Equities

Beta
Source Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
CRSP Latest and Historical A
Datastream Latest** M

Compiled based on 2.5 years of stock performance data. Type of request: static for Excel Add-In. To retrieve in Datastream, choose: Single Series - Overview > Overview of any Series.

** Historic beta is available in DS Navigator in quick display panel when click on equity name in Navigator. Can export only as image.

Thomson ONE (IE Browser only) Latest

The beta coefficient is computed from data over the past seven years -- more than 1300 observations of daily price changes are used.

Index Constituents
Source Coverage Frequency Geography Notes
Datastrem Latest and Historical D, W, M, Q, A Global

e.g. S&P500

Stock Closing Price
Source Coverage Frequency Geography Notes
CRSP Latest and Historical D, W, M, A
Datastream Latest and Historical D, W, M, A Global
FactSet Latest and Historical D, W, M, A Global
Thomson ONE (IE Browser only) Latest and Historical D, W, M Global
Compustat Latest and Historical A
OptionMetrics Latest and Historical D
Stock High and Low Prices
Source Coverage Frequency Geography Notes
CRSP Latest and Historical D, W, M, A
OptionMetrics Latest and Historical D
Compustat Latest and Historical A
Datastream Latest and Historical D, W, M, A Global

Available for G1* countries except Finland, Ireland, South Africa 

*G1 Countries are countries for which full research level data is available. The following G1 countries include company accounts data: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Italy, Japan, Malaysia, Netherlands, New Zealand, Norway, Philippines, Singapore, South Africa, Spain, Sweden, Switzerland, Thailand, United Kingdom, and the United States. 

Stock Intraday Price
Source Coverage Frequency Geography Notes
TAQ Latest and Historical I
Bloomberg Rolling 140 days I Global

Every minute.

For Excel add-in i.e. this formula returns 1 minute intraday time bars for IBM trades on 9/10/08 from 9:30am -10am (=BDH("IBM Equity", "LAST PRICE", "9/10/08 9:30", "9/10/08 14:00", "BARTP=T", "BARSZ=1")

Thomson ONE (IE Browser only) Varies I Global

Every 5, 10, 15 minutes. Available only through excel addin.

Stock Trading Volume
Source Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
Datastream Latest and Historical D, W, M, A Global

Available for US and Canadian companies

Thomson ONE (IE Browser only) Latest and Historical D, W, M Global
Compustat Latest and Historical A