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ETF Global

July 19, 2019

The ETF (Exchange Traded Funds) Global database contains a large set of data on Exchange Traded Funds including bid ask and close pricing, expenses, tracking indexes, assets under management, data and funds flows, historical daily holding and ownership data and more.

ETF Global is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

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UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

Bloomberg Professional (Kenan-Flagler Only)

May 1, 2017

This database provides access to current (real time ) and historical (about 20 years) of financial, economic, and political news and information covering all sectors of the world’s economy.

Special Note: Because of License Restrictions, Bloomberg access is limited to several computers in the Kenan-Flagler Business School’s Capital Markets Lab (room 2550) in the McColl Building and on 1 computer in the Technology Center (room 1130) on the 1st floor also in the McColl Building.

UNC Kenan-Flagler Capital Markets Lab

CRSP Indices

May 1, 2017

CRSP Indices there are almost 1000 time series in this data set, covering both levels and returns for various markets and portfolio types. The database provides stock indices, beta- and cap-based portfolios, Treasury bond and risk-free rates of return on daily, monthly, quarterly, and annual basis for the NYSE and AMEX from 1925 to the present and from 1972 for Nasdaq markets.

CRSP Indicies is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

CRSP Stocks

May 1, 2017

A wealth of longitudinal price, return, volume, and other information for stocks on the NYSE, AMEX and Nasdq markets. Also available is return, volume, other and information on the NYSE, AMEX and Nasdq Market Indices. CRSP is intended solely for research and instructional purposes.

CRSP Stocks is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

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UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

CRSP Survivor-Bias Free US Mutual Fund Database

May 1, 2017

The CRSP Mutual Fund Database is designed to facilitate research on the historical performance of open-ended mutual funds by using survivor-bias-free data. The CRSP Survivor-Bias-Free US Mutual Fund Database includes a history of each mutual fund’s name, investment style, fee structure, holdings, and asset allocation. Also included are monthly total returns, monthly total net assets, monthly/daily net asset values, and dividends. Additionally schedules of rear and front load fees, asset class codes, and management company contact information are provided. All data items are for open-end mutual funds and begin at varying times between 1962 and 2003 depending on availability. The database is updated quarterly and distributed with a quarterly lag. (Source Vendor Website) CRSP is intended solely for research and instructional purposes.

CRSP Survivor-Bias Free U.S. Mutual Fund Database is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

CRSP U.S. Treasuries

May 1, 2017

The CRSP Monthly and CRSP Daily US Treasury Databases were developed by the Center for Research in Security Prices at the Graduate School of Business, University of Chicago. The files include complete historical descriptive information and market data including prices, returns, accrued interest, yields, and durations since 1925 for the Monthly data and from 1961 for the Dailyl data. (vendor web site)

CRSP U.S. Treasury Database is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

Eikon (formerly Datastream International)

May 1, 2017

Eikon is a new name and interface for the former Datastream product. Eikon provides daily pricing, volume, and performance information on over 37,000 equities from 57 countries, 12,000 market stock and bond indices, 87,000 macroeconomic series from the International Financial Statistics of the World Bank, OECD and other central statistical offices, over 2,000 daily foreign exchange rates, 1,000 daily and weekly interest rate series, 68,000 fixed income instruments from 23 countries and more than 260 financial and commodity futures and options contracts. Series are acquired from national governments and banks, the Federal Reserve, the International Monetary Fund, OECD, the Economist Intelligence Unit (EIU) and other international agencies. Additional features include commodity prices, debt and equity information, exchange rates, interest rates, stock market indices, futures, options, and much more. Time coverage varies, but many series are available in daily, weekly, monthly, quarterly, or annual intervals for up to 10 years some are available for longer periods.

Special Instructions: Kenan-Flagler students and faculty should contact David Ernsthausen for access instructions. All other UNC users may contact Davis Library for access instructions.

UNC-CH users with additional password

FactSet (Kenan-Flagler Only)

May 1, 2017

Factset is a complete solution for real-time analytics, research, and market data. FactSet’s business is built on the creative use of technology and dedication to client service. Their tools enable UNC Kenan-flagler students  to control and customize data and they are considered to be the gold standard in the financial industry.

Special Note: Because of License Restrictions, FactSet access is limited to computers in the Kenan-Flagler Business School’s Capital Markets Lab (room 2550) in the McColl Building. .

UNC Kenan-Flagler Capital Markets Lab

IvyDB OptionMetrics

April 28, 2017

OptionMetrics’s IvyDB is a comprehensive source of historical price and implied volatility data for the U.S. equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.

The database is specifically designed for empirical research. Data can be downloaded into a variety of database, spreadsheet, and statistical software packages and this allows for very sophisticated research and analysis on all aspects of options investments including backtesting  trading strategies and evaluating risk models.

Data is available from 1996 to present.

IvyDB Option Metrics is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

 

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

Mergent Fixed Income Securities Database (FISD)

April 28, 2017

The Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly-offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies. It is used to research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.

  • Issuer specific information includes:
    • Industry codes, S.I.C. codes and N.A.I.C.S. codes.
    • Ticker and exchange listings.
    • Issuer names and parent relationships.
    • Bankruptcy and default detail.
  • Issue specific data includes:
    • Full call, put and sinking fund schedules and call frequency codes.
    • Structured security flags and detailed information.
    • Floating rate formulas, current rates and coupon schedules.
    • Fitch IBCA, Moody’s, S&P and Duff & Phelps credit ratings.
    • U.S. Treasury auction information.
    • Convertible debt information.
    • Underwriters, trustees and fiscal agents.
    • Unit deals and warrant information.
  • Transaction information includes:
    • All bond acquisitions reported since 1994 by insurance companies
    • All bond disposals (sales, redemptions) since 1995 by insurance companies
Mergent FISD is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

Morningstar Investment Research Center (Via NCLive)

April 28, 2017

Morningstar Investment Research Center offers Information on more than 8,000 stocks and 12,000 mutual funds including 20 minute delayed pricing, summary financial statements, independent analysis and more. You can screen stocks on 23 characteristics  and mututal funds on 18 characteristics  Finally you can determine how 2 or more stocks or mutual funds “work together as a portfolio.”

UNC-CH users only

https://guides.lib.unc.edu/go.php?c=23608598

Morningstar Principia Mutual Funds Advanced

April 28, 2017

Combines authoritative Morningstar data with powerful analytical tools. Gives you data on more than 10,000 mutual funds. With more historical data, an archive of our analyst reviews and commentaries, fund manager profiles, and much more, you’ll be able to confidently make critical decisions regarding similar funds. (Source Vendor Website)

Davis Library has cd-roms for 1994 through January 2010.

http://search.lib.unc.edu/search?R=UNCb4200329

NYSE Trade and Quote (TAQ)

April 28, 2017

This database was discontinued by the publisher as of December 2014, and was replaced by theTAQ Millisecond database. However data is still available for January 1993 to December 2014.

This database contains intraday transactions data in two databases, Consolidated Quote database for intraday quotes (time (to the second), price and number of shares for each offer to buy or sell) and Consolidated Trade database for intraday trades (time (to the second), price, and number of shares for each actual sale) 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 SmallCap issues. NYSE Trade and Quote (TAQ) is accessed through a Wharton Data Services (WRDS) account.

NYSE Trades and Quotes (TAQ) is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

NYSE Trade and Quote Millisecond (TAQ Millisecond)

April 28, 2017

​This database contains intraday transactions data in two databases, Consolidated Quote database for intraday quotes (time (to the millisecond), price and number of shares for each offer to buy or sell) and Consolidated Trade database for intraday trades (time (to the millisecond), price, and number of shares for each actual sale) 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 SmallCap issues. Data is available for January 1, 2009 the present with a 3 month delay.

NYSE Trade and Quote Millisecond (TAQ Millisecond) is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

OptionMetrics IvyDB

April 28, 2017

OptionMetrics’s IvyDB is a comprehensive source of historical price and implied volatility data for the U.S. equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.

The database is specifically designed for empirical research. Data can be downloaded into a variety of database, spreadsheet, and statistical software packages and this allows for very sophisticated research and analysis on all aspects of options investments including backtesting trading strategies and evaluating risk models.

Data is available from 1996 to present.

OptionMetrics IvyDB is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

Value Line Research Center

April 28, 2017

Value Line Research Center offers all the content of Value Line’s investment services covering thousands of stocks, mutual funds, daily options and convertible issues. The Research Center comprises Value Line Investment Survey, Value Line Investment Survey Expanded Edition, Value Line Convertibles Survey, Value Line Daily Options Survey, and Value Line Special Situations Service. (source Davis Library)

UNC-CH users only

https://guides.lib.unc.edu/go.php?c=23608924