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UCL LIBRARY SERVICES

Data and Statistics

This guide brings together resource lists of secondary data sources, support material and further guidance.

Bonds, CDS and interest rates

Includes the All Quotes App that allows users to view a list of all market quotes available for a chosen bond or swap.

The Bond Calculator App performs in-depth price and yield analysis on a bond, including future cash flows and sensitivity analysis.

The Best Broker Quotes App provides a unique and exclusive overview of the global Emerging Eurobond markets, consolidating the quotes from the world’s leading interdealer brokers.

There’s the Bond Curve Overview for World Government Bond Curves.

Bond Futures allows users to monitor and analyse bond futures deliverable basket information, such as cheapness-to-deliver and cash-and-carry, perform hedging simulations, etc.

There’s CDS for a Credit Default Swap overview.

Corporate Bond Prices includes criteria and a real-time based screener, allowing you to identify and monitor corporate bonds based on their issuer, sector, price changes from up to 3 price sources at once, etc.

Fixed China Analytics provides market statistics, analytic reports and macro-economic charts for the fixed income market in China.

Includes OTC Markets. Access comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces.

  • Access closing quote and trade data
  • Key security reference data includes Security Type, Security Class, Security Status and Number of Market Participants

TRACE. All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities. FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It was formed in the summer of 2007 from the NYSE and the NASD.

There are several categories of securities in TRACE:

  • BTDS: corporate bonds (US dollar-denominated, investment grade and high yield)
  • ATDS: US government agency bonds
  • SPDS: securitized products including asset-backed securities and mortgage-backed securities. WRDS separates SPDS by Sub-Product Type into SPDS-ABS, SPDS-CMO, SPDS-MBS, SPDS-TBA
  • BTDS144A: corporate bonds falling under Rule 144a of the Securities Act of 1933
  • SPDS144A: securitized products falling under Rule 144a of the Securities Act of 1933.

Federal Reserve Bank Reports. Interest Rates (Federal Reserve Board’s H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for US Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for business days and monthly figures are averages of business days unless otherwise noted.

Selected websites:

Futures, options and commodities

The Commodities App is the best way to monitor, analyse and research the commodities market at a glance.

The CME Group Guide App is available for futures, spreads, options, and related information. Energy, Agriculture, Metals, FX, Interest Rates and Index Futures.

Commodity Polls for forecasts collected by Reuters and LSEG from top experts on commodities.

The Commodities Document Library is a key way to access any kind of resources related to commodities.

Crack Spread Chart provides inter-market analysis charting showing the WTI Crack Spread.

The International Monertary Fund (IMF) Primary Commodity Prices (PCP) database includes monthly data from 1980 onwards. The index, maintained by the IMF, tracks prices of internationally traded primary commodities, including industrial metals, foodstuffs, beverages, agricultural raw materials and fuels. It reports benchmark prices that are representative of the global market, determined by the largest exporter of a given commodity. It differs from the World Bank’s (WB) Commodity index as the WB's basket, which is designed to be representative of developing countries, does not include advanced economies' trade for the purposes of constructing the index.

The International Monetary Fund (IMF) World Economic Outlook (WEO) database contains selected macroeconomic data series from the statistical appendix of the World Economic Outlook report, which presents the IMF staff's analysis and projections of economic developments at the global level, in major country groups and in many individual countries.

The International Energy Agency (IEA) World Energy Prices database includes annual energy prices data for gasoline, automotive diesel, electricity and other products.

Selected websites

Company fundamentals

Includes the Advanced Filings App for criteria based searches for company filings.

Selected websites

Currencies and exchange rates

Includes the FX Polls App for foreign exchange forecasts from Reuters Polls. Access foreign exchange forecasts for 1, 3, 6 and 12 month horizons.

As one of North America’s primary marketplaces for the trading of stocks, equity options, index options and currency options, the Philadelphia Stock Exchange (PHLX) continues to be a market leader in the development and introduction of innovative new products and services. United Currency Options Market offers choice of expiration date, strike price, etc and any combination of 10 currencies available.
Federal Reserve Bank Reports. Foreign Exchange Rates (Federal Reserve Board’s H.10 Report). The WRDS FX database is based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar, e.g. yen/$, and a few are also available in “inverted form”, e.g. $/pound.

Selected websites

ESG

M&A and corporate ownership

Along with officers & directors' details, ownership, insiders and Institutional profiles are available.
The Companies Deals App provides an overview of a company's M&A activity, plus equity, bond & syndicated loan issues.

Compustat for extensive debt and equity capital structure for thousands of global public and private companies.
Includes: Execucomp for executive compensation data collected directly from each company’s annual proxy (DEF14A SEC form).

People Intelligence covers over 4.5 million professionals and over 2.4 million people including private and public company executives, board members, and investment professionals, globally. Each professional in the Capital IQ database has a distinct profile which can include contact details, biography, education, job functions and titles, board memberships, compensation, insider activity, and options holdings.

Selected websites

Market and industry research

DMEF Academic Data - Direct Marketing Educational Foundation contains customer buying history for about 100,000 customers of nationally known catalogue 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.

Private equity and venture capital

Selected websites

Real estate

Selected websites

Stocks, indexes and funds

Includes the All Quotes – Equity App to view a list of all market quotes available for a given equity. Covers all venues/ADRs/Classes/Security Type.
The Argus App provides an overview of the commodity content from Argus.
The All Quotes – Equity App allows users to view a list of all market quotes available for a given equity. Includes all venues/ADRs/Classes/Security Types.
Portfolio Intraday allows you to monitor all the assets/securities within your portfolio in (near) real time.

FAQ: How can I find hedge fund data in LSEG Workspace?

Compustat Fundamentals provides standardized North American and global financial statement and market data for over 80,000 active and inactive publicly traded companies that financial professionals have relied on for over 50 years.

CBOE Indexes CBOE (Chicago Board Options Exchange) Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The New VIX still measures the market’s expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX 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.

Intraday Indicators by WRDS (IID) contains daily stock market indicators obtained from NYSE TAQ data. At daily frequency, it provides per-stock variables such as volume, returns, and a variety of others.

Event Study by WRDS. The event studies are widely used by empirical researchers in finance, economics, accounting, law, and other business disciplines to analyse the market reaction to firm-specific and market-wide events using either returns or volume around the time when the event occurred.

WRDS SEC MIDAS offers Market Information Data and Analytics System (MIDAS) to promote a better understanding of the U.S. equity markets and market structure. WRDS SEC MIDAS contains the Individual Security Metrics published by SEC MIDAS. The Individual Security Metrics provides market trading metrics for over 8,300 securities (stocks and exchange-traded portfolios).

As one of North America’s primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services. United Currency Options Market offers choice of expiration date, strike price, etc and any combination of 10 currencies available.

Historical SPDJI. Access the largest global resource for essential index-based concepts, data and research.

S&P Dow Jones Indices is a division of S&P Global which provides essential intelligence for individuals, companies, and governments to make decisions.

World Indices by WRDS. Country total return indices (with dividends). 40+ countries. Daily and monthly frequencies.

CRSP. See above.

Selected websites

Trade analysis and news articles