The UNSW Business School currently subscribes to a variety of financial datasets commonly used by many of the world's top researchers.
These subscriptions provide the necessary infrastructure for UNSW researchers to produce world class research outputs in the financial, accounting, economic and business disciplines. They are listed below along with other useful data sets sourced by UNSW library.
Researchers (postgraduate research degree students and faculty) at the Business School should contact Dr David Simmonds to gain access to many of these datasets. By accessing such data, researchers in the Business School agree to use the data in accordance with the respective vendor license requirements. None of the data sets can be used for commercial purposes of any kind, nor shared with colleagues outside UNSW, every data set used must be correctly cited in all derivative works and all data accessed by a researcher must be deleted when the researcher’s association with UNSW ceases or the Business School subscription to that data set ends. All users of these data must agree to comply with these requirements as a precondition for access and any access by a user will signify his/her acceptance of all these conditions.
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Description: An internet-based access point to many of the available financial, accounting and economic research databases. Please note only academic staff (including visiting staff) and postgraduate research degree students in the Business School can request an account. Individual accounts are not available for other students whose lecturers are invited to contact Dr David Simmonds for more advice if required.
Accessing method: Via the WRDS website, opens in a new window.
Available databases: Compustat Global, Compustat North America, Center for Research in Security Prices (CRSP), Option Metrics, Institutional Brokers Estimates System (I/B/E/S), New York Stock Exchange Trade and Quote (NYSE TAQ and WRDS premium access), Thomson Reuters Share Holdings, Survivor-bias Free Mutual Funds, GovPX, Mergent FISD, RatingsXpress, S&P Credit Ratings, Execucomp, Corporate Library, KLD, Risk Metrics, Eventus, TRACE and more.
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Description: Performs event studies directly from CRSP stock databases but also accepts data from any source. Available to use both on a WRDS server and also on your local UNSW PC.
Coverage: Any source.
Accessing methods: WRDS, contact Dr David Simmonds for access details of the stand alone PC version.
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Description: Provides intraday trade and quote data for all securities listed on US stock exchanges. An upgraded service now with nano second time-stamping commenced in 2015 when NYSE retired the existing second-based time service. This has maintained an unbroken service since 1993.
Coverage: United States
Period: From 1993 onwards
Accessing methods: WRDS premium TAQ service, contact Dr David Simmonds for access to monthly CDs/DVDs/HDDs.
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Description: CRSP maintains four main data sets, the most famous of which is their US Stock Database containing end-of-day and month-end prices and returns for all listed US common stocks. Daily and month-end US price data starts in December 1925.
CRSP’s Indices Database delivers five groups of indices: Stock File Indexes, Cap-Based Portfolios, S&P 500 Universe indices, Treasury and Inflation indices and Select Treasury indices. CRSP Treasury and Inflation Database begins in 1925 for month-end and 1961 for daily data (not subscribed) for US Treasury Bills, notes and bonds. CRSP Survivor-Bias-Free US Mutual Fund Database is a complete performance record of both active and inactive US mutual funds (see later entry for more details).
Two other data sets include:- CRSP/COMPUSTAT Merged Database, which permits researchers to simultaneously access data from both CRSP’s Stock Database and Compustat’s fundamental data (see Compustat entry below);
- CRSP/Ziman Real Estate Data Series (not subscribed)
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Description: Delivers all of Morningstar's global databases, which are regularly updated. Complete access is provided to current and historical performance, risk, operations, cash flows, and portfolio holdings data, as well as proprietary Morningstar statistics. Morningstar’s highly regarded Sustainability metrics, Sustainalytics, are available here too. Thousands of market indexes are included for benchmarking and market research, plus extensive manager narratives and Morningstar analysts' commentary for a qualitative view. It can be used to select and evaluate managed investments, with Modern Portfolio Theory statistics, either for research or teaching. The financial results of thousands of global companies are also available and comprehensive estimated cash flow and market share data are provided for a variety of global managed investments. A searchable database of public filings is included too. Together, these data permit performance attribution to assess the outcome of a portfolio manager's sector and stock selections.
Coverage: International
Accessing method: Shared accounts on Morningstar servers. Please contact Dr David Simmonds for further details.
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Description: A comprehensive source of historical price and implied volatility data. It contains historical daily prices of options and associated underlying instruments, volumes, option open interests, implied volatilities from American or European models, and standard option sensitivities (delta, gamma, vega/kappa, and theta). Options on a particular underlying security can be tracked over the entire range of historical dates regardless of changes to the underlying ticker symbol or CUSIP. An additional set of standardized at-the-money-forward options is constructed via interpolation for each underlying series every day, and implied volatilities are computed at 30, 60, 91, 182, and 365 day expirations (longer expirations are available for some series)
Coverage: All US exchange-listed and NASDAQ equities and market indices, as well as all US listed index and equity options
Period: January 1996 onwards
Accessing method: WRDS
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Description: Simplifies the matching of COMPUSTAT financial data and the security price data of CRSP.
Coverage: United States
Accessing methods: WRDS
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Description: Historical performance of open-ended mutual funds using survivor-bias-free data. Includes style, fee structure, holdings, and asset allocation. Also included are fund dividends, monthly/daily total returns and net asset values and monthly total net assets. Schedules of rear and front load fees, asset class codes, and management company contact information are provided.
Coverage: United States
Period: From 1962 onwards
Accessing method: WRDS
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Description: A reliable means to join CRSP Mutual Fund (MFDB) data covering mutual fund performance, expenses, and related information to equity holdings data in the Thomson Reuters Share Holdings Datasets (formerly known as TFN/CDA S12 datasets).
Coverage: United States
Accessing method: WRDS
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Description: Contains three separate datasets:
- Mutual Funds (formerly known as CDA/Spectrum or Spectrum 1.2) provides security holding information for all registered mutual funds reporting to the SEC, plus 3,000 global funds;
- 13F Institutional (formerly known as CDA/Spectrum 3.4) common stock holdings and transaction information as reported to the SEC on Form 13F by institutional managers with $100 million or more in assets under management.
- Insider Filings as reported on Forms 3, 4, 5 and 144. This data set also includes indicators of predictive ability of insider trades for subsequent stock returns.
Coverage: United States and Canada global funds
Accessing method: WRDS
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Description: The following services are available from alternative asset class specialist, Preqin
- Private Equity Fund Manager Profiles: covers more than 6,400 private equity fund managers of all different types worldwide, including industry preferences, funds raised, available capital, and investment preferences
- Private Equity Buyout Deals Analyst: gives details on over 28,700 deals globally, including all buyout deals from 2006-present, 10 year buyout data for the largest 100 global buyout firms, and potential forthcoming exits and IPOs
- Private Equity Venture Deals Analyst: reports on more than 34,700 deals globally, includes all venture deals from 2009-present, 10 year venture data for the largest 100 global venture firms, and forthcoming IPOs
- Private Equity Performance Analyst: fund returns data for over 6,000 private equity funds worldwide, plus data on private equity and venture capital fund performance from 1980-present, market benchmarks, and top performing fund managers and funds of all time
- Infrastructure Online: a comprehensive overview of the infrastructure industry, for over 640 infrastructure funds (1980-present) and 3,700+ deals globally (1994-present). Also includes information on fund performance (120+ infrastructure funds worldwide, from 1980 onwards), fund raising, fund terms and conditions (anonymously for 90+ funds, including management fees), fund manager profiles (350+ infrastructure fund managers of all different types), investors (profiles for more than 1,700 LPs worldwide) in infrastructure, investment consultants (over 340 globally), placement agents (50+ worldwide) and law firms (70 worldwide)
- Named Private Equity Cash Flow: private equity fund cash flow data with fund names, showing full cash flow information for over 2,100 funds globally with over 117,000 data points, including 61,349 cash flow transactions and 56,078 historic NAVs.
Coverage: International
Accessing method: WRDS (not including Infrastructure). Online accounts are also available. Contact Dr David Simmonds for more details.
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Description: A collection of accounting and corporate governance data sets, the principal ones being:
- North America, which provides financial accounting and market data for active and inactive U.S. and Canadian publicly held companies. More than 300 data items are available for annual reports from 1950 onwards.
- Global, which covers active and inactive publicly held companies outside North America. Annual reports begin in 1987 and more than 34,000 companies are covered in standardised reports enabling comparisons across national boundaries.
- RatingsXpress, provides Standard & Poors corporate credit ratings for companies internationally (see separate entry for RatingsXpress).
- Execucomp, delivers detailed executive compensation information for companies that have ever been in the US S&P 1500 index since 1994 (see separate entry for Execucomp).
- People Intelligence, contains profiles of professionals including biography, contact data, education, compensation, affiliations, and corporate board memberships. Each distinct profile can include contact details, biography, education, job functions and titles, board memberships, compensation, insider activity, and options holdings.
Coverage: International (Compustat Global, RatingsXpress, People Intelligence), Northern American (Compustat North America), S&P 1500 companies (Execucomp).
Accessing methods: WRDS
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Description: CSMAR have databases focusing on a wide range of attributes related to Chinese companies. The Business School subscribe to all of the CSMAR data sets delivered via WRDS, plus 23 others sourced directly from CSMAR’s website.
Available from WRDS are Chinese: stock market price (daily and monthly, returns, shares outstanding); financial report (quarterly, interim, and annual; and fund (open and closed-end, with NAV and fund holders for each) data sets.
Delivered from CSMAR’s website are datasets of Chinese: stock market trading; market index; initial public offerings; new issues and rights issues; dividends; volume; block trades; trading suspension and resumption; financial statements; quarterly and interim statements; ratios; corporate governance; mergers and acquisitions and asset restructurings; related party transactions; state-owned share auctions; audit opinions; forecasts; and overseas companies; plus moreCoverage: China
Accessing methods: WRDS and accessing either of the following websites using any computer connected to UNSW’s internet services (it will not function from other locations, such as your home)
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Description: Provides comprehensive historical information on loan pricing and contracts details, terms, and conditions for more than 162,000 loan and bond facilities from around the globe. Contract information is provided for high yield bonds, private placements and hybrid financial structures data, which are compiled from SEC filings and public documents and other sources. Information includes borrower, lender, purpose, amount, fees, covenants, financials and more. Tear sheets are available up to cessation in 2003.
Coverage: International
Period: 1987 onwards
Accessing method: Secure Business School server or by contacting Dr David Simmonds.
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Description: Full coverage of Standard & Poors (S&P) credit ratings for all S&P-rated corporations, financial institutions, insurance companies, sovereigns, structured financings and utilities; for structured finance, such as asset-backed securities, commercial mortgage-backed and residential mortgage-backed securities; and for the U.S. Public Finance market including general obligations, project financings, and revenue bonds - approximately 600,000 issues and 20,000 issuers. Credit ratings are at the issuer and the issue level and short and long term. Ratings information includes CreditWatch and Outlook assessments.
Coverage: International but US focused originally
Period: From 1923 onwards
Accessing method: WRDS (under the Compustat - Capital IQ tab - 1923 to 2012 under RatingsXpress and 1923 to current under S&P Credit Ratings)
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Originally sponsored by Professor Elizabeth Carson and Professor Roger Simnett
Description: Detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know who is auditing whom and how much they are paying for what services.
Coverage: International
Period: From 2000 onwards
Accessing methods: WRDS, Audit Analytics website
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Description: Provides tools to help users Find, Extract and Normalize content from SEC EDGAR filings stored locally at UNSW. It has a custom developed search engine with 9 search operators and more than 35 ways to filter documents. This search engine was developed specifically to address common search problems within SEC filings and allows filtering on Central Index Key (CIK), searches restricted to specific date and form types, and even on specific 8-K filing codes. Tools are included to extract content and tables from filings, and normalization tools are included to convert the stuff in EDGAR filings into data. A significant amount of data has also already been extracted and normalized from EDGAR filings and made available for direct download. A partial list of that processed data includes Executive Compensation tables, Director Compensation tables, Beneficial Ownership tables and Tax Rate Reconciliation. directEDGAR delivers analysis ready data that is not available from other sources.
Coverage: US Securities and Exchange Commission (SEC) company filings from the USA and elsewhere that appear in the SEC’s Electronic Data Gathering, Analysis and Retrieval system (EDGAR).
Access method: Contact Dr David Simmonds for more details.
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Description: Detailed executive compensation information (salary, bonus, options and stock awards, non-equity incentive plans, pensions and other compensation) for companies that have ever been in the US S&P 1500 index since 1994. Data from 1992 is mainly for S&P 500 companies.
Coverage: S&P 1500 companies
Period: 1994 onwards
Accessing method: WRDS (under the Compustat link)
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Description: provides access to professional profiles for over 2,640,000 private and public company executives, board members, and investment professionals, globally. Each professional in the database has a distinct profile which can include contact details, biography, education, job functions and titles, board memberships, compensation, insider activity, and options holdings. The data set helps you to: gain insight on an individual's career history and professional relationships with current and prior information; view committee membership details for board members and executives; and to research individuals based on professional background, title and function, education, compensation, affiliations; and more.
Coverage: International
Accessing method: WRDS (under the Compustat link)
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Description: Supplies comprehensive information about the boards of listed companies, including:
- Executive members of the board: Who are they, where from, experience; history within the board; board tenure; other external board responsibilities
- Board structure: Stability; attrition rates; succession issues; balance; experience; time in role; independence ratio; diversity
- Non-executive and independent directors: Backgrounds; experience; other directorships; independence; history within the board; potential conflicts of interest
- Audit, remuneration and nomination committees: Relevant experience; independence ratio
- Board Remuneration: Cash, shares and options; changes in value
Coverage: Begins in 1999 and covers 400,000+ people in 14,500+ listed companies. Geographical company coverage is 7,800 North America, 2,600 UK, Europe 2,300, Australasia 718, India 240, ROW 900. The online version is updated daily.
Accessing methods: A limited number of shared accounts are available for online access to the entire dataset. Online access is designed to deliver detailed analysis of individual companies. Systematic downloads are prohibited through this facility and can result in terminated access for all Business School researchers. Contact Dr David Simmonds for more access details.
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Description: Is a source of corporate governance, compensation and other company information for over 4,000 US companies and more than 40,000 corporate executives and directors. Topics covered include: corporate board structure and independence, director positions and committee assignments, executive and director compensation, audit fees, corporate ownership and takeover defences.
Coverage: USA
Period: 2001 onwards
Accessing method: WRDS
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Description: Comprises two data sets: 1) Governance (describing takeover defence attributes and other corporate governance provisions); and 2) Directors (containing director identification, role, expertise and committee participation details).
Coverage: USA
Period: 1992 onwards
Accessing method: WRDS
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Description: KLD stats provides social investment benchmark indexes such as: Domini SocialSM Index (DS 400 Index), Broad Market SocialSM Index (KLD BMS Index), and the Large Cap SocialSM Index (KLD LCS Index). Now, the successor service, called MSCI ESG Ratings Time Series, provides benchmarked opinions of each company’s management of financially relevan ESG risks and opportunities.
Coverage: USA focused at WRDS, and global focused in ESG Ratings Time Series, from 2007 onwards.
Period: 1991 to 2019 at WRDS. 1999 and ongoing locally.
Accessing method: WRDS for data to 2019. MSCI ESG Ratings Time Series is hosted locally. Contact Dr David Simmonds for more access details.
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Description: Do companies walk their talk when it comes to human rights, labour standards, corruption and environmental issues?
RepRisk ratings address these questions by meticulously assigning a Reputational Risk Index (0 lowest to 100 highest exposure to ESG issues), a Reputational Risk Rating (AAA low to D high risk exposure relative to peers and sector) and guidance on whether or not a company’s activities violate, or are about to violate, any of ten UN Global Compact Principles.
Each day RepRisk scans more than 100,000 public sources to systematically identify and assess reported material ESG risk incidents and to produce its Reputational Risk metrics. Sources across 23 languages from print media, online media, social media, blogs, government source and more, are all scanned.
Events have been captured for more than 250,000 companies (15,000 public and 235,000 private), since January 2007, from North America (24%), Asia (33%), Europe (26%), Other America (9%), Africa (5%) and Oceania (3%). Risk incidents for 80,000 projects (eg mines, pipelines, chemical plants, etc), all sectors and countries plus other entities such as NGOs and government bodies are also present. Every day more entities are added to the collection, as companies and other entities appear in new reports.
RepRisk experts, together with proprietary AI software, code each risk incident to at least one of 28 core research scope ESG issues, in four broad categories:
- Environmental – animal mistreatment, climate change, landscape impacts, local pollution, overuse of resource, waste;
- Social – child labour, employment discrimination, forced labour, freedoms, human rights, impacts on communities, local participation, health and safety, poor employment, social discrimination
- Governance – anti-competitive, corruption, executive compensation, fraud, misleading communication, tax evasion, tax optimisation
- Cross-cutting, refers issues spanning several of the ESG categories – controversial products or services, health and environmental issues, supply chain, violation of international standards, violation of national legislation.
A further 74 Topic Tags extend the 28 core categories to measure 102 ESG risk factors in total. The 74 Topic Tags cover ESG “hot topics” and themes, each of which can be linked to multiple core categories. Some of these are: illegal fishing, asbestos, airborne pollution, coral reefs, fracking, gambling, human trafficking, illegal logging, money laundering, offshore drilling, opioids, palm oil, rare earths, tobacco, waste water management, water scarcity.
Coverage: International, based on whether a company is the subject of external reporting of ESG incidents
Accessing method: WRDS
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Description: The following data sets are accessible from FactSet:
- FactSet Premium Workstation, which contains global market data (Equity, Debt, FX, Futures, Commodities); an ability to add additional applications such as Portfolio Analysis (PA), portfolio optimizers etc;
- FactSet Ownership (Lionshares), which has global equity ownership data for institutions, mutual fund portfolios, and insiders/stakeholders. Both summary and detailed ownership data is available by security or by holder (institution, mutual fund, insider/stakeholder, as well as beneficial owner in the case of UK domiciled securities);
- FactSet People’s Db provides personal and professional information for over 850,000 individuals associated with public and private companies.
Coverage: International
Accessing methods: Individual Factset accounts are available to source the Premium Workstation content. Factset Lionshares is hosted locally. Contact Dr David Simmonds for more access details.
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Description: A comprehensive database of publicly-offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and issuers, as well as transactions by insurance companies.
Issuer specific information includes: Industry codes, S.I.C. codes and N.A.I.C.S. codes; ticker and exchange listings; issuer names and parent relationships; bankruptcy and default detail.
Issue specific data includes: Full call, put and sinking fund schedules and call frequency codes; structured security flags and detailed information; floating rate formulas, current rates and coupon schedules; Fitch IBCA, Moody's, S&P and Duff & Phelps credit ratings; U.S. Treasury auction information; convertible debt information; underwriters, trustees and fiscal agents; unit deals and warrant information.
Transaction information includes: All bond acquisitions reported since 1994 by insurance companies; all bond disposals (sales, redemptions) since 1995 by insurance companies.
Coverage: United States
Accessing method: WRDS
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Description: A comprehensive display of tick by tick pricing and volume for all active US Treasury issues, including bills, notes, bonds, STRIPS and TIPS; trade volume representing ICAP global electronic and voice activity; as well as US Treasury market intra-day commentary from Ried, Thunberg ICAP and Wrightson ICAP.
Coverage: United States
Period: From 1991 to 2012
Accessing method: WRDS and also locally. Contact Dr David Simmonds for access details.
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Description: Provides analyst forecasts on company earnings, cash flows, and other important financial items. Forecasts are provided from both individual analysts and summaries from all analysts combined.
Coverage: International (but mainly USA)
Accessing methods: WRDS, Datastream, Eikon
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Description: Description: Delivers forward looking statements made by companies concerning their future financial performance. IBES Guidance gives indications or estimates of future earnings, as provided by the companies themselves. For example, if the company states 15% growth, the IBES Guidance data collection team update data from the previous year to produce a compatible future estimate that is 15% higher. Included in this dataset is a derived field indicating whether each guidance event meets, beats, or falls short of the mean IBES forecast.
Coverage: International with USA focus
Accessing method: WRDS
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Description: WorkSpace delivers the following services:
- Company Overviews: Financial data for more than 55,000 public companies around the world; key ratios, capital structure, latest deals, top holder, events and credit ratings from Moody’s and S&P (where available); data for over one million private companies globally; access to private company profiles including business descriptions, key executives, private equity investors and fund names
- ESG data (formerly ASSET4): ESG data and scores for 9,000 global companies, with data from 2002 onwards and more than 540 different data points and ESG analytics. Includes Sustainable Development Goals (SDG) comparisons for 210 countries
- Streaming news and quotes: Delivers market moving stories and analysis on companies, industries and market trends from 2,500 journalists across 197 bureaux worldwide
- Deals: Comprehensive M&A and capital markets transaction data with quick access to analysis and reports on deal activity and trends such as M&A by industry sectors. Includes industry-leading league tables
- Market Awareness Summaries: World indices, currencies, LIBOR, benchmark bond yields and Treasury rates; key economic indicators and a calendar of upcoming indicators affecting market sentiment
- Comparables: Allows comparisons of market data, price multiples and key ratios for a company relative to others in their peer group
- Filings: International filings with 9 million documents that 58,000 companies filed with stock exchanges and regulatory agencies such as the LSE and the SEC. Searchable by industry, location, exchange and document type
- Officers and Directors: 500,000 public company officers and directors, reports job titles, employment history, committee affiliations, age and education
- Analyst research (embargoed): In-depth research reports from over 1,400 investment banks and independent research firms with over 9 million reports online
- Broker estimates: Analyst estimates and expectations for more than 20,000 active companies from the I/B/E/S database, for items such as sales, EPS, pre-tax profit and EBITDA
- Company Events: Source of corporate information and market moving events, such as corporate conference calls
- Ownership: Coverage of global share ownership data, investor profiles and contacts enabling identification of strategic relationships between companies
Coverage: International
Accessing methods: Available via limited online accounts. Please contact Dr David Simmonds for more details.
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Description: Provides data on public equity issues (including IPOs, secondary offerings and private equity), bond issues (including private debt), syndicated loans, mergers and acquisitions, joint ventures/alliances and repurchases.
Coverage: International
Accessing method: Available within a LSEG WorkSpace service.
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Description: Datastream was a platform delivering a wide range of data on most international financial products and economics. Financial products or data categories include equity, bond, index, future, option, commodity, warrant, trust, exchange rate, interest rate and economics. Nowadays that same content is delivered through our WorkSpace subscription. Included with the service is a Microsoft Excel add-in mimicking the Datastream interface and permitting direct access to the data from within Excel.
Coverage: International
Accessing methods: Available within each WorkSpace account. Please contact Dr David Simmonds for details.
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Description: Worldscope's fundamental data on the world's leading public and private companies represents over 95% of global market value. Worldscope provides annual and interim/quarterly historical financial statement content, per share data, hundreds of calculated pre-calculated ratios, pricing and textual information. Standardized formats are applied across various country standards for 57,000 companies in over 70 countries. Four major templates are available for Industrials, insurance companies, banks, and other financials to facilitate comparisons between companies and industries, within and across national boundaries. Up to 20 years of historical data are available, with annual histories of up to 1,600 data items beginning in the late 1980s for firms in developed markets, and from the early 1990s for firms in emerging markets. Some annual records date back to 1980. Interim histories of 250 items begin with 1998 for U.S. companies and of 180 items from 2001 for non-U.S. companies. Worldscope includes product and geographic segment data, textual profile data, such as address, web address, major shareholders business descriptions, plus restated data from 2004, in addition to original accounts. Like Datastream, Worldscope is now incorporated into the larger range of LSEG WorkSpace services.
Coverage: International
Period: Up to 20 years of historical data
Accessing method: Delivered as a component of the LSEG WorkSpace service. Please contact Dr David Simmonds for further access information.
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Description: Bloomberg is a comprehensive platform providing complete coverage of global equities, fixed income, derivatives, foreign exchange, debt markets, M&A, metals, soft commodities, energy, economics, news, research, earnings estimates, etc.
Coverage: InternationalAccessing methods: Via four dedicated terminals. Two of these are in the School of Banking & Finance’s iLab facility (UNSW Business School room G21) and two more are within the School of Banking & Finance central office at station 332 D&E. UNSW's licence permits limited data downloads each month from the Bloomberg terminals.
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Description: Contains detailed imports and exports statistics reported by statistical authorities of close to 200 countries or areas. Annual trade data begins from 1962. It is the most comprehensive trade database available with more than 1 billion records. An example of the kind of record it delivers is the exports of cars from Germany to the United States in 2004 in terms of value (US dollars), weight and supplementary quantity (number of cars). The database is continuously updated with trade data received from national authorities and standardized by the UN Statistics Division before being added to UN Comtrade.
Coverage: International
Accessing method: Register for an account at https://comtrade.un.org, click on the Login link on the top right of the page, then use the next page link to create an account -> “Sign up now” and follow the succeeding steps on the screen.
Data can be accessed directly from the site’s home page or by using one of the query tools under the "data query tab". The shortcut query (same as the home page) and the basic query are probably most useful for people looking for information about trade of a particular product or between a particular pair of countries. The express query is best for downloading multiple country/multiple product data.
Researchers searching for help can find useful information at the United Nations International Trade Statistics knowledgebase.
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Description: SIRCA was created as a not-for-profit financial services research organization to support research by Australian and New Zealand universities by providing access to the most comprehensive Australian financial data. Databases include: ASX Daily Data, ASX Intraday Data, ASX Derivatives Data, ASX Futures Intraday, Chi-X Intraday, Broker Trades, Australian Company Announcements Signal G, Australian Corporate Governance, Share Price and Price Relatives (SPPR), ASX Corporate Action histories, Morningstar Fundamentals (Australia and New Zealand), Morningstar appointments,resignations and trades of ASX Directors, Morningstar notices from substantial shareholders of ASX listings. CoreLogic benchmark property indices and sales outcomes for Australia and New Zealand. In addition, SIRCA helps researchers obtain access to CoreLogic property transaction data in Australia and New Zealand.
Accessing method: Services are generally delivered via SIRCA’s protal, which is a cloud-based environment with high speed processing capabilities. Please contact Dr David Simmonds to request a researcher account with SIRCA.
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Description: Datascope Select (TRTH) is a unique data base of tick level price, market depth and other information spanning the world’s markets. It dates from January 1996 and is updated four times each day, as the world’s new data unfolds. TRTH is a faithful record of information reported moment by moment through Thomson Reuter’s world-wide real-time Integrated Data Network (IDN).
All of the world’s major asset classes and markets are covered. Data on all traded equity instruments is available from over 250 regular stock exchanges around the planet. Most over-the-counter markets are covered too. Price, quote and other data is stored for the world’s markets in Futures, Options, Commodities & Energy, Foreign Exchange, Money, Fixed Income. Also available are global data on Indices, Funds and Economic Indicators. TRTH comprises more than 35 million different instruments.
Information can be delivered direct from TRTH as intraday tick data, which displays all trades and every movement in the best bid and ask quotes, every moment through each day; or it can be aggregated by TRTH through the day into seven intervals ranging from 1 second to 1 hour; or it can be delivered as end-of-day data. Bid and ask limit order books, or the market depth of each order book, are also available for many exchanges. TRTH permits users to easily select the most appropriate data type and frequency for their research.
Complementing the traditional GUI access to TRTH are Application Programming Interfaces (APIs) with access to Amazon Web Services and also Google Cloud.
Coverage: Global
Accessing method: To apply for an account please contact Dr David Simmonds.
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Description: Open-access quantitative finance & economics datasets covering 20+ major global exchanges spanning various asset classes (equities, foreign exchange rates, cryptocurrencies, etc.), company financials, and economic indicators (e.g., GDP, inflation, etc.). For programmatic access to the service, please refer to their API documentation (Python, NodeJS, PHP, C#/, NET and more API examples) or this review article which also includes Python code samples for their REST APIs. Spreadsheet access via Microsoft Excel or Google Sheets is described in their spreadsheet documentation.
This service includes the Alpha Academy, which is an open knowledge base containing code examples developed by industry experts in quantitative investing, machine learning, blockchain technologies and more. Available here are code examples for stock price deep learning, a stock visualisation website and creating your own cryptocurrency.
Coverage: intraday (USA), daily/weekly/monthly (international), fundamentals (USA), economic indicators (USA).
Period: intraday (trailing 2 years), daily/weekly/monthly (20+ years), foreign exchange rates (10+ years), fundamentals (5+years), economic indicators (10+years).
Accessing method: [Free Academic Access] claim your free API key here to access these data sets.
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Description: Intraday (trade and quote, full order book) ASX cash equity data is available from 1987 onwards. Time and Sales, Market Depth, and Time Bar (1min, 1hr, 1day) data are also available from 1987 until 2016, when a new ITCH data source was introduced. ITCH remains the source for full order book cash equities data. Full order book data from Chicago Board Options Exchange (CBOE) (formerly Chi-X Australia) begins in 2011 and is ongoing.
Broker trade identifiers are included in the SEATS dataset, which preceded ITCH, and in a separate file thereafter, and is ongoing.
Intraday Options and Warrants data on equity securities is available from 1987 onwards.
Intraday ASX Futures, Options and Combinations data from the ASX 24 (formerly Sydney Futures Exchange) is available from 2017 onwards.
Coverage: ASX and Chi-X Australia markets
Accessing method: Via SIRCA's DataLibrary protal. To apply for an account please contact Dr David Simmonds.
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Description: End of month records for fully paid shares listed on the Australian Securities Exchange (ASX). Available records include: share prices; dividends; capitalization adjustments; franking credits; price relatives (with and without franking credits); issued share numbers; market capitalizations; volume traded; industry classifications; ticker codes; foreign company status. Each series correctly links across all name and ticker code changes which are separately recorded in a name/ticker history table. Value-weighted indices derived from the complete dataset are provided for the entire market and various industry classifications.
Coverage: Full coverage since December 1973 of fully paid shares listed on the Australian Securities Exchange (ASX), with some price relatives back to February 1958.
Accessing method: To request access please contact Dr David Simmonds.
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Description: Complete record of announcements issued to the Australian Securities Exchange (ASX) by its listed companies, in accordance with their listing obligations. Original announcements are held in this collection, together with corresponding text conversions, which allow users to search the entire collection for key words of interest within individual announcements. Other search parameters include: company names and tickers; date ranges; and listing rule reporting categories. Users can choose to download actual announcements or event-study friendly summary files containing ticker codes, announcement dates and listing rule categories.
Coverage: Announcements since 1992 by ASX listed companies.
Accessing method: Via SIRCA's DataLibrary protal. To apply for an account please contact Dr David Simmonds.
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Description: SIRCA delivers various datasets with Corporate Governance content.
Their own Corporate Governance (CG) database attributes from annual reports for companies that have been among the largest 500 ASX listings since 2001. Data continues for old top 500 members and data is recovered for new top 500 members so that almost 1,500 companies are covered. Recorded attributes include: compensation structure of a company, which breaks down remuneration into twelve categories; equity compensation structure, such as shares, options, performance rights and other equities granted; directors and executives of a company, their biographical details and committee memberships; personal shareholdings of directors and senior executives; previous expertise of directors and executives; substantial shareholder information, as well as combined holdings by the largest 20 shareholders; audit information, such as audit opinion, auditor name and fees; committee details for each company, including details of the committee charter; committee details for each director and their attendance record. This database holds data between 2001 and 2015.
Succeeding the CG database are a service of ASX reported appointments and departures since 2003 of company directors and executives.
Morningstar files of director and executive profiles, audit committee, remuneration committee, nomination committee and board membership by company year, director and executive compensation, audit fees, insider share transactions, substantial shareholder transactions and historic holdings of institutions are all available.
Coverage: Australian listed companies
Accessing method: Via SIRCA's DataLibrary portal. To apply for an account please contact Dr David Simmonds.
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Description: Comprehensive financial accounting data for Australian and New Zealand listed firms from 1987 onwards. Separate tables are available for annual/preliminary reports, earnings per share, growth, operating and valuation ratios. Restated and Trailing Twelve Month figures are also disclosed.
Coverage: Australia, New Zealand
Accessing method: This service is supplied by SIRCA through its DataLibrary interface. See the separate entry above for information about SIRCA accounts.
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Description: Various data sets covering different aspects of ASX listed companies.
Director Profiles
Included in this data set are director's name, year of birth, gender, directorship, ASX company name and ticker code, dates of appointment/change/cessation. Data exists from 1987 (152 records) and steadily increases in quantity through time.
Director appointments and changes
Records changes to the board of directors and company secretaries for each ASX listed company.
Director Remuneration
Fields in this data set include: salary, cash bonus, non-monetary benefits, other short-term remuneration, superannuation, retirement benefits, shares and options. Coverage begins in 2011.
Director trades
Shows share and option trades by directors. The quantity and value of each trade and director's post trade holding is shown with a brief description of the nature of the change. Significant coverage begins in 2005 and is ongoing.
Top 20 Shareholders
Presents the names and holdings of the largest twenty shareholders reported in each annual report by ASX listed companies. Significant coverage commences with data from 1997.
Substantial shareholder notices
Records the commencement, changes and cessation of substantial shareholdings. Other fields include the number of relevant interest shares held and their proportion of the number of listed shares. Significant coverage begins in 2003.
Accessing method: Ongoing updates for these services are now supplied by SIRCA as Gateway platform data sets. Contact Dr David Simmonds for further details.
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Description: Information on corporate details including business summaries, directors and management, company history and listing details, operational history, takeovers, capital table and history, dividend history, shareholder information, directors' interests, controlled entities, segmental performance, company announcements - Signal G, company announcements - image signal and annual reports. Also included now are 12-year histories of more than 400 data items of financial information taken from annual reports.
Coverage: Companies listed on the Australian Securities Exchange
Period: 1989 onwards
Accessing method: Via the UNSW Library website, opens in a new window
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Description: Company announcements, Prospectuses, New Issues, Takeovers and Mergers, Expert Reports, Director and Executive Remuneration, Listing Rule Waivers and Annual Reports are all delivered by Connect4.
Coverage: ASX listed companies
Accessing method: via UNSW Library website, opens in a new window under their Database search tool.
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Description: (formerly OneSource Global Business Browser and Avention). Includes information on the top 90,000 global private and public companies, 260,000 in the Asia Pacific region and top 21,000 ANZ companies. Information includes detailed financial analysis and screening on 35,000 global public companies plus simplified financial screening on over 300,000 private companies, plus Analyst reports from Investext, 2,500 Industry reports from Datamonitor, corporate family structures, executive contacts and biographies, news and articles. Generate lists of executive contacts or companies by industry, location or size.
Coverage: Asia Pacific for private company data and global for public companies.
Accessing method: via the UNSW Library website, opens in a new window under their Database search tool
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Description: Provides detailed 30 to 40 page reports of key statistics and analysis of market characteristics, major industry participants, operating conditions, current and forecast performance, company personnel, ownership structures, and more, for 20 Australian industry sectors and over 760 industry segments.
Coverage: Australian companies, including Small and Medium Enterprises (SMEs).
Accessing method: via the UNSW Library website under their Database search tool.
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Description: the only USA survey providing information on the buying habits of American consumers, including data on their expenditures, income, and consumer unit (families and single consumers) characteristics. Survey data are collected for the Bureau of Labor Statistics by the U.S. Census Bureau and consists of two parts: the Quarterly Interview Survey and the Diary Survey. The CEX has been described as the US equivalent of Australia’s HILDA Survey (see separate entry for HILDA).
The CEX is used by economic policymakers examining the impact of policy changes on economic groups, by the Census Bureau as the source of thresholds for the Supplemental Poverty Measure, by businesses and academic researchers studying consumers' spending habits and trends, by other Federal agencies, and to regularly revise the Consumer Price Index market basket of goods and services and their relative importance.Coverage: USA
Period: The entire back history is available, covering all data between 1972 and 1999. Data from 2000 onwards is freely available from this website. A copy of the data between 2000 to 2013 has been kindly captured from the website by Dr Konark Saxena and updated by Mandeep Singh and is included with the rest of the collection described above.
Accessing method: Secure Business School server or by contacting Dr David Simmonds.
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Description: The HILDA (Household, Income and Labour Dynamics in Australia) Survey is a household-based panel study. It provides insight into economic circumstances over time and the persistence of income disadvantage for individual households.
The survey began in 2001 and collects information regarding economic and personal well-being, labour market and family dynamics. For more information about the HILDA Survey, go to the HILDA survey page on the Melbourne Institute's website.
Coverage: The wave one panel consisted of 7,682 households and 19,914 individuals.
Accessing method: Access to the HILDA datasets is only available to current UNSW academic staff and postgraduate researchers. Information on how to register for HILDA is available at: dataverse.ada.edu.au/dataverse/ncld
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Description: A longitudinal study exploring family and social issues that can be used to gauge critical periods for the provision of services and welfare support and to identify the long-term consequences of support policies. For more information visit the Growing Up in Australia website, opens in a new window.
Coverage: Australian children born March 1999 - February 2004
Accessing method: Contact UNSW University Librarian and successfully complete a deed of confidentiality.
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Description: Description: Delivers forward looking statements made by companies concerning their future financial performance. IBES Guidance gives indications or estimates of future earnings, as provided by the companies themselves. For example, if the company states 15% growth, the IBES Guidance data collection team update data from the previous year to produce a compatible future estimate that is 15% higher. Included in this dataset is a derived field indicating whether each guidance event meets, beats, or falls short of the mean IBES forecast.
Coverage: International with USA focus
Accessing method: WRDS