Wharton Research Data Services (WRDS)

The University of Windsor subscribes to a number of financial databases through the Wharton Research Data Services platform, including the core stock and fundamentals databases CRSP and COMPUSTAT.

Ways to access WRDS

General (web-based) access to WRDS

  • Use for basic research, teaching and study purposes
  • Accessible to all UWindsor users through IP authentication

SAS-Connect and Server via SSH

  • Only available with an account (Faculty, RAs, grad students)
  • Availabe to Faculty, staff, PhD students, and research assistants
  • An account allows unlimited access via the web, SSH, and/or FTP. It also includes 750 MB of home/projects storage
  • Register your WRDS account here

Complete list of subscribed WRDS databases

  • COMPUSTAT Global. Includes Global Vantage, Emerging Markets Database Quarterly.
  • COMPUSTAT North America. Includes the Executive Compensation database.
  • CRSP daily and monthly stocks
  • Bank Regulatory
  • Blockholders
  • Chicago Options Board Exchange Indexes
  • Direct Marketing Educational Foundation - customer purchase history datasets
  • Dow Jones - daily and monthly Dow Jones Composite, Dow Jones Industrial, Dow Jones Transportation, Dow Jones Utility, the Dow 10, and the Dow 5
  • Federal Deposit Insurance Corporation data
  • Fama French, Momentum, and Liquidity
  • Federal Reserve Bank Reports
  • Philadelphia Stock Exchange - Currency Options and Implied Volatility
  • Penn World Tables
  • SEC Disclosure of Order Execution
  • TRACE - Trade Reporting and Compliance Engine

The data is for use by University of Windsor faculty, staff, and students, for research, teaching, and study purposes only.

For Help With the WRDS Platform

1. Please read the introductory guide: UWindsor Getting Started Guide

2. See also this powerpoint presentation on using WRDS to access CRSP and Compustat, with discussion of some of the key stock identifier variables

3. On campus: contact the Academic Data Centre

4. At WRDS: email wrds-support@wharton.upenn.edu