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Financial Data

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  1. Datasets in the fields of finance, accounting, and economics, such as Compustat, CRSP, and NYSE TAQ. SFU undergraduate students should use this access option. SFU faculty members or graduate students who don't want individual WRDS accounts may also use this option.
    SFU faculty, graduate students and eligible staff may register for an WRDS account. These WRDS accounts come with additional features such as SSH/FPT access and memory space for intermediate result sets. Use your SFU email address when applying for an account. New accounts will normally be activated within two business days.
  2. Financial & economic data on companies, commodities, countries, markets, and industries, and analytic and charting tools.
    Access: Eikon + Datastream access guide.
    Available in selected locations at each SFU campus. Click here for details.
  3. Executive compensation data on S&P1500 company officers, covering current, historic and total compensation, executive options and compensation of industry peers, and objective executive compensation data.
    SFU faculty, graduate students and eligible staff may register for an WRDS account. These WRDS accounts come with additional features such as SSH/FPT access and memory space for intermediate result sets. Use your SFU email address when applying for an account. New accounts will normally be activated within two business days.

Other Resources

  1. Detailed daily and monthly trading data for securities traded on the Toronto Stock Exchange (TSX); price and total return data for composite and sector-level TSX indices; annual risk premia for market returns compared to returns on corresponding Government securities.
  2. The Center for Research in Security Prices (CRSP) provides access to daily and monthly security prices, return, and volume data for the NYSE, AMEX, Arca and NASDAQ stock markets; and daily and monthly US indices data from 1925 - present.
  3. Historical data on spot FX transactions (2004-Feb 2013 only).
    Access: Available at the standalone computer on the third floor of the Bennett library.
    Reserve/book time: You can book or reserve time on the computer in the Bennett library on Burnaby Mountain which runs this resource by clicking here.
  4. Historical intraday options data for all US listed equity options contracts: futures and index data (variable start dates present). Data timestamps: before July 1, 2008 by seconds; from July 1, 2008 by milliseconds
    Access: Contact Mark Bodnar (mbodnar@sfu.ca) for access.
  5. Historical intraday options data for all US listed equity options contracts: trades and quotes (2011-2015). Data timestamps: before July 1, 2008 by seconds; from July 1, 2008 by milliseconds.
    When borrowing these disks, please copy the data. Please DO NOT unzip the compressed files directly from the disk. The library does not have any back ups for this set of data.
    Access: Contact Mark Bodnar (mbodnar@sfu.ca) for access.
  6. Historical intraday options data for all US listed equity options contracts: trades only (2004-2015). Data timestamps: before July 1, 2008 by seconds; from July 1, 2008 by milliseconds.
    Access: Contact Mark Bodnar (mbodnar@sfu.ca) for access
  7. Datasets in the fields of finance, accounting, and economics, such as Compustat, CRSP, and NYSE TAQ. Current SFU faculty members and graduate students are eligible for WRDS accounts.
  8. Platform for a variety of datasets in the fields of finance, accounting, banking and economics.
Terms of use: Electronic resources are governed by license agreements which restrict access to Authorized Users. It is the responsibility of each user to abide by the license agreements and specific terms and conditions for each product. Systematically downloading, distributing, or retaining substantial portions of information may result in loss of access to these resources for the entire SFU community. Please see SFU General Policy 24 on Fair Use of Information Resources.

Personal Privacy: Some licensed resources allow you to create a personal account for the purposes of creating folders, saving searches, and downloading entire e-books as well as other personalized services. Please be advised that the personal information you disclose to these and other external websites may be stored on servers located outside of Canada. When you use these services, no personal information about you is collected by or for the University. Canadian privacy laws do not apply to personal information you provide directly to these external websites. SFU Library recommends that you review the privacy policies of these and other external websites before using the services.