Tag Archives: WRDS

New dataset added to WRDS

11-9-2011 2-48-01 PM

The Watson Library now subscribes to millisecond level trade and quote data from the NYSE through the Wharton Research Data Services (WRDS).

All current faculty, full-time graduate students, supervised research assistants, and staff are eligible for WRDS accounts. If you do not have an account you can request one online.

Other current Columbia affiliates may use one of the computers available in the Watson Library or the Digital Social Science Center to access WRDS.

Register for a WRDS account!


WRDS provides access to important data sets in the fields of finance, accounting, banking, economics, management, marketing and public policy including:

  • CRSP
  • IBES/First Call
  • Bureau van Dijk
  • Global Insight
  • OptionMetrics and more

Columbia faculty, PhDs, full-time Master’s students, research assistants and visiting scholars may request an account.

Additionally, there are seven terminals in the Watson Library that provide access to WRDS.

New database: DealScan via WRDS

dealscanWRDS-Thomson-Reuters’ LPC DealScan, also known as Loan Pricing Corporation Deal Scan, is now available via the Wharton Research Data Service [WRDS].

DealScan covers comprehensive historical information on loan pricing and contracts details, terms, and conditions. In addition, DealScan provides contract information for high yield bonds, private placements and hybrid financial structures data which are compiled from SEC filings and public documents, as well as other sources. Coverage period: 1988 through 2009. Datasets Information includes borrower, lender, purpose, amount, fees, covenants, financials and more.

Updated TAQ data available in WRDS


2009 data from the NYSE Trade and Quote [TAQ] database is now available via the Wharton Research Data Service [WRDS].

2010 data will be added as it becomes available.

The TAQ 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 from 1993.

WRDS downtime October 16, 8pm – 10pm

WRDS Scheduled Downtime: Friday, October 16, 2009, 8pm-10pm ET

WRDS has scheduled downtime to take place this Friday, October 16 from 8pm-10pm ET.  PCSAS and UNIX will not be affected.  However, web queries will be unavailable during this period.

This maintenance will complete the restoration of hardware, resulting in increased performance.  An update will be posted following the downtime.  We apologize for any inconvenience.

WRDS Scheduled Downtime — Tuesday, September 29

The WRDS server will be undergoing scheduled maintenance from 12:00pm-8:00pm ET on Tuesday, September 29, 2009.

During this period, the WRDS website will be unavailable. However, access will remain for those users accessing WRDS through UNIX and PC SAS Connect. Interactive queries during this period should continue to run unaffected.

WRDS will be adding additional network hardware to expand capacity.

We apologize for any inconvenience.

Watson Library: new dataset available via WRDS

wrdsThe Watson Library now subscribes to the shareholder proposals section of RiskMetrics via WRDS   This adds to our current RiskMetrics subscription to the governance and directors modules.  RiskMetrics was previously knows as IRRC.

The shareholder proposals module (governance and social responsibility) contains data from 1997 through 2007. The dataset includes proposals that came to a vote as well as those that did not (e.g., because they were withdrawn by the proponent or allowed to be omitted from the proxy by the SEC). Variables include the lead filer of the proposal, the meeting date, and outcome; some fields are not complete every year for every company, but the vast majority of meeting dates are present.

If you have a WRDS account you may log in to WRDS at http://wrds.wharton.upenn.edu

If you do not have a WRDS account you may request one at: http://wrds.wharton.upenn.edu/wrdsauth/account_req.shtml