WRDS

Wharton Research Database Service

Link to Database

Student/Staff Login Instructions

  • No individual accounts assigned to students or staff
  • Simply login with your Babson login
  • On the WRDS homepage, enter your full email address in the box, example jsmith2@babson.edu

Faculty Login Instructions

Note: it may take up to a full business day for WRDS to process your request for an account.

  • Each faculty member should submit a request to receive their individual username and password to access the full range of services available. Please follow instructions below.
  • Go to http://wrds.wharton.upenn.edu
  • In the center of the screen, click "account request".
  • Click on the link entitled "new account".
  • Fill out the account request form.
  • Click "submit request".

Access Restrictions:

  • Access granted to current faculty, students and staff only.
  • Horn Library E-Resources are to be used for educational purposes only. Commercial use is not permitted. Any use of library databases on an internship, job, or other program with an employer is not allowed.

WRDS Content

Pricing, trading, financial, accounting, economics,data. Accessible through a single web-based interface provided by the Wharton School of the University of Pennsylvania.  Babson's subscription includes the following resources:

CRSP: The Center for Research in Security Prices maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases.

CUSIP Master File: The CUSIP Master Files provide CUSIP numbers (unique identifiers of financial instruments), standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.

Global Insight: Global Insight databases provide data on national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment - among other national level categories. As well, they provide data on the IMF series and the OECD series.

NYSE TAQ: The Trade and Quote database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and Small Cap issues.
  • Blockholders: standardized data for blockholders of 1,913 companies
  • Bank Regulatory Databse for bank accounting and call report data 
  • CBOE Indexes: the CBOE (Chicago Board Options Exchange) Volatility Index(VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
  • 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, provided by the Direct Marketing Educational Foundation.
  • Dow Jones: Covers the Dow Jones Averages and the Dow Jones Total Return Indexes.
  • FDIC: Contains financial data and history of all entities filing the Report Of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans.
  • Fama French, Momentum, and Liquidity: Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors.
  • Federal Reserve Bank Reports: Contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the Coincident State Indexes from the Federal Reserve Bank of Philadelphia.
  • PHLX: The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs.
  • Penn World Tables: provides national income accounts-type of variables converted to international prices.
  • SEC Disclosure of Order Execution: 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.
  • 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.
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