Access these datasets through your individual WRDS account. If you do not already have an account, follow the instructions here to request one.
Subscriptions:
- Audit Analytics provides detailed categorizations of issues for tracking and analyzing public company disclosures related to audits, compliance, governance, corporate actions, and federal litigation. In most cases, data dates back to fiscal year 2000.
- Accounting & Oversight: A proprietary taxonomy focusing on Critical Audit Matters and PCAOB Reports, and an Accounting Quality Risk Matrix to identify companies with significant risks
- Audit & Compliance: Audit Fees, Audit Opinions, Financial Restatements, and more
- Corporate & Legal: An integrated collection of databases focusing on actions, disclosures, and correspondence by companies, advisors, regulators, and investors.
- Capital IQ / Compustat provides standardized North American and global financial statement and market data for over 80,000 active and inactive publicly traded companies.
- Bank: Granular regulatory financial data for 16,000+ operating and 29,000+ global historical holding companies, banks, and credit unions
- Executive Compensation: Executive compensation data collected directly from each company’s annual proxy (DEF14A SEC form)
- Global daily updates: Non-U.S. and non-Canadian fundamental and market information on over 33,900 active and inactive publicly held companies.
- North America daily updates (current and historical): U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962.
- 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.
- CRSP Stock: End-of-day and month-end prices on primary listings for the NYSE, NYSE MKT, NASDAQ, and Arca exchanges, along with basic market indices. Updated annually.
- CRSP Mutual Funds: History of each mutual fund's name, investment style, fee structure, holdings, and asset allocation. Also included are monthly total returns, monthly total net assets, monthly/daily net asset values, and dividends. Updated quarterly.
- SDC Deals:
- LSEG IBES Academic: Detail Estimates (analyst by analyst), Summary Estimates (consensus), analyst Recommendations, along with actuals
WRDS Datasets:
- Bank Regulatory Database: Accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.The source of the data comes from the required regulatory forms filed for supervising purposes.
- Financial Ratios: Over 70 pre-calculated financial ratios for all U.S. companies across eight different categories (Valuation, Liquidity, Profitability, and etc).
- Intraday Indicators: Daily stock market indicators calculated using NYSE TAQ data. At daily frequency, the WRDS IID provides per-stock variables such as liquidity spreads, intraday volatility, Kyle's Lambda, and summaries such as market open to close, volumes and returns, etc.
- Subsidiary Data: Parent company and subsidiary relationships for companies filing with the SEC between 1995 and 2019.
Other Datasets:
- Blockholders 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: Daily levels of Cboe's volatility index (VIX)
- Federal Reserve Board Reports Interest and Foreign Exchange Rates: selected interest rates and foreign exchange rates data from Federal Reserve Board’s H10, G5, H15, and other releases
- Municipal Securities: historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions.
- OTC Markets: Data available on the ten thousand securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces.
- TRACE: FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It reports price and other details of bond transactions in several categories.