Stock Prices / Markets

The integrated global database Compustat from S&P Global provides balance sheet and market data for active and inactive listed companies in a standardised format.
The following Compustat modules are available:

• Compustat Global & daily updates: Non-U.S. and non-Canadian fundamental and market information on over 33,900 active and inactive publicly held companies
• Compustat North America & daily updates: U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962. Compustat North America files also contain information on aggregates, industry segments, banks, market prices, dividends, and earnings.
• Compustat Historical Segments: supplements the ‘North America’ module with historical data, for over 23,000 North American companies since 1976

Compustat data is provided via the Wharton Research Data Service (WRDS) interface. (Access via WRDS)

Keywords: Banks , Company Info and Financial Statements , Indices and Factors , Stock Prices / Market

Access only possible with a WRDS account.
You can find out how to apply for an account here.

The Centre for Research of Security Prices (CRSP) offers a joint query of the following financial indicators:
Stock market and company data for over 32,000 active and inactive securities with primary listings on the NYSE, NYSE American, NASDAQ, NYSE Arca and Bats stock exchanges, as well as CRSP broad market indices:
 

• CRSP 1925 Stock Database
• CRSP /Compustat Merged Database
• CRSP Index History Files

Balance sheet and market data for active and inactive listed companies in standardised form:
 

• Compustat North America: U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962. Compustat North America files also contain information on aggregates, industry segments, banks, market prices, dividends, and earnings.
• Compustat Historical Segments: supplements the ‘North America’ module with historical data, for over 23,000 North American companies since 1976
   

(Access via WRDS)

Keywords:  Stock Prices / Markets

Access only possible with a WRDS account.
You can find out how to apply for an account here.

The database provides detailed historical data such as share prices, market capitalisations, dividends, etc. for approximately 75,000 stocks worldwide, including both industrialised and emerging markets.
It provides access to over 400,000 international macroeconomic time series with indicators for 215 countries, exchange rates for 45 countries and over 2,000 interest rates. The data is divided into the following categories:

• Equities, including:
  • Asset4 ESG environmental, social, governance research data
  • IBES analyst estimates
  • Worldscope company fundamental data items and  financial ratios
• equity indices
• constituent lists
• bonds
• bond indices
• interest & exchange rates
• economics - international macroeconomics
• unit and investment trusts
• commodities
• futures & options
• warrants

Sources include stock exchanges, government institutions (central banks, etc.) and international organisations such as the OECD and IMF.

Depending on the licence, the following modules are included:

• Worldscope
• Bond Service
• Economic Service
• Equity Service
• Futures Service

Keywords: Stock Prices / Markets , Currency Exchange Rates

To access Datasream oder LSEG Workspace lease contact us.

Learning Centre:

• https://www.lseg.com/en/training/learning-centre

Issues with the Datastream Excel Add-in on Mac: Alternative access via LSEG Web Access is recommended.

• Search for Datastream Chart Studio or DSCHART in the main search field.
• Hover the mouse pointer over the arrow next to the name of any data series.
• In the popup menu, select the option “Find New Series” to access the Datastream Navigator.
• In the Datastream Navigator, enter search terms or start browsing data categories.

Issues with Datastream Excel Add-in when using a VPN client:

• When using a VPN client, error messages may occur when retrieving data via the Datastream Excel Add-in
• In this case, deactivate the VPN client

Questions or issues? Contact us:

WiSo Data Library Team

+49-221-470-3511
lica-datawiso.uni-koeln.de

LSEG Workspace contains information on commodities, equities, fixed income securities and hedge funds, foreign exchange and money markets, and wealth management.

Various services are available via the Workspace platform, in particular the Datastream database.

The database

• contains tools for navigating news, including videos of live and on-demand equity news broadcasts.
• offers key market data, charts, time series analysis and streaming news from Reuters and other financial institutions and market research companies for price analysis and global indices of individual stocks.
• contains charts and fundamental data, proprietary data and analysis to provide actionable insights into the global stock market.

Keywords: Bonds and fixed Income , Company Info and Financial Statements , Currency Exchange Rates , Deriatives / Options , Indices and Factors , Stock Prices / Markets

Please contact us for access to LSEG Workspace and Datastream.

E-Mail to: lica-data@wiso.uni-koeln.de

Learning Centre:

• https://www.lseg.com/en/training/learning-centre

MarketLine Advantage is a database that supports international market, industry and company research. The data is organised into the following categories:

• industry profiles for research on industries and markets in various countries. These provide a concise overview of the market situation.
• company profiles including data on company history, business activities, competitors, in some cases SWOT analyses, etc.
• case studies
• country information with macroeconomic data and indicators, as well as a political overview (PEST / PESTLE)
• news archive for industry-related briefings (company news, financial deals)
• social media analytics

Number of data records: more than 6,000 industry profiles, more than 100,000 company profiles (with over 12,000 SWOT analyses), more than 18,000 company financial information records, more than 450 case studies and around 110 country analyses.

Depending on the licence, users may also access interactive databases that allow them to create your own datasets and analyses.

Language: English

Updates: daily

Keywords: Economy , Industries and Market Analyses

Accessible from the university network (by VPN)

The MF Links (Mutual Fund Links) database provides tables that offer a reliable way to link CRSP Mutual Fund data (fund performance, costs, additional information) with data on securities holdings from Thomson Reuters' Mutual Fund Ownership Current and History database.

(Access via WRDS)

Keywords: Stock Prices / Markets

Access only possible with a WRDS account.
You can find out how to apply for an account here.

The database provides information on securities holdings for all registered investment funds that report their stock holdings to the US Securities and Exchange Commission (SEC). The securities included comprise all NYSE/AMEX/NASDAQ, Toronto, and Montreal common stocks.

(Access via WRDS)

Keywords: Stock Prices / Markets

Access only possible with a WRDS account.
You can find out how to apply for an account here.

Orbis Europe contains information on around 143 million small, medium-sized and large European companies, banks and insurance companies. Company and investment data as well as financial figures from listed and unlisted companies for the last 10 years are available.

With Orbis, you can analyse individual companies, search for companies with specific characteristics and perform a wide variety of evaluations and comparisons.

The data records contain the following information, among other things:

• standardised financial statement data (consolidated and non-consolidated)
• financial ratios, ratings and creditworthiness indicators
• board members, managing directors and managers
• share prices of listed companies
• detailed corporate affiliations
• industry reports
• M&A transactions from the BvD Zephyr database (on a company basis)
• patent data (on a company basis)
• ESG ratings
• and much more.

Language: English

Update: Monthly

Keywords: Company Info and Financial Statements , Stock Prices / Markets 

Access only possible with a WRDS account.
You can find out how to apply for an account here.

Wharton Research Data Services (WRDS) is a web-based platform from the Wharton School of the University of Pennsylvania. It integrates data from numerous financial and economic databases into a single interface, allowing users to search, link, and store data uniformly, thereby facilitating comparability and combined data analysis.

Overbiew of data providers

The database offerings are divided into two categories: 

Databases included with the base WRDS subscription (included datasets & analytics):

• Bank Regulatory
• Blockholders
• CBOE
• DMEF
• Dow Jones
• Fama French
• FDIC
• Federal Reserve Bank Reports
• IRI
• OTC Markets
• Penn World Tables
• Philadelphia Stock Exchange
• SEC Disclosure of Order Execution
• TRACE

Databases accessible via WRDS with an additional licence purchased from the respective data provider (Additional Datasets & Analytics), e.g.

• Amadeus/Orbis
• Audit + Compliance
• COMPUSTAT
• CRSP
• Eventus
• I/B/E/S
• MFLinks
• Ownership
• Worldscope…

Keywords: Banks , Bonds and fixed Income , Company Info and Financial Statements , Currency Exchange Rates , Derivatives / Options , Indices and Factors , Stock Prices / Markets , Statistics, Economy

How do I get access into WRDS?

To apply for WRDS access, you must meet the following requirements:

• You are a member (student or employee) of the WiSo faculty.
• You have a valid Uni-Köln identifier (Uni-KIM).

1. Faculty internal application procedure

The following groups of people can apply for a WRDS account:

• Please fill out the appropriate registration form digitally,
• sign it (for student accounts, the signature of the supervising person is also absolutely necessary) and
• send it to lica-data(at)wiso.uni-koeln(dot)de.

Following this, you can create a personal account at WRDS as described below.

2. Personal registration on the WRDS platform

• Open in the web browser: https://wrds-www.wharton.upenn.edu/register/
• Fill out the online form and select "University of Cologne" in the subscriber field and select your appropriate account type in the User Type field.
• After registration, an email will be sent to the WRDS administrators who will then verify WiSo faculty affiliation.
• Once approved by the WRDS administrators, your personal WRDS account will be created and you will receive a confirmation email with information on how to proceed.

Important notice

If you already have a WRDS account - active or recently inactive - do not request another WRDS account. Use the account-transfer-form to automatically transfer the account or contact the WRDS Support.

• Regulations and explanation for access to WRDS
• Getting Started Guide
• Video Tutorials