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WRDS (Wharton Research Data Services)

Free Data on WRDS

  • Bank Regulatory provides accounting data for Bank Holding Companies, Commercial Banks, and Savings and Loans Institutions.
     
  • Blockholders contain standardized data for blockholders of 1,913 companies.
     
  • 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.
     
  • DMEF (Direct Marketing Educational Foundation) contains customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses.
     
  • Dow Jones is comprised of The Daily and Monthly Dow Jones Composite (DJA), Industrial (DJI), Transportation (DJT), Utility (DJU), the Dow 5 and 10.
     
  • Fama French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using, as a proxy for value, the ratio of book equity to market equity (BE/ME).
     
  • FDIC contains financial data and the history of all entities filing the Report Of Condition and Income (Call Report).
     
  • Federal Reserve Bank Reports contain Foreign Exchanges and Interest Rates data from reports published for the Federal Reserve Board and Coincident State Indexes from the Federal Reserve Bank of Philadelphia.
     
  • IRI is the leader in providing point-of-sale information from more than 11,300 grocery stores, as well as some 7,500 drug stores.
     
  • Penn World Tables provides national income accounts-type of variables converted to international prices. Philadelphia Stock Exchange’s United Currency
     
  • Options Market offers a choice of the expiration date, strike price, etc, and any combination of 10 currencies available.
     
  • SEC Disclosure of Order Execution provides electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis.


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