Financial Markets

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.

Commodity Spot Price
Source Coverage Frequency Geography Notes
Bloomberg Latest I, D
Datastream Latest and Historical D, W, M, Q, A

In Datastream called "Settlement Price".

Global Financial Data Latest and Historical M, Q, A

Mostly U.S. with some other countries.

Corporate Bond Rating
Source Coverage Frequency Geography Notes
Bloomberg Latest Global
Datastream Latest D, W, M, Q, A Global

Select: Analysis > Single Series Overview > Overview of Any Series

Thomson ONE (IE Browser only) Latest
Corporate Bond Return
Source Coverage Frequency Geography Notes
Bloomberg Latest and Historical Global
Datastream Latest and Historical D, W, M, Q, A Global
Thomson ONE (IE Browser only) Latest and Historical
Corporate Bond Yield
Source Coverage Frequency Geography Notes
Bloomberg Latest and Historical Global
Datastream Latest and Historical D, W, M, Q, A Global
Thomson ONE (IE Browser only) Latest and Historical
Global Financial Data Latest and Historical M, Q, A Global
Derivative Closing Price
Source Coverage Frequency Geography Notes
Bloomberg Latest D
Foreign Exchange Price
Source Coverage Frequency Geography Notes
Bloomberg Latest and Historical D Global
Datastream Latest and Historical D, W, M, Q, A Global
Global Financial Data Latest and Historical M, Q, A Global
Government Bond Rating
Source Coverage Frequency Geography Notes
FactSet Latest and Historical D Global
Bloomberg Latest Global
Datastream Latest D, W, M, Q, A Global

Select: Analysis > Single Series Overview > Overview of Any Series

Thomson ONE (IE Browser only) Latest
Government Bond Return
Source Coverage Frequency Geography Notes
CRSP Latest and Historical D
Bloomberg Latest and Historical Global
Datastream Latest and Historical D, W, M, Q, A Global
Thomson ONE (IE Browser only) Latest and Historical
Government Bond Yield
Source Coverage Frequency Geography Notes
FactSet Latest and Historical D Global
Bloomberg Latest and Historical D, W, M, Q, A Global
CRSP Latest and Historical United States
Datastream Latest and Historical D, W, M, Q, A Global
Thomson ONE (IE Browser only) Latest and Historical
Global Financial Data Latest and Historical M, Q, A Global
Hedge Fund Total Return
Source Coverage Frequency Geography Notes
Bloomberg Latest D, W, M, Q, A

Restricted, cannot see all fund info.

Index Closing Price
Source Coverage Frequency Geography Notes
Compustat Latest and Historical M, A United States

U.S. Indices
 

Bloomberg Latest and Historical D, W, M, Q, A Global
CRSP Latest and Historical D, M
Datastream Latest and Historical D, W, M, A Global

Datatype: Price Index (PI)

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

e.g. S&P500

Mutual Fund Ratings
Source Coverage Frequency Geography Notes
Morningstar Latest and Historical O Global

Ratings available 3 year, 5 year, 10 year intervals.

Mutual Fund Returns
Source Coverage Frequency Geography Notes
CRSP Historical D, M
Bloomberg Latest and Historical D, W, M, Q, A
Mutual Funds
Source Coverage Frequency Geography Notes
FactSet Latest and Historical D, W, M, Q, A Global
Option Closing Price
Source Coverage Frequency Geography Notes
Bloomberg Latest D
Option Highest Closing Bid
Source Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Option Lowest Closing Ask
Source Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Option Volatility
Source Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Datastream Latest and Historical D, W, M, Q, A
Option Volume
Source Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Other Mutual Fund Data
Source Coverage Frequency Geography Notes
CRSP Latest and Historical Q, A

Summary files

Thomson Reuters Latest and Historical M
Par Spread Bid
Source Coverage Frequency Geography Notes
CMA Historical D United States
Stock Closing Price
Source Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
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
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. 

CRSP Latest and Historical D, W, M, A
OptionMetrics Latest and Historical D
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
Treasuries Interest Rates
Source Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
Datastream Latest and Historical D, W, M, Q, A Global
Treasuries Redemption Tables
Source Coverage Frequency Geography Notes
TreasuryDirect Latest and Historical M United States
Treasuries: Foreign Residents' Portfolio Holdings
Source Coverage Frequency Geography Notes
Treasury.gov Latest and Historical Global