also has company-specific financial statement information to supplement the compensation data.
Fama-French 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.
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Returns from these portfolios are used to construct the Fama-French Factors. Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns. (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993)
Federal Judicial Center (via WRDS)
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 from early 1900s to present. Compustat-CIK Link tables available for bankruptcy, civil and criminal files.
Federal Reserve Bank Reports
Foreign Exchange Rates (Federal Reserve Board’s H.10 Report), Interest Rates (Federal Reserve Board’s H.15 Report), and FRB-Philadelphia State Indexes.
Federal Reserve Bank Reports (via WRDS)
Foreign Exchange Rates (Federal Reserve Board’s H.10 Report), Interest Rates (Federal Reserve Board’s H.15 Report), and FRB-Philadelphia State Indexes.
FMLinks
A reliable means to link CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the Thomson Reuters Mutual Fund Ownership data (formerly known as the CDA S12 data).
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Using MFLINKS allows a researcher to gather detail on holdings either for particular funds or fund families and groups of funds at specific points in time.
I/B/E/S
The Institutional Brokers Estimates System provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations. U.S. data begins in 1976 and international data begins in 1987. Both detail and consensus data is available. In 2000, I/B/E/S data was integrated with Thomson Reuter's First Call and in 2012, First Call was discontinued. I/B/E/S Guidance includes company-issued guidance data from more than 6,000 North American companies and 2,000 global companies.
InfoGroup Historical Business & Residential
Access Historical Business and Historical Residential files. The Historical Business data is a calendar year-end snapshot of local business data. It contains business identification, location, industry, corporation hierarchy, employment, sales, and other fields. The Residential file contains publicly available information, such as location, residential length, real estate property features, and estimated values, such as household wealth, income, and property values. Business file goes back to 1997 and the Residential file starts at 2006.
ISS ESG (formerly RiskMetrics)
Data on individual board directors for S&P 1500 companies; takeover defenses and other corporate governance provisions, and executive compensation performance metrics.
Markit CDS (via WRDS)
Credit Default Swaps pricing data including CDS composite and contributor level data on approximately 3,000 individual entities. Coverage: 2001- present
Markit Credit Indices (via WRDS)
Composites and constituents data for Markit CDX which deals with tradable credit default swap (CDS) indices covering the North American markets. Composites coverage: Nov. 14, 2004 - present.
Markit RED Entity & Obligation (via WRDS)
RED provides the scrubbed long legal name for more than 1,000 reference entities each with a unique six-digit identifier. RED also establishes a link between the scrubbed reference entities and reference obligations which that entity may have issued or guaranteed. Each pair of reference entities and reference obligations has their own unique nine-digit identifier.
Mergent Fixed Income Securities Database - FISD (via WRDS)
FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies. It is used to research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.
Morningstar CISDM (via WRDS)
Morningstar CISDM provides qualitative and quantitative information for more than 6,000 hedge funds, funds of funds and Commodity Trade Advisors (CTAs) since 1994. In addition to current funds, it includes a graveyard database of dead funds, which provides information for over 13,000 inactive hedge funds, funds of funds and CTAs.
MSCI ESG KLD Stats (via WRDS)
Annual data set of positive and negative environmental, social, and governance (ESG) performance indicators applied to a universe of publicly traded companies. Coverage: 1991+
MSCI GMI Ratings (via WRDS)
Annual historical data for each proxy year beginning in 2001. Information includes: corporate board structure and independence , director positions and committee assignments, executive and director compensation, audit fees, corporate ownership, and takeover defenses.
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Includes over 2,100 U.S. companies and over 38,000 directors. Formerly known as Board Analyst.
Municipal Securities Rulemaking Board (via WRDS)
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.
Option Metrics (via WRDS)
OptionMetrics contains historical prices of options and their associated underlying instruments, calculated implied volatilities, and option sensitivities. Contains data on all US exchange- listed and NASDAQ equities and market indices, as well as all US listed index and equity options, starting from January, 1996.
Orbis
Financials for private and public companies from more than 200 countries for last 10 years.
OTC Markets
OTC Corporate Bond Transaction Data. 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
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.
Philadelphia Stock Exchange - PHLX
Data on currency options and implied volatility for the year 1997.
PitchBook
Data on venture capital, private equity and M&A covering companies, investors, funds, investments, exits and people. Some content and functionality is only available on the PitchBook platform.
Preqin (via WRDS)
Private equity data, including information on individual investors, consultants, managers, funds, transactions, and service providers.
RavenPack (via WRDS)
Tracks and monitors relevant information on nearly 200,000 companies, government organizations, influential people, key geographical locations, and all major currencies and traded commodities. Allows sentiment analysis and event data most likely to impact financial markets and trading around the world.
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Our subscription includes access to Dow Jones Edtiion and PR Edition in the Equities and Global Macro modules.
Revelio Labs (via WRDS)
A comprehensive source for workforce data. It covers individual profiles, employee sentiment reviews, job postings, and workforce dynamics. Includes individual work history, including roles, skills, activities, gender, ethnicity, salary, education, seniority, and geography. Also includes active postings, new postings, and removed postings.
S&P Credit Ratings (via WRDS)
Historical data for global issuers and structured finance data is available back to 1922; public finance data is available back to 1964 (for securities still active as of January 1, 2007)
SEC Analytics (via WRDS)
Allows developing tailored datasets from all SEC filings, parsing millions of regulatory reports based on one's custom criteria. Parse and extract any entity that reported to the SEC’s EDGAR database since 1994.
SEC Order Execution
SEC-mandated Disclosure of Order Execution Statistics. 2001-2005
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On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11Ac1-5, market centers that trade national market system securities must make 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 - the spreads actually paid by investors whose orders are routed to a particular market center. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.
Thomson Reuters Ownership Datasets
Formerly called CDA Spectrum, Thomson Reuters Ownership datasets consists of 3 parts:
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(1) mutual fund holdings 1980+ for US & Canadian Securities: All registered mutual funds filing with the SEC plus 3,000 global funds. Includes NYSE/AMEX/NASDAQ, Toronto and Montreal common stocks; (2) institutional 13(f) common stock holdings and transactions 1980+; (3) insider filing data 1986+ divided into the following major parts: (a) Table 1 -- transaction and holdings information, (b) Table 2 -- open market derivatives transactions as well as information on the award, exercise, and expiration of stock options (this files starts in 1996), (c) Proposed Sale data derived from Form 144 (this file starts in 1996), (d) Average Returns file contains the information relating to how a stock has historically performed following an insider's transactions. The file includes average 3-month and 6-month buy and sell returns as well as the number of historic buy and sell decisions for each individual insider.
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.
Trades and Quotes - TAQ
Intraday transactions data (trades and quotes) starting in 1993 for all securities listed on the NYSE and AMEX, as well as NASDAQ and Small Cap issues.
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Milliseconds Trades and Quotes Daily product goes back to 2003.
Worldscope (via WRDS)
Provides fundamental data for major international companies. 1980+.
WRDS SEC Analytics Suite
Allows parsing for millions of SEC filings based on custom criteria. Contains text and html files for all 10-K, 10-Q, 8-K, Proxy filings, 13D/G, 13F UPLOAD and CORRESP and CT ORDER in SEC EDGAR.
Covers 1994-present. Includes CIK-CUSIP and CIK-GVKEY linking files.

How to connect to WRDS

All MIT students, faculty and staff can access datasets available on the WRDS platform using their kerberos. Faculty and PhD students can also register for a WRDS account. Any questions regarding WRDS access may be sent to Sloan Technology Services at stshelp@mit.edu

Other Datasets

Blue Chip Economic Indicators
Forecasts of U.S. economic growth, inflation, interest rates, and a host of other critical indicators of future business activity from America's top business economists. Includes forecasts for this year and next from each panel member surveyed each month, plus an average or consensus, of their forecasts for each variable—there also are five to nine quarters of quarterly forecasts. Coverage: 2000-April 2020
Blue Chip Financial Forecasts
Provides forecasts by major US banks and investment research firms for the future direction and level of U.S. interest rates. Forecasts cover each of the next six quarters for the Fed Funds Rate, Prime Rate, 3-month LIBOR and many other variables. Coverage: January 2001 - March, 2020
CDP (Carbon Disclosure Project)
CDP was founded as the Carbon Disclosure Project in 2000, aimed at encouraging firms to disclose more information about their climate-change-related risks and opportunities. On behalf of investors and governments, the CDP surveys public companies worldwide to assess their dependencies on the world's natural resources and their strategies for reducing greenhouse gas emissions, safeguarding water resources, and preventing deforestation.
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The 3 annual surveys focus on climate change, forests, and water. We have access to following datasets: Climate Change Data: 2010 - 2021 Climate Change Scores: 2010 - 2021 Climate Change Questionnaires: 2010 - 2021 Water Data: 2010 - 2021 Water Scores: 2016- 2021 Water Questionnaires: 2010 - 2021 Forests Data: 2013 - 2021 Forests Scores: 2016- 2021 Forests Questionnaires: 2013 - 2021
Ci Technology Data Set
CiTDS provides data on digital investments of businesses across the globe. It includes two types of technology datasets: (i) hardware expenditures and (ii) product installs. Technology adoption is reported at the site level with a unique DUNS identifier. One of the sites is identified as an “enterprise,” corresponding to the firm that owns the sites making it possible to analyze technology adoption both at the site (establishment) and enterprise (firm) levels.
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Years of Coverage:
APac: 2019 - 2021
Canada: 2015 - 2021
EMEA: 2019 - 2021
Europe: 2015 - 2018
Latin America: 2015, 2019- 2021
United States: 2015 - 2021
Consumer Confidence Survey from the Conference Board
The Consumer Confidence Survey from the Conference Board reflects prevailing business conditions and likely developments for the months ahead. This monthly report details consumer attitudes and buying intentions, with data available by age, income, and region. (1967-2019)
Cross-National Time Series Data
Covers economic, social, and political indicators of nations of the world. Select data goes back to 1815. Not all indicators are available for all countries or in all years (even years in which the country existed). For a full list of variables and countries covered, see the CNTS website.
D&B Historical Records
Provides access to over 45 years of point-in-time data for U.S. private and public companies. Data goes back to 1969 with the exception of 1981 and 1984 which are unavailable This resource can also be accessed via Mergent Data Explr platform. Register for an account using your MIT email.
eMaxx Bond Holders
The eMaxx data from Refinitiv provides a comprehensive view of institutional holdings within North American corporate bonds (similar to 13-F filings that detail institutional holdings for individual stocks). We have data from the first quarter of 1999 through the fourth quarter of 2023. The data provides fund holdings within individual bonds. Researchers can aggregate bond holdings to the firm level if needed.
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A variety of additional variables including fund name, bond cusip, bond coupon, bond maturity, and bond credit ratings are available that could be useful for linking to other datasets,.
International Country Risk Guide
Main data files comprise 22 variables in three subcategories of risk (political, financial, and economic) for 146 countries for 1984-2019. Data are annual averages of the components of the ICRG Risk Ratings (Tables 3B, 4B, and 5B) published in the International Country Risk Guide. Indices include: political: government stability, socioeconomic conditions, investment profile, internal conflict, external conflict, corruption, military in politics, religion in politics, law and order, ethnic tensions, democratic accountability, and bureaucratic quality; financial: foreign debt, exchange rate stability, debt service, current account, international liquidity; and economic: inflation, GDP per head, GDP growth, budget balance, current account as % of GDP.
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Table 2B provides annual averages of the composite risk rating.

Table 3Ba provides historical political risk subcomponents on a monthly basis from May 2001-January 2020.

Also includes the IRIS-3 dataset by Steve Knack and Philip Keefer, which covers the period of 1982-1997 and computed scores for six additional political risk variables: corruption in government, rule of law, bureaucratic quality, ethnic tensions, repudiation of contracts by government, and risk of expropriation.

Additional data files provide country risk ratings and databanks (economic and social indicators) for new emerging markets for 2000-2009.
Mergent Municipal Bond Data
Provides information on U.S. domestic bonds from all 50 states including bonds issued by states, counties, and cities as well as other municipal entities such as hospitals, community colleges, schools, and water districts starting in 1996. Covers information about the bond issue and the individual bonds within each issue, including the underwriter, bond yield, offering price, offering date, maturity, and other bond characteristics (e.g., taxable, security, use of proceeds, sale type, refunding). It also includes information on credit ratings at issuance and throughout the life of the bond from S&P, Moody’s, and Fitch. Each bond has a maturity_id and issue_id that allows for matching across tables within the Mergent dataset. The full 9-digit CUSIP for each bond is also provided.
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The database provides some coverage for geographic areas outside of the 50 states (e.g., Puerto Rico and the Virgin Islands), covers some bonds issued prior to 1996, and includes some debt instruments other than public bonds (e.g., collateralized notes, certificates of obligation, construction loan notes). However, the extent of coverage for these additional geographic areas, offering dates, and debt instruments is unknown, suggesting that researchers exercise caution before using these data. Data is current to May 5, 2023
Nielsen Consumer Panel Data
These data track a panel of 40,000 - 60,000 US households and their purchases of fast-moving consumer goods from a wide range of retail outlets across all US markets. Begins in 2004 with annual updates. Access is available to MIT faculty and PhD students only. PhD students need to be working under the supervision of a tenured or tenure-track MIT faculty member. Further, that professor needs to be an "advisor under contract" with Kilts
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To request access to Nielsen Retail Scanner data, go to https://marketingdata.chicagobooth.edu/Anonymous/Welcome Select institution to be 'Massachusetts of Technology' and fill out the "Request Access" section. Your request will then be approved by Sloan Technology Services. Questions? Contact stshelp@mit.edu
Nielsen Retail Scanner Data
Retail Scanner Data consist of weekly pricing, volume, and store environment information generated by point-of-sale systems from more than 90 participating retail chains across all US markets. Data begin in 2006 and includes annual updates. Access is available to MIT faculty and PhD students only. PhD students need to be working under the supervision of an tenured or tenure-track MIT faculty member. Further, that professor needs to be an "advisor under contract" with Kilts.
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To request access to Nielsen Retail Scanner data, go to https://marketingdata.chicagobooth.edu/Anonymous/Welcome Select institution to be 'Massachusetts of Technology' and fill out the "Request Access" section. Your request will then be approved by Sloan Technology Services. Questions? Contact stshelp@mit.edu
RateWatch Scholar
RateWatch provides 3 datasets containing interest rates for deposits, loans, and fees at branch level for U.S. financial institutions covering over 96,000 locations. Data is gathered from institutions of all types and sizes. The largest depth of data is around consumer products such as CDs, Savings, Checking, Money Markets, Auto Loans, Home Equity Loans and Mortgages. Within each category, details are available for multiple terms and/or dollar tiers. Data includes several identifying fields including institution name, address, routing number, asset size, institution type, MSA codes, latitude, longitude, state and city FIPS code. Consult relevant data dictionary for more information. Coverage: January, 2001 - June, 2022
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File structure: text delimited (delimiter: pipe). "Join" file provides cross reference between an institution's rate setting location and its other branches. A given institution may have multiple rate setting locations that may vary by product type. (2022)
Russell U.S. Equity Indices
Provides the official closing positions, contributiont to return, and global sector weights for all constituents of the 21 U.S. Russell Indexes at month-end back to December 1986 and at quarter-end from September 1986 back to December 1978. Security level information such as returns, market values, sector and industry classifications, and security weights are included in the file. Files are fixed-width text files and have a naming convention of H_yyyymmdd_RGS.txt. Files using the ICB industry code are comma delimited text files and have a naming convention of H_yyyymmdd.csv. Current to April 28, 2023.
Value Line Investment Survey
The Survey tracks 1700 stocks across 92 industry groups. It provides reported and projected measures of firm performance, proprietary rankings and analysis for each stock on a quarterly basis.This dataset, a subset of the Survey covering the years 1980-1989 has been digitized from the microfiche collection available at the Dewey Library (FICHE HG 4501.V26). It is only available to MIT students and faculty for academic research.
Woods & Poole Complete US Dataset
Provides annual historical data from 1970 (some variables begin in 1990) and annual projections to 2050 of population by race, sex, and age, employment by industry, earnings of employees by industry, personal income by source, households by income bracket and retail sales by kind of business. Covers the U.S. total, and all regions, states, counties, and CBSAs. (2018)