Financial Markets

Treasuries Redemption Tables
Sourcesort ascending Coverage Frequency Geography Notes
TreasuryDirect Latest and Historical M United States
Treasuries: Foreign Residents' Portfolio Holdings
Sourcesort ascending Coverage Frequency Geography Notes
Treasury.gov Latest and Historical Global
Other Mutual Fund Data
Sourcesort ascending Coverage Frequency Geography Notes
Thomson Reuters Latest and Historical M
CRSP Latest and Historical Q, A

Summary files

Stock Intraday Price
Sourcesort ascending Coverage Frequency Geography Notes
Thomson ONE (IE Browser only) Varies I Global

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

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")

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

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

Bloomberg Latest Global
Stock Closing Price
Sourcesort ascending Coverage Frequency Geography Notes
Thomson ONE (IE Browser only) Latest and Historical D, W, M Global
OptionMetrics Latest and Historical D
FactSet Latest and Historical D, W, M, A Global
Datastream Latest and Historical D, W, M, A Global
CRSP Latest and Historical D, W, M, A
Compustat Latest and Historical A
Bloomberg Latest and Historical D, W, M, Q, A Global
Government Bond Return
Sourcesort ascending Coverage Frequency Geography Notes
Thomson ONE (IE Browser only) Latest and Historical
Datastream Latest and Historical D, W, M, Q, A Global
CRSP Latest and Historical D
Bloomberg Latest and Historical Global
Stock Trading Volume
Sourcesort ascending Coverage Frequency Geography Notes
Thomson ONE (IE Browser only) Latest and Historical D, W, M Global
Datastream Latest and Historical D, W, M, A Global

Available for US and Canadian companies

Compustat Latest and Historical A
Bloomberg Latest and Historical D, W, M, Q, A Global
Corporate Bond Yield
Sourcesort ascending Coverage Frequency Geography Notes
Thomson ONE (IE Browser only) Latest and Historical
Global Financial Data Latest and Historical M, Q, A Global
Datastream Latest and Historical D, W, M, Q, A Global
Bloomberg Latest and Historical Global
Beta
Sourcesort ascending Coverage Frequency Geography Notes
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.

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.

CRSP Latest and Historical A
Bloomberg Latest and Historical D, W, M, Q, A Global
Corporate Bond Rating
Sourcesort ascending Coverage Frequency Geography Notes
Thomson ONE (IE Browser only) Latest
Datastream Latest D, W, M, Q, A Global

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

Bloomberg Latest Global
Corporate Bond Return
Sourcesort ascending Coverage Frequency Geography Notes
Thomson ONE (IE Browser only) Latest and Historical
Datastream Latest and Historical D, W, M, Q, A Global
Bloomberg Latest and Historical Global
Option Lowest Closing Ask
Sourcesort ascending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Option Volatility
Sourcesort ascending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Datastream Latest and Historical D, W, M, Q, A
Option Volume
Sourcesort ascending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Option Highest Closing Bid
Sourcesort ascending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
Stock High and Low Prices
Sourcesort ascending Coverage Frequency Geography Notes
OptionMetrics Latest and Historical D
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
Compustat Latest and Historical A
Mutual Fund Ratings
Sourcesort ascending Coverage Frequency Geography Notes
Morningstar Latest and Historical O Global

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

Index Closing Price
Sourcesort ascending Coverage Frequency Geography Notes
Global Financial Data Latest and Historical D, W, M, Q, A Global
Datastream Latest and Historical D, W, M, A Global

Datatype: Price Index (PI)

CRSP Latest and Historical D, M
Compustat Latest and Historical M, A United States

U.S. Indices
 

Compustat Latest and Historical M Global
Bloomberg Latest and Historical D, W, M, Q, A Global
Commodity Spot Price
Sourcesort ascending Coverage Frequency Geography Notes
Global Financial Data Latest and Historical M, Q, A

Mostly U.S. with some other countries.

Datastream Latest and Historical D, W, M, Q, A

In Datastream called "Settlement Price".

Bloomberg Latest I, D
Foreign Exchange Price
Sourcesort ascending Coverage Frequency Geography Notes
Global Financial Data Latest and Historical M, Q, A Global
Datastream Latest and Historical D, W, M, Q, A Global
Bloomberg Latest and Historical D Global
Mutual Funds
Sourcesort ascending Coverage Frequency Geography Notes
FactSet Latest and Historical D, W, M, Q, A Global
Index Constituents
Sourcesort ascending Coverage Frequency Geography Notes
Datastrem Latest and Historical D, W, M, Q, A Global

e.g. S&P500

Treasuries Interest Rates
Sourcesort ascending Coverage Frequency Geography Notes
Datastream Latest and Historical D, W, M, Q, A Global
Bloomberg Latest and Historical D, W, M, Q, A Global
Mutual Fund Returns
Sourcesort ascending Coverage Frequency Geography Notes
CRSP Historical D, M
Bloomberg Latest and Historical D, W, M, Q, A
Par Spread Bid
Sourcesort ascending Coverage Frequency Geography Notes
CMA Historical D United States
Hedge Fund Total Return
Sourcesort ascending Coverage Frequency Geography Notes
Bloomberg Latest D, W, M, Q, A

Restricted, cannot see all fund info.

Derivative Closing Price
Sourcesort ascending Coverage Frequency Geography Notes
Bloomberg Latest D
Option Closing Price
Sourcesort ascending Coverage Frequency Geography Notes
Bloomberg Latest D