Financial & Economic Databases on Grid
ITG hosts computerized financial and economic databases on research grid and provides user support. All of the databases listed below are on WRDS server (http://wrds.wharton.upenn.edu) as well. Grid path names for each database are given in the prentices next to database name.
All databases on the grid are stored and managed in SAS database format and working knowledge in SAS and Linux is necessary to retrieve data. If you are not a programmer and use the databases infrequently, you can retrieve from each database on WRDS via a web interface. Please contact ResearchSupport@gsb.columbia.edu if you need any assistance.
Please note that you will be prompted to login to WRDS in order to access more detailed information on each database. If you do not have a WRDS account, please request a WRDS account. WRDS Accounts are granted for faculty members or Ph.D. students only.
· Audit Analytics (/data/audit)
· Bank Regulatory (/data/bank)
· Blockholders (/data/blockholders)
· Bureau van Dijk Electronic Publishing (/data/bvd)
· Chicago Board Option Exchange Volatility Index CBOE (/data/cboe)
· CISDM Hedge Fund (/data/cisdm)
· COMPUSTAT - XPressFeed Monthly Update (/data/comp)
· COMPUSTAT - XPressFeed Annual Update (/data/comp/nam)
· COMPUSTAT - Legacy Format (/data/compustat)
· Comscore Transaction and Summary (/data/comscore)
· Center for Research in Security Prices CRSP – Annual Update (/data/crsp/a_)
· Center for Research in Security Prices CRSP – Quarterly Update (/data/crsp/q_)
· Center for Research in Security Prices CRSP – month Update (/data/crsp/m_)
· CUSIP Master File (/data/cusip)
· Dow Jones (/data/djones)
· Direct Market Education Foundation DMEF (/data/dmef)
· Disclosure of Order Execution DOE (/data/cboe)
· Federal Reserve Bank (/data/frb)
· Fama French and Liquidity Factors FF (/data/ff)
· Federal Deposit Insurance Coportation FDIC (/data/fdic)
· Global Insight (/data/ginsight)
· I/B/E/S (/data/ibes)
· Institute for the Study of Security Markets ISSM (/data/issm)
· KLD Research & Analytics KLD (/data/kld)
· Mergent Fixed Income Securities (/data/mergent)
· OptionMetrics (/data/optionm)
· ISS Governance Services RiskMetrics - formerly IRRC (/data/riskmetrics)
· RentBureau Rent History (/data/rent)
· Penn World Tables PWT (/data/pwt)
· Philadelphia Stock Exchange PHLX (/data/phlx)
· OTC Corporate Bond Transaction Data TRACE (/data/trace)
· Thomson Financial TFN (/data/tfn)
User's guides and other detailed literature for each of the database families are available on WRDS or publishers' website. You can access them by clicking on database names on WRDS homepage.
