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Erasmus Data Service Centre (EDSC) manuals

Overview of manuals provided by the EDSC

Annual report data

Database(s)

  • Datastream
  • ThomsonOne
  • WRDS
  • Orbis

Database comparison

  • Access: Getting data from Worldscope is only possible at the Datateam pc’s in the Y03-17.  Compustat and Orbis  are accessible via from home.
  • History: Compustat NA has data started from 1950, Compustat Global from 1987. Worldscope contains data  from  1980 onwards. Orbis from the end of the 90’s.
  • Identifiers: to get data from financial databases like Compustat identifiers are needed, CUSIP (9 digits) or Tickers for NA and ISIN and SEDOL for Compustat Global. In Worldscope one can use ISIN-, SEDOL- or DS-codes, in Orbis you need BvD, ISIN or tickers to retrieve the data.
  • Updates: Compustat is being updated once a year, Worldscope and Orbis has daily updates.

Manuals

Bonds

Database(s)

  • CRSP Treasury
  • Mergent’s FISD
  • Bloomberg

Database comparison

  • Access: Getting data from Bloomberg is only possible in the Bloomberg Class in the Y03-18.  CRSP Treasury and Mergent’s FISD are accessible via WRDS with a daypass.from home.
  • History: CRSP Treasury has data started from 1926, Mergent’s FISD from 1994. Bloomberg starts from the 70’s.
  • Identifiers: to get data from financial databases like CRSP Treasury the CUSIP (9 digits) identifiers is needed, Mergents FISD works with the CUSIP (8 digits). In Bloomberg one can use ISIN-, SEDOL and Bloomberg tickers to retrieve the data.
  • Region: CRSP and Mergent’s FISD have US data only, Bloomberg’s coverage is worldwide.
  • Updates: CRSP Treasury and Mergent’s FISD are being updated once a year, Bloomberg has daily updates.

Manuals

Credit default swaps

Database(s)

  • Datastream
  • Bloomberg

Info

A Credit Default Swap (CDS) is a type of derivative that obliges the seller to compensate the buyer in the event of a loan default or other credit event (e.g. restructuring) of some reference loan, in exchange for a series of regular payments up until the credit event or the end of the contract. Typically, the contracts have a maturity of 5 years. A CDS can be thought of as a kind of insurance; it can be bought by any investor, not only those investors that actually hold the reference loan.

Usually, the premium that is paid at regular intervals (the CDS ‘spread’) is of interest for research. Bloomberg can be used if you are only interested in the CDS spreads of one or only a few companies/loans. Datastream is more convenient if you have a list of companies/loans in which you are interested.

Manual

Deals

Database(s)

  • SDC (joint ventures)
  • ThomsonOne (mergers & aquisitions)
  • Zephyr (mergers & aquisitions)

Manuals

ESG

Database(s)

  • Datastream
  • WRDS

Info

ESG stands for Environmental, Social and Corporate Governance. Examples of items belonging to ESG data are: CO2 Reduction, Child Labor Controversies and Board Gender Diversity.

Since there are no disclosure rules for ESG data, this data is not available for all public companies. The coverage differs per database. There are also no universal standards or regulations.

Manuals

Event study

Database(s)

  • Datastream

Manuals

Tools

The EDSC offers two tools you can use to download company data for a specific date. We want to thank Arco van Oord and Dan Zhang (former EDSC members) for the development of these tools!

  • Event Study Tool - This tool enables you to do an event study with DataStream: it calculates CAR’s.
  • Matching Tool – This tool downloads data from DataStream and matches this data to a specific date per company (for example the share price on the announcement day of a merger) it does not calculate CAR's

Save the files before running them!

These tools can also bu used in combination with Eikon. But you need a different version.

Forecasts

Database(s)

  • Bloomberg
  • WRDS

Database comparison

  • History: I/B/E/S through WRDS has data from 1970 onwards, I/B/E/S guidance 1992. ThomsonONE only contains forecasts made this year.
  • Identifiers: to get data from financial databases like I/B/E/S and ThomsonONE identifiers are needed, these are codes identifying e.g. a company, stock or bond. In I/B/E/S uses CUSIP (8 digits) or Ticker symbol to retrieve the data. I/B/E/S guidance uses an I/B/E/S ticker. ThomsonONE uses ISIN or Sedol codes.
  • Update: I/B/E/S and I/B/E/S guidance are updated once a year, ThomsonONE has daily updates

Manuals

Futures

Database(s)

  • Bloomberg
  • Datastream

Database comparison

  • Access: Getting data from Datastream is only possible at the Datateam pc’s in the Y03-17. Bloomberg terminals are available in Y03-18.
  • History: Datastream contains future prices from the 80’s onwards. Bloomberg from the beginning of the 90’s.
  • Identifiers: Datastream and Bloomberg identifiers are needed, these are codes identifying e.g. a company, stock or bond. One can use ISIN-, SEDOL-, Ticker symbol to retrieve the data. In Datastream it’s easier to find future contracts, with the use of constituents lists.
  • Updates: Datastream has the future prices up til yesterday and Bloomberg even has real time future data.

Manuals

Index Constituents

Database(s)

  • Bloomberg
  • Datastream
  • WRDS

Info

Sstocks are part of that index are called the constituents of the index. The lists of historical constituents are available in CompuStat North America and CompuStat Global. Which database you have to use depends on the index you’re investigating: American indices, like the S&P 500, can be found in CompuStat North America, indices from other parts of the world can be found in CompuStat Global. Unfortunately there is no list of the indices covered.

Constituent lists can also be found in Datastream, but downloading the historical constituents from CompuStat is much more user-friendly, so we advise you to try Compustat first.

Manuals

Indices

Database(s)

  • Bloomberg
  • Datastream

Database comparison

  • Access: Getting data from Datastream is only possible at the Datateam pc’s in the Y03-17. Bloomberg terminals are available in Y03-18.
  • Historic: Datastream contains stock indices from 1973 onwards. Bloomberg oldest equity index is from 1928.
  • Identifiers: the identifiers are similar for both databases, however for bloomberg identifiers the type of security should be added so S&P 500 Index
  • Update: Datastream with one day history and Bloomberg realtime.

Manuals

IPO's

Databases(s)

  • ThomsonOne
  • Zephyr

Manuals

Mutual funds

Database(s)

  • Morningstar

No manual yet, have a look at the quick start guide provided by Morningstar

Options

Database(s)

  • Datastream
  • WRDS

Manuals

Stock prices

Database(s)

  • Bloomberg
  • Datastream
  • WRDS

Manuals