Vienna Data Center

WRDS, Wharton Research Data Services (WRDS) is a premier, web-based business intelligence platform from the Wharton School at the University of Pennsylvania, providing access to a vast, comprehensive repository of financial, accounting, economic, and marketing data. It acts as a central hub, allowing users to search, analyze, and extract, via R, Python, SAS, or Excel, data from providers like CRSP and Compustat. datasets::  license::  access::  typical use:: 

CRSP US Stock Databases with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges.
CCM , CRSP Compustat Merged - The CRSP Compustat Merged database (CCM) / Subset North-America / links CRSP market and corporate action data with Compustat fundamental data.
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CRSP

including CRSP’s unique permanent identifiers (PERMNO®) allowing for research utilizing time-series,
contains daily market data for securities with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges. Security level time series includes price, return, shares outstanding, and adjustment factors.

All time series are keyed by the CRSP Permanent Security Identifier, PERMNO®, and the calendar trading date. Only trading dates are included.
Price data includes the observed price or bid/ask data as well as the used price derived for the indexes. Used prices, a price type, and the date of a used price are provided.
Returns data includes a total return and capital appreciation based on the Used Prices.
Shares outstanding data is mapped from filings and adjustment events to each time series value. A capitalization is computed based on the used shares outstanding and the used price.
Adjustment data includes the effective ordinary dividend amount, non-ordinary dividend amount, period adjustment factor, and cumulative price adjustment factor. Prices can be divided by the cumulative price adjustment factor to get prices adjusted to the basis of the last available price.

Data Definitions

CCM The CCM database links CRSP market and corporate action data with Compustat fundamental data.
The CCM database offers a variety of benefits including:

Comprehensive research: Many of the links can be easily recreated by comparing identifiers such as CUSIP, ticker, and company name. Through in-depth research CRSP adds to CCM additional links that are complicated due to mergers & acquisitions, multiple securities, cross-listed securities, and more. CRSPLink maps complex relationships over time between CRSP and S&P Capital IQ's Compustat security permanent identifiers. These identifiers permit a seamless time-series analysis of companies and securities, regardless of ticker or CUSIP changes.
Multiple identifiers: The CCM database may be accessed through either CRSP or Compustat identifiers, (i.e. PERMNO, PERMCO, GVKEY).
Coverage CCM includes Standard & Poor's Compustat data, reformatted into CRSP's proprietary CRSPAccess database format, along with link information. Even though CCM is a CRSP product, it does not include CRSP's stock market data.

S&P Capital IQ, former SNL ‐ Finance, Market Intelligence (MI) 100% of investment banks with any substantive industry practice rely on SNL's banking, financial services and insurance information, as do the largest commercial banks, top equity research analysts, leading M&A advisors, and more than 600 asset managers, hedge funds and private equity firms. SNL's financial industry services include detailed profiles on listed and non-listed banks across the world, covering the U.S., Canada, Latin America, Europe, Middle East, Africa and Asia-Pacific.

Our data packages:

S&P CIQ pro (the former SNL FIG Package)

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LSEG - Workspace as known as / Datastream / Refinitiv Eikon / The world’s most comprehensive financial time series database is loaded with 65 years of information, across all major asset classes is now part of Eikon. It consists of two parts – the Datastream Charting APP (DSCHART) and the Datastream Excel Add-In (Datastream for Office, DFO).

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Lobster is an online limit order book data tool to provide easy-to-use, high-quality limit order book data.
Since 2013 LOBSTER acts as a data provider for the academic community, giving access to reconstructed limit order book data for the entire universe of NASDAQ traded stocks.
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Opra The Options Price Reporting Authority (OPRA) data peaks exceed 2 million messages per second.

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VCEE The Vienna Center for Experimental Economics VCEE regularly conducts experiments on a broad range of topics (Bargaining, Public goods, Electoral systems, Fairness, Learning, Markets, Misbehavior, Risk aversion, Trust, etc).

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CALC The Calc server is used for remote computing. Local user accounts are provided therefore.

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HPC3 The WiWi's high performance cluster consists of several nodes and 2 GPU super servers.
If you need an account, please contact peter.kadoun@univie.ac.at !

Data not found ?
Maybe you want to search our university's library?
In case you have already got a budget for a project and need to purchase a license for data, please contact wolf.mayer@univie.ac.at (Mr. Wolfgang Mayer) , the head librarian for digital content, to cut a deal for you!