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Finding data

Financial Markets

This section presents data sources that collect data for financial markets. Examples include stock prices for different exchanges, index data, derivatives, or currency trade. The sources mentioned here are licensed sources and can only be used by students or researchers at VU University. Most sources can be accessed from home. If you need instructions on how to gain access you can check the information in the library web site.

Data Source Description

The Center for Research in Security Prices provides a number of databases: CRSP Mutual Fund Database (quarterly delivery), CRSP 1925 US Stock Database (annual delivery), CRSP 1925 US Indices Database (annual delivery) and CRSP/Compustat Merged Database (CCM Link). The data are available through the WRDS platform.

High Frequency data

While most data for financial markets are reported on a daily basis, the following three databases report intra-day data, in some cases at millisecond frequency.

The database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.
Forex, Futures & Indices
intraday trading data for several indices, currencies and futures.
Thomson Reuters Tick History
Intraday options data.
SDC Platinum

The SDC database consists of three modules.

US and Non-US Mergers & Acquisitions
This source allows researching of US targets from 1979 and non-US targets from 1985.
Global New Issues (equities and bonds)
This source provides research on US public offerings from 1970 to the present and international offerings from 1983 to present.
Venture Capital (VentureXpert)
Industry resources (funds, firms, portfolio companies, individuals) & Industry Statistics.

Access requires specific SDC software that is only available on two specific computers in the library.