Financial Markets

Beta
Sourcesort descending 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.

Stock Intraday Price
Sourcesort descending Coverage Frequency Geography Notes
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")

TAQ Latest and Historical I
Thomson ONE (IE Browser only) Varies I Global

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

Government Bond Yield
Sourcesort descending Coverage Frequency Geography Notes
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
FactSet Latest and Historical D Global
Global Financial Data Latest and Historical M, Q, A Global
Thomson ONE (IE Browser only) Latest and Historical
Government Bond Rating
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest Global
Datastream Latest D, W, M, Q, A Global

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

FactSet Latest and Historical D Global
Thomson ONE (IE Browser only) Latest
Treasuries Interest Rates
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
Datastream Latest and Historical D, W, M, Q, A Global
Government Bond Return
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest and Historical Global
CRSP Latest and Historical D
Datastream Latest and Historical D, W, M, Q, A Global
Thomson ONE (IE Browser only) Latest and Historical
Corporate Bond Yield
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest and Historical Global
Datastream Latest and Historical D, W, M, Q, A Global
Global Financial Data Latest and Historical M, Q, A Global
Thomson ONE (IE Browser only) Latest and Historical
Corporate Bond Rating
Sourcesort descending 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
Index Closing Price
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
Compustat Latest and Historical M, A United States

U.S. Indices
 

Compustat Latest and Historical M 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
Corporate Bond Return
Sourcesort descending 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
Commodity Spot Price
Sourcesort descending 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.

Mutual Fund Returns
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A
CRSP Historical D, M
Foreign Exchange Price
Sourcesort descending 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
Hedge Fund Total Return
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest D, W, M, Q, A

Restricted, cannot see all fund info.

Derivative Closing Price
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest D
Option Closing Price
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest D
Stock Closing Price
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
Compustat Latest and Historical A
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
OptionMetrics Latest and Historical D
Thomson ONE (IE Browser only) Latest and Historical D, W, M Global
Stock Trading Volume
Sourcesort descending Coverage Frequency Geography Notes
Bloomberg Latest and Historical D, W, M, Q, A Global
Compustat Latest and Historical A
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
Par Spread Bid
Sourcesort descending Coverage Frequency Geography Notes
CMA Historical D United States
Stock High and Low Prices
Sourcesort descending Coverage Frequency Geography Notes
Compustat Latest and Historical A
CRSP Latest and Historical D, W, M, 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. 

OptionMetrics Latest and Historical D
Other Mutual Fund Data
Sourcesort descending Coverage Frequency Geography Notes
CRSP Latest and Historical Q, A

Summary files

Thomson Reuters Latest and Historical M
Option Volatility
Sourcesort descending Coverage Frequency Geography Notes
Datastream Latest and Historical D, W, M, Q, A
OptionMetrics Latest and Historical D
Index Constituents
Sourcesort descending Coverage Frequency Geography Notes
Datastrem Latest and Historical D, W, M, Q, A Global

e.g. S&P500

Mutual Funds
Sourcesort descending Coverage Frequency Geography Notes
FactSet Latest and Historical D, W, M, Q, A Global
Mutual Fund Ratings
Sourcesort descending Coverage Frequency Geography Notes
Morningstar Latest and Historical O Global

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

Option Volume
Sourcesort descending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Option Highest Closing Bid
Sourcesort descending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Option Lowest Closing Ask
Sourcesort descending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Treasuries: Foreign Residents' Portfolio Holdings
Sourcesort descending Coverage Frequency Geography Notes
Treasury.gov Latest and Historical Global
Treasuries Redemption Tables
Sourcesort descending Coverage Frequency Geography Notes
TreasuryDirect Latest and Historical M United States