Securities & Markets

Centre for Research in Security Prices (CRSP)

• Description: Includes annual and quarterly data on stocks (security files, events, portfolio assignments), CRSP/Compustat Merged data, and index history-interday (quarterly).
• Coverage: US
• Period:   NYSE: All data series begin on December 31, 1925; NYSE MKT: All data series begin on July 2, 1962; NASDAQ: All data series begin on December 14, 1972; Arca: All data series begin March 8, 2006.
• Access: via WRDS

CSMAR Solution

• Description: CSMAR includes comprehensive data on stock returns from companies listed onn the Shanghai and Shenzhen Stock Exchanges. Includes:  15+types of changes in shares outstanding, including initial public offering, listing of seasoned new issue, listing of re-allotment shares, etc; Financial Statements (Quarterly, Semi-annually, annually); Stock Market Trading (Daily and monthly, return, shares outstanding); Corporate Governance; Merger & Acquisition; Initial Public Offering; Shareholders Research
• Coverage: China
• Period: from 1990
• Access: via CSMAR Solution 

IBES Estimates and Guidance Feed

• Description: I/B/E/S (International Brokers' Estimate System) database includes historical analyst earnings estimates on over 20 forecast measures. Covers over 18,000 US companies and 42,000 international companies.
  Coverage: Global, but mainly US.
• Period:  EPS measure summary history (US: 1975+; International 1976+); EPS measure detailed history (US: 1982+; International 1983+)
• Access: via WRDS 

Datastream 

• Description: Global macroeconomic time series content, historical coverage including national, financial, and external accounts, industrial activity and labour indicators, and micro details on housing, energy, automotive, and other industries and key indicators.
  Recommended for: corporate social responsibility (csr), environment impact analysis
• Coverage: Global
• Period:  
• Access: via Refinitiv EIKON (including Datastream for Office) 

LSEG Tick History (via Datascope Select)

• Description: A historical high frequency market data service, offering content from January 1996 onwards for an extensive range of equities, indices, foreign exchange, money, fixed income, and derivatives instruments.
• Coverage: Global
• Period:  January 1996 onwards
• Access: via LSEG Tick History (via DataScope Select)