Access to Databases
The Gordon S. Lang School of Business and Economics is pleased to provide access to a number of databases that will help facilitate research in the School and build capacity for School-wide work in data analytics. Access to these databases is available for faculty, research assistants and graduate students, with limited access for undergraduate students.
How to gain access
Some of the databases require that you create an account with Wharton Research Data Services (WRDS). You are required to complete all fields in the registration form so that our administrators can easily verify they type of account you are eligible to receive. Visit the WRDS website to start the registration process.
Please note that undergraduate students can only access the system if a class account is created by a faculty member, or they can receive a research assistant account at the request of a faculty member. WRDS administrators will not approve an account requested by an undergraduate student unless they receive a request from a faculty member in advance.
- Stephanie Juhasz (email@example.com)
Faculty, graduate students and researchers can view the Destination Canada files and request data access via the Dataverse website. Please contact Statia Elliot (firstname.lastname@example.org) if you need further information.
List of Databases
Bank Regulatory Database
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.
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.
Bloomberg Professional Service
Provides real-time data on every market, news and research, analytics, communications tools and execution capabilities. To access the Bloomberg database, use the Bloomberg Terminals located throughout campus. There are 12 terminals on campus: nine in the Business Data Centre, which is located in Day Hall, three in the Library’s Data Resource Centre. To access the terminals in Day Hall, please contact Stephanie Juhasz (email@example.com).
COVID-19 pandemic notice: Remote access to the Bloomberg Terminals has temporariliy been obtained for University of Guelph students and faculty. Instructions on accessing the terminals remotely is available here.
CFMRC TSX Database
Provides daily and monthly Toronto Stock Exchange trading information.
Accessing CFMRC TSX off campus:
- Log in through the Library's off-campus login website.
- (This step can be done first) Navigate to CFMRC TSX Database using links on the Library's website: Find – Data & Maps – Find more numerical and statistical data - CFMRC TSX Database
Statistics Canada's key socioeconomic database. Updated daily, CANSIM provides fast and easy access to a large range of the latest statistics available in Canada. CANSIM comprises over 40 million time series and thousands of tables.
Accessing CANSIM off campus:
- Log in through the Library’s off-campus login website.
- (This step can be done first) Navigate to CANSIM using links on the Library's website: Find – Data & Maps – Find more numerical and statistical data - CANSIM
Chicago Board Options Exchange (CBOE) Volatility Index
A measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility. It is based on S&P 500 index option prices and incorporates information from the volatility "skew" by using a wider range of strike prices rather than just at-the-money series.
Includes access to the North America, Bank and Historical Segments databases, which consist of U.S. and Canadian fundamental and market information (ex. income statements, balance sheets, cash flow, ratios, earnings, etc) on more than 24,000 active and inactive publicly held companies. The database provides more than 300 annual and 100 quarterly income statement, balance sheet, statement of cash flows, and supplemental data items.
Center for Research in Security Prices (CRSP)
Subscription has four main components:
- CRSP US Stock Databases – contains daily and monthly market and corporate action data for securities with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges
- CRSP 1925 US Index Database – contains five groups of CRSP indexes: CRSP Stock File Indexes, CRSP Cap-Based Portfolios, CRSP Indexes for the S&P 500 Universe, CRSP Treasury and Inflation (CTI) Indexes, and the CRSP Select Treasury Indexes.
- CRSP/Ziman Real Estates Database – Contains firm-specific information and indexes essential to analyze Real Estate Investment Trusts (REITs).
- CRSP/COMPUSTAT Merged Database (CCM) – Researchers use CRSP heavily for pricing data and Compustat for fundamental data items. Because of this the CCM was created which is a linking tool that maps the CRSP identifiers from the CRSP 1925 US Stock Database (PERMNO and PERMCO) to Compustat’s GVKEY codes. This allows you to do historical research on CRSP pricing data and Compustat’s fundamental data simultaneously – instead of toggling back and forth between two separate datasets. CRSP maps the two datasets, linking the identifiers and packages it for you into one database product.
Provides CUSIP numbers, standardized descriptions and additional data attributes for over five million corporate, municipal and government securities offered in North America.
Eikon (Datastream, ESG, I/B/E/S)
Eikon is a set of software products and data provided by Refinitiv for financial professionals to monitor and analyze financial information. It is similar to Bloomberg Professional Service in that Eikon can only be accessed via fixed terminals and in that it provides access to real time market data, news, fundamental data, analytics, trading and messaging tools. Although it has similarities to Bloomberg in terms of the information it provides on recent economic and financial events, Eikon is more desirable than Bloomberg for some types of research projects, because it also provides very detailed historical data and long time series. There are two Eikon terminals at the University of Guelph. One terminal is located in the Library’s Data Resource Centre, and the other terminal is in the Business Data Centre (Day Hall).
COVID-19 pandemic notice: Remote access to the Eikon Terminals has temporariliy been obtained for University of Guelph students and faculty. Instructions on accessing the terminals remotely can be obtained by contacting the WRDS administrators listed above.
Destination Canada (DC)/Global Tourism Watch
Provides access to the Global Tourism Watch (GTW) launched in 2007 to expand consumer-based intelligence in eight core markets: Canada, the US, the UK, Germany, Australia, China, South Korea, and Brazil.
Direct Marketing Educational Foundation (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. Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics.
Comprised of The Daily and Monthly Dow Jones Composite (DJA), as well as The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), The Dow 10, and The Dow 5.
Fama-French Portfolios and Factors
The portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors.
Federal Reserve Bank Datasets
Contains three databases:
- Foreign Exchange Rates database contains foreign exchange rates for over 30 world currencies and trade-weighted indices
- Interest Rates database contains selected interest rates for U.S. Treasuries and private money market and capital market instruments
- FRB-Philadelphia State Indexes provide a set of coincident indexes for the 50 states.
Municipal Securities Transaction Dataset
Contains transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts.
Penn World Tables
Provides national income accounts-type of variables converted to international prices.
Philadelphia Stock Exchange Data
Contains data from PHLX.
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.
A research database specialized in environmental, social and governance (ESG) research and analysis issues.
Wharton Research Data Services (WRDS)
Provides the user with one location to access over 200 terabytes of data across multiple disciplines including Accounting, Banking, Economics, Finance, and Statistics. In addition to the databases provided by WRDS itself, WRDS provides a uniform internet based portal to access 3rd party data including CRSP, Compustat, and other important business research databases.