WRDS: Wharton Research Data Services: Other Data Sources

WRDS use is restricted to authorized UST faculty, staff, and students. Commercial use is not permitted.

Current Students, Faculty, and Staff Access Only:

Hit the "Register" link in the top menu bar and submit a request for your individual username and password to access WRDS.  The request will be sent to the WRDS administrators at St Thomas for review.  We will process your request upon receipt.

1. Go to http://wrds.wharton.upenn.edu
2. Below the login box, click "Register for a WRDS account".
3. Fill out the account request form.
4. Click "Register".
5. Your request will be processed within a couple of days.

Note: WRDS is instituting Two-Factor Authentication (2FA) beginning at the end of November 2022. You will need to verify your email, register for a new account with Duo Security, and then decide whether to use their mobile app or the web interface to do the two-factor authentication. You will know when you need to register a device for two-factor authentication if, when you log in to WRDS, a message appears alerting you that you need to enroll. | 2FA Instructions

The following data sources are also available via St Thomas' subscription to WRDS, but may be more specialty-oriented or less powerful than the others covered on this research guide.  For more information about any of them, view information on the WRDS website or ask a librarian. 

• Bank Regulatory: Contains five databases for regulated depository financial institutions. These databases provide 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. 
• Blockholders: This dataset 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 Volatility Index: 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.
• 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.
• 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: 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.