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Wharton Research Data Services WRDS

Last Updated: Aug 25, 2022 5:31 PM


Connect to Database

Remote access to this resource requires a UBITName and password.

Special Instructions

To access WRDS, click the link above, then enter your University at Buffalo (@buffalo.edu) email address. You will then receive an email from WRDS with the subject "WRDS Day Pass." Click on the link in the email for 24 hour access to the database.

The Wharton Research Data Services (WRDS) works best when you are on the U.B. campus.  If you want to use the product remotely you must redirect the URL sent to your email account to go through the Libraries proxy server. VPN will NOT work.

Replace http://wrds-web.wharton.upenn.edu with http://wrds-web.wharton.upenn.edu.gate.lib.buffalo.edu in the URL.

Example:

http://wrds-web.wharton.upenn.edu/wrds/connect/daypass.cfm?ticket=xxxxxxxxx
should become
http://wrds-web.wharton.upenn.edu.gate.lib.buffalo.edu/wrds/connect/daypass.cfm?ticket=xxxxxxxxx

Faculty and PhD students in the School of Management may request an account which allows them to store results on WRDS servers. All others must use the link above and enter your email address to obtain 24 hour access.

Description

Wharton Research Data Services (WRDS) provides access to historical and current financial information. The data comes from various sources accessed via datasets.

The most popular datasets available at UB:

  1. Compustat North America.  Company financials:  Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items for over 24,000 publicly-traded companies. Also available is information on aggregates, industry segments, banks, market prices, dividends, and earnings. 
  2. CRSP, Center for Research in Security Prices. Stock and index prices: price, return, and volume data for NYSE, AMEX and Nasdaq traded securities.  Stock indices, beta- and cap-based portfolios, some treasury bond and risk-free rates, and mutual fund databases are also available.

Other datasets available at UB:

  • Bank Regulatory Databases: accounting data for Bank Holding Companies, Commercial Banks, Savings Banks, and Savings and Loans Institutions (S&L's) .
  • Blockholders: standardized data for blockholders of 1,913 companies.
  • CBOE Indices: data from the CBOE (Chicago Board Options Exchange) Volatility Index(VIX), a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
  • CUSIP Master File: dataset of CUSIP's, which are unique identifiers for issuers and issues of financial instruments.
  • Direct Marketing Educational Foundation (DMEF): customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses.
  • Dow Jones Averages: data on the The Dow Jones Industrial Average (DJIA), The Dow Jones Transportation Average (DJTA) and The Dow Jones Utility Average (DJUA).
  • FAMA French, Momentum, and Liquidity: Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors.
  • FDIC, Federal Deposit Insurance Corporation: Financial data for all entities filing the Report Of Condition and Income (Call Report) and some institutions filing the OTS Thrift Financial Report (commercial banks, savings banks, or savings and loans).
  • I/B/E/S, Institutional Brokers Estimates System: consensus and detail recommendations and earnings forecasts from security analysts (also includes estimates for revenue, cash flow, long-term growth).
  • IRI, Information Resources Inc: point-of-sale information from 11,300 grocery stores and 7,500 drug stores. Contains only historical data from 1983 to 1997.
  • Nastraq, NASdaq TRade And Quote: intraday trades and quotes for all Nasdaq stocks.
  • TAQ, Trade and Quote: intraday trades and quotes for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX).
  • Penn World Tables: national income accounts-type of variables converted to international prices.
  • Philadelphia Stock Exchange (PHLX): historic data and implied volatility for PHLX traded currency options.
  • SEC Disclosure of Order Execution: information concerning the quality of order executions on a stock-by-stock basis from market centers that trade national market system securities.
  • Thomson Reuters Insiders Filings: contains transaction and holdings information of insiders filed with the SEC.
  • TRACE, OTC Corporate Bond Transaction Data: transaction data on corporate bonds - investment grade, high yield and convertible debt.

Note: there are other datasets that UB does NOT subscribe to.

Dates Covered

Varies by dataset.

Related Databases

Librarian

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Carolyn Klotzbach-Russell
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Contact:
422 Lockwood Library, North Campus
(716) 645-9178