Leddy Library
Selected Sources of Business and Financial Data

Numeric or statistical business information comes in two general forms. The first is documents such as filings, reports and company profiles. These are best for quickly accessing detailed information about a specific company or other entity. The second is databases which compile tables or spreadsheets containing some specific statistics for a large number of entities. This type of data is most useful for doing comparative analysis. This guide focuses on the latter; for the former, see the general Business Administration Resources page.

Basic Sources

CANSIM
Statistics Canada's time series database. It contains 1.2 million series in 1,400 tables which cover a wide variety of social, economic and financial aspects of Canadian life. A starting point for almost any search for Canadian statistics.

Statistics Canada Data from the Data Liberation Initiative
Microdata from many of Statistics Canada's surveys, data is more detailed than that in CANSIM but with different coverage. Includes consumer surveys, trade data and summary data on businesses. Access through:
ODESI at Scholar's Portal (recommended for currency and ease of use)
IDLS - the Internet Data Library System (may have files missing from ODESI)

WRDS
Wharton Research Data Dervices is a platform for accessing finance data. Our subscription includes the CRSP stock database and COMPUSTAT as well as a number of smaller databases.

OECD Stat
Financial indicators for OECD member economies.

Financial Markets

Stock Market Data

The Canadian Financial Markets Research Centre (CFMRC) Summary Information Database via CHASS
Includes: daily and monthly Toronto Stock Exchange trading information about specific securities; information on "price adjustments" such as dividends, stock splits, recapitalizations, etc.; information on daily and monthly index levels; as well as selected other financial markets information.

CRSP daily and monthly stocks via WRDS
CRSP NYSE/AMEX/Nasdaq daily and monthly security prices and other historical data for over 24,000 companies

Center for Research in Security Prices (CRSP) via CHASS
Another option for accessing CRSP data

Dow Jones Averages & Total Return Indexes via WRDS
Includes daily and monthly Dow Jones Composite, Dow Jones Industrial, Dow Jones Transportation, Dow Jones Utility, the Dow 10, and the Dow 5.

Fama French, Momentum, and Liquidity via WRDS
Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors.

Fama-French Research Data from K. French's web site
The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors. Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns

Options

Chicago Board Options Exchange Volatility Index via WRDS
The Volatility Indexes are key measures of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.

Philadelphia Stock Exchange Currency Options and Implied Volatility via WRDS
The Philadelphia Stock Exchange's United Currency Options Market offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs.

Investment Funds

Investment Company Institute
A main source for statistical data on the U.S. investment company industry. Compiles statistics on mutual funds, exchange-traded funds, closed-end funds, and unit investment trust sponsors.

Canadian Securities Administration - SEDAR
Sedar contains public securities documents and information filed by public companies and investment funds with the Canadian Securities Administrators (CSA) in the SEDAR filing system.

U.S. Securities and Exchange Commission: EDGAR and IDEA
EDGAR contains financial information about public companies and mutual funds collected through SEC forms. IDEA is a new database that provides access as interactive data rather than in documents.

Center for International Securities and Derivatives Markets (CISDM) Indexes
The CASAM CISDM Hedge Fund and CTA indices are median performance indices of strategies in the CASAM CISDM Hedge Fund/CTA Database. Current and historical data is available for download on the CISDM web site.

Bonds and Securities

Bank of Canada
Interest rates, yields for government bonds and treasury bills, exchange rates, price indicators and monetary policy data. Assorted data from the Bank of Canada is also available on CANSIM

Investment Industry Association of Canada
Summary bond and security data.

TRACE via WRDS
TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.

Real Estate and Mortgages

Canada Mortgage and Housing Corporation (CMHC) data

Commercial Real Estate Data Laboratory (CREDL) at MIT
CREDL dathers data to measure the performance of commercial real estate. The Transactions-Based Index (TBI) and the RCA-Based Commercial Property Index are available for download.

Home Mortgage Disclosure Act (U.S.)
Mortgage and home improvement lending data.

Company Financial Data

Fundamentals

Canadian Securities Administration: SEDAR
Sedar contains public securities documents and information filed by public companies and investment funds with the Canadian Securities Administrators (CSA) in the SEDAR filing system.

U.S. Securities and Exchange Commission: EDGAR and IDEA
EDGAR contains financial information about public companies and mutual funds collected through SEC forms. IDEA is a new database that provides access as interactive data rather than in documents.

COMPUSTAT North America via WRDS
COMPUSTAT (from Standard & Poor's) provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies. Includes the Executive Compensation database.

COMPUSTAT Global via WRDS
Compustat Global provides data covering publicly traded companies in more than 80 countries, representing over 90% of the world's market capitalization, including coverage of over 96% of European market capitalization and 88% of Asian market capitalization. The Emerging Markets Database covers 53 markets and more than 2,200 stocks in developing countries.

Banks

Bank of Canada
Interest rates, yields for government bonds and treasury bills, exchange rates, price indicators and monetary policy data. Assorted data from the Bank of Canada is also available on CANSIM

Federal Reserve Board (U.S.)

Federal Deposit Insurance Corporation data via WRDS
The Federal Deposit Insurance Corporation dataset contains financial data and history of all entities filing the Report Of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans.

Bank Regulatory Databases via WRDS
The Bank Regulatory Databases provide accounting data for Bank Holding Companies, Commercial Banks, Savings Banks, and Savings and Loans Institutions. The source of the data isthe required regulatory forms filled for supervising purposes.

Federal Reserve Bank Reports via WRDS
The Federal Reserve Bank Reports contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the Coincident State Indexes from the Federal Reserve Bank of Philadelphia.

Ownership

Inter-Corporate Ownership in Canada
The Inter-corporate ownership (61-517-XCB) directory is the most authoritative and comprehensive source of information available on corporate ownership, a unique directory of "who owns what" in Canada. Also available at the Circulation desk on CD, , call number CA1.. BS..61 ..C517
The most recent data can also be downloaded for you by the data librarian.

Blockholders via WRDS
This dataset contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.

Aggregate Business Data

Financial Performance Indicators For Canadian Business
authoritative reference source of key financial ratios by industry, derived from Statistics Canada databases of financial statements. Also available at the Circulation desk on CD, call number CA1.. BS..61 ..C224

Canadian Business Patterns
The Canadian Business Patterns contains counts of business establishments by employment size ranges, geography groupings, and industry using the North American Industry Classification System.
Data can be accessed at ODESI.

Small Area and Administrative Data, 1995-2005:
Includes tables on Canadian Capital Gains, Charitable Donors, Canadian Investment Income, Canadian Investors, Canadian Savers, RRSP Contributions, Seniors.
Data can be accessed at ODESI.

Dun and Bradstreet Business Norms and Key Industry Ratios at CHASS
This database provides users with a set of business ratios, measured as relationships between companies' balance sheet and income statement categories, across industries classified as per Standard Industrial Classification (SIC) codes.

Small and Medium-Sized Business Financing Data from Industry Canada
Includes the Survey on Financing of Small and Medium Enterprises, Survey of Suppliers of Business Financing, and Survey of SME Needs and Satisfaction. Data must be requested but is free.

Small Area Retail Trade Estimates
Small area retail trade estimates (SARTRE) is a system of developing user-defined tabulations of retail sales and number of locations as low as five-digit North American Industrial Classification (NAICS), for incorporated retailers with forward sortation area (FSA) levels of geographical detail. These data are derived by integrating survey data on chain stores with tax data (for non-chain retailers).
Data can be accessed at ODESI.

Small Business Profiles (most recent is 2000)
The Small business profiles present selected revenue, expense, profit and balance sheet items as well as financial ratios and employment data on small business in Canada. The information is presented between 2 to 5 digits NAICS (North American Industry Classification System).
Data can be accessed at ODESI.

Survey on Financing of Co-operatives description
Characteristics of co-operatives, by average assets and liabilities of co-operatives, Canada, This data can downloaded for you by the data librarian.

International Finance

Cross-border Investment and Debt

International Monetary Fund (IMF) Data
The IMF publishes a range of time series data on IMF lending, exchange rates and other economic and financial indicators.

Coordinated Portfolio Investment Survey (CPIS) from the IMF
The CPIS collects information on the stock of cross-border holdings of equities and long- and short-term debt securities broken down by the economy of residence of the issuer.

Currency Composition of Official Foreign Exchange Reserves (COFER) from the IMF
End-of-period quarterly data on the currency composition of official foreign exchange reserves.

Joint External Debt Hub
Database that brings together data on external debt and selected foreign assets available from international agencies (creditor/market sources) and external debt data available from the QEDS database (national/debtor sources).

Commodities and Trade

Statistics Canada Trade Data at ODESI
Includes tables for world trade data, and separate extensive tables for Canadian imports and exports.

SourceOECD
Primary source for data on OECD countries. Includes databases on trade, national accounts, economic outlook, etc.

Global Trade Analysis Project (GTAP) data at Purdue
Free data for download includes archived versions of the main GTAP database, data from the Project on Bilateral Labor Migration, and data from a project to build a databaser Assessing the Potential for Greenhouse Gas Mitigation, and a World Bank agricultural protection database.

Office of Industry Analysis (U.S.)
Trade data, forecasting and analysis.

Kiel Institute for the World Economy
Includes the free databases Database On Mergers in Europe, Database on Capital Stocks in OECD Countries, World Trade by Commodity Classes and Regions, Stocks of Foreign Direct Investment of the US, Japan, and Germany.

Bank of Canada Commodity Price Index

Primary Commodity Prices from the IMF

Consumers and Marketing

Census of Canada

Statistics Canada consumer surveys at ODESI
  • Surveys include the Survey of Consumer Finance / Survey of Household Spending
  • Canadian Financial Capability Survey
  • Family Food Expenditure Survey
  • Homeowner Repair and Renovation Survey and Home Energy Retrofit Survey.

Some U.S. cocnumer surveys:
Direct Marketing Educational Foundation via WRDS
Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available.


Other

Industry Canada 2007 Survey of CEOs and Senior Executives access at CORA



Kristi Thompson, Data Librarian
Updated April 2009		 Related Guides:

Business Administration Resources
Academic Data Centre