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Data Resources at Rotman School of Management

This list is managed by:

  • BMO Financial Group Finance Research and Trading Lab
  • Milt Harris Library
  • TD Management Data and Analytics Lab

Resources Access and Usage Policy​​

  • To access the full list of Databases and Resources, please scroll down to the Resources List.
  • All databases in this list have been licensed to the University of Toronto for student and faculty use. 
  • These electronic resources can also be accessed from anywhere off campus, using your UTORid.
  • All data resources offered is for non-commercial educational, or research purposes use only.
  • Avoid the data provider Copyright Infringements.
  • Do not violate the copyright law.
  • Do not violate the copyright law.
  • Do not conduct text or data mining activities using the data provided.
If you want to conduct text or data mining activities, please refer to the University of Toronto Libraries text and data mining resource, CLICK HERE.

If you have been recently awarded a Research Grant and you want to check if the database you are interested in is available, please click below to fill out the Research Grant Dataset Availability Request Form.

Click Here

Data Delivery Portals​

🔒 = Requires registration with your Rotman or utoronto.ca e-mail.

🔑 = Staff will login you in to the reources.

📅 = Require booking.

☁  = Accessible remotely.

Bloomberg 🔒

Bloomberg is a platform that provides real-time financial market data, including price quotes, news, and analytics, with a unique system interface. Users are welcome to browse the Bloomberg help document above for more information on BMC (Bloomberg Market Concepts) and Support.

FactSet 🔒 ☁

Includes full text or abstracts from more than 400 journals covering accounting subjects.

WRDS 🔒☁

Wharton Research Data Services, or WRDS, is a comprehensive web-based data management system that allows faculty and students to easily retrieve information from a wide variety of financial, economic, and marketing data sources. Building on the strengths of the Wharton School at the University of Pennsylvania and with other academic clients, WRDS has become an indispensable tool for academic research at the nation’s leading business schools.

S&P Capital IQ 🔒☁

Produced by Standard & Poor’s, Capital IQ is a web and Excel-based software that provides valuable financial research data on fundamental analysis, financial modelling, and market analysis. Capital IQ is widely used in the financial industry by financial professionals, investors, and analysts to gather and analyze financial data and perform investment research, equity analysis, credit analysis, due diligence, and other financial-related tasks.

Morningstar Direct 🔑📅

Morningstar Direct is a web-based research platform ideal for developing, selecting, and monitoring investments, including Open End Funds, Separate Accounts, Exchange-Traded Funds, Stocks, Variable Annuity Products,

Refinitiv Datastream  📅☁ 

Datastream is a historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 120 years of data across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events.

CHASS Data Centre  ☁

Collection of databases maintained by Computing in the Humanities and Social Sciences at the U of T, including CANSIM I and II, Canadian Census and Trade Analyzer.

Research Databases​​

13F Ownership

Thomson-Reuters Institutional Holdings (13F) Database provides Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC. This database is formerly known as CDA/Spectrum 3 4 database, and contains ownership information by institutional managers with $100 million or more in Assets Under Management.

ArcGIS

ArcGIS Pro is desktop GIS software developed by Esri, which replaces their ArcMap software generation.[1] The product was announced as part of Esri’s ArcGIS 10.3 release,[2] ArcGIS Pro is notable in having a 64 bit architecture, combined 2-D, 3-D support, ArcGIS Online integration and Python 3 support.

Audit Analytics
Audit Analytics is an innovative on-line public company intelligence service available from the Ives Group Inc, a leading independent research provider focused on the accounting, insurance, regulatory, legal and investment communities.

Bank Regulatory

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 comes from the required regulatory forms filled for supervising purposes.

Basic Economics

The Citicorp macroeconomic database Basic Economics formerly known as CITIBASE, provides annual, quarterly, and monthly data about economic activities in the United States. The database contains approximately 9,500 series about finance, industrial production, energy, productivity, prices, population and labor, and national income. It also includes various forecasts, population projections, and cyclical indicators.

BoardEx

BoardEx contains more than 2 million profiles of public, private, and non-for-profit organizations and more than 1.4 million people. Approximately 33% of individuals are currently serving on boards of companies, and 38% are either board members or C-Suite. Data details include current and historic roles (with start and end dates) for board positions, employment, and education. On average we make 27,000 profile updates and add 2,500 new profiles, each week. Our current subscription includes access to BoardEx – North America.

Canadian CENSUS

The census provides a statistical portrait of Canada and its people. Census data is commonly used for research, business marketing, and planning as well as a base for sampling surveys.

CBOE

The CBOE (Chicago Board Options Exchange) Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The VIX measures the market’s expectation of 30-day volatility. The VIX is based on S&P 500 index option prices and incorporates information from the volatility skew by using a wider range of strike prices rather than just at-the-money series.

CFMRC/TSX

Canadian Financial Markets Research Centre (CFMRC) summary information database (or CFMRC TSX database for short) includes daily and monthly Toronto Stock Exchange trading information about specific securities as well as information on “price adjustments” such as dividends, stock splits, recapitalizations, etc. The database also includes daily and monthly indexes containing information on daily and monthly index levels as well as selected other financial markets information.

Compustat

Compustat North America is a database of U.S. and Canadian fundamental and market information on more than 24,000 active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items.

CRSP (via Chass)

CRSP Database provides access NYSE/AMEX/Nasdaq daily and monthly security prices and other historical data related to over 20,000 companies. The data is provided by the Center for Research in Security Prices, Graduate School of Business, University of Chicago.

CRSP (via WRDS)

CRSP Database provides access NYSE/AMEX/Nasdaq daily and monthly security prices and other historical data related to over 20,000 companies. The data is provided by the Center for Research in Security Prices, Graduate School of Business, University of Chicago.

CUSIP

CUSIP is operated by Standard & Poor’s for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media.

D&N INKBR

The Dun & Bradstreet – Industry Norms & Key Business Ratios Database (INKBR) 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.

Dealscan

The world’s pre-eminent source for extensive and reliable information on the global syndicated bank loan market, this robust database contains detailed terms and conditions on over 240,000 loan transactions.
 

EMIS- Emerging Market Information Service

EMIS delivers news, company and financial data direct from more than 80 emerging markets in Asia, Latin America, Central and Eastern Europe, the Middle East and Africa.

 

FactSet Ownership Data

FactSet Ownership provides institutional, mutual fund, stakeholder, and float-related share ownership information for equities and fixed income securities worldwide from company and institutional filings, investor reports, and press releases. Updated daily, this database provides 17+ years of history across 120 countries.

Fama-French Portfolios and Factors

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, as proxy for value, the ratio of book equity to market equity (BE/ME). Returns from these portfolios are used to construct the Fama-French Factors.

Federal Reserve Bank Reports

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.
 

Fundata Mutual Fund Database MF

The Fundata Mutual Fund Database includes information for over 4000 active funds from almost 200 sponsor companies. Information includes fund status, type, RRSP indicators, sales/redemption charge, currency, dividend frequency, management fees, expense ratios, and percentage foreign invested.
 

Global Financial Data

Extensive historical stock data, exchange rates (CAN-US from 1800 – present), and more. Requires registration, make sure to select Academic under New Member Accounts to access the Global Financial database as well as the US Stocks subscription. 

I/B/E/S Academic

I/B/E/S Academic is a comprehensive expectation database and is ideal for research and back-testing of investment theories and proprietary models. It is an historical earnings estimate database containing analyst estimates for more than 20 forecast measures – including EPS (earnings per share), revenue, price targets, EBITDA and pre-tax profits – available on both consensus and detailed levels, covering both U.S. and international companies. The database also includes buy-hold-sell recommendations.

I/B/E/S KPI

I/B/E/S KPI is the latest data addition from Thomson Reuters on the WRDS platform. This data package contains information on both detail and summary level of estimates, in addition to the actuals data for both U.S. and international companies. As it is part of the Thomson Reuters data family, KPI data shares the usual I/B/E/S style files structure as well.

IHS Global Insight

IHS Global Insight offers the most comprehensive economic coverage of countries, regions and industries available from any source. Their collection of U.S. and international financial, economic and industry data is complimented by more than 225 analysts, researchers and economists whose expertise covers over 120 industries and 200 countries.

Investext
Provides forecasts and analysis based upon research reports from over 980 firms, and covering more than 30,000 companies worldwide.

Investext-Mergent
Analyst reports for companies and industries from more than 600 investment banks, brokerage houses and consulting firms worldwide. Locate recent reports quickly by: Entering the company name in the “Company Search” box 

ISS

ISS provides several key financial datasets, delivering insights to help researchers examine governance risk and understand key issues or trends in the areas of board, compensation, shareholder proposals, institutional voting records and shareholder meeting results.

ISSM

The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes. Data available under consolidated trades: actual trade per share, trade condition code, originating exchange, present exchange, numbers of shares traded.

Key Business Ratios

Key Business Ratios on the Web (KBR) provides immediate online access to competitive benchmarking data. This powerful tool lets researchers examine industry benchmarks compiled from D&B®’s database of public and private companies, featuring 14 key business ratios (users choose a one-year or three-year set of ratios) for public and private companies in 800 lines of business.

Markit Securities Finance Analytics

Markit Pricing Data offers live, snapped and end-of-day price updates for approximately 2,600 CDS entities and all the major credit indices, CDX and iTraxx. Markit also delivers a suite of value-added CDS services to provide greater transparency into the marketplace.

Mergent

Financials for more than 25,000 companies with historical numbers back 20 years in some cases. Download EDGAR filings in Excel format and create reports to analyze and compare companies.

Mergent FISD

The Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly-offered U.S. bonds. Along with the FISD bond data, you will receive historical NAICs pricing data. The product has been customized so that it can be accessed using SAS Academic System, FTP or CD-ROM.

MFLINKS

MFLINKS has been developed with Professor Russ Wermers (University of Maryland’s Robert H. Smith School of Business) as a contributor and ongoing consultant to the project.

Moody’s ESG Solutions

Moody’s ESG Solutions Group is a business of Moody’s Corporation serving the growing global demand for ESG and climate insights. 

Nielsen

Nielsen provides rich data and provides academic researchers from a range of disciplines with new opportunities to explore the dynamics of purchasing behaviour across the United States. The size, scope, breadth, and longitudinal time frame of these data make them unique. They cover a wide range of products, categories, retail channels, stores, and geographic markets in the United States.

NYSE TAQ

The New York Stock Exchange (NYSE) Trade and Quote (TAQ) database covers Intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues from 1993 – 2003.

OptionMetrics Ivy

Ivy DB includes, comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. Encompassing more than ten years of data, Ivy DB contains accurate historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.

Ownership Data

Thomson Reuters Global Ownership provides access to a comprehensive collection of global equity ownership data for institutions, mutual funds and insiders. Ownership coverage spans institutions, mutual, pension, and insurance funds, insiders and declarable stakes holders and U.K. share registers for securities trading in more than 70 countries.

Passport GMID
International coverage of more than 20 industries, with focus on consumer products and services. Reports updated annually. 

Penn World Table PWT

The Penn World Table (PWT) displays a set of national accounts economic time series covering many countries. Its expenditure entries are denominated in a common set of prices in a common currency so that real quantity comparisons can be made, both between countries and over time.

Penn World Tables

The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002.

People Intelligence

Capital IQ People Intelligence covers over 4.5 million professionals and over 2.4 million people including private and public company executives, board members, and investment professionals, globally. Each professional in the Capital IQ database has a distinct profile which can include contact details, biography, education, job functions and titles, board memberships, compensation, insider activity, and options holdings.

PitchBook

Track funding, investors, and more. You must register with your Rotman or U of T email address to register. For academic use only – accelerators must use their own subscriptions. 

RavenPack

Using over 40,000 sources, RavenPack provides real-time news analytics, including sentiment analysis and event data focused on business and financial applications. Data includes news and social media content, allowing for comprehensive analysis of financial markets.

SimplyAnalytics

Mapping tool that generates business lists and includes demographic data. Does not include brand specific data, but includes e-commerce information by industry or occasionally product type. 

Statistics Canada’s Socioeconomic Time Series Data

Statistics Canada’s Socioeconomic Time Series Data (formerly CANSIM) is Statistics Canada’s key socioeconomic database. Updated daily, CANSIM provides fast and easy access to a large range of the latest statistics available in Canada. CANSIM comprises over 40 million time series and thousands of tables.

Survey Documentation and Analysis

UT/DLS: Microdata Analysis and Subsetting provides interactive access to a growing list of selected microdata files via Berkeley’s software SDA (Survey Documentation and Analysis).

TRACE OTC

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.

Trade Analyser

The Trade Analyser provides web interfaces for Canadian trade data and World trade data produced by Statistics Canada, International Trade Division.

TSX eReviews

The TSX eReview and TSX Venture eReview are monthly PDF publications produced by TSX Datalinx, an operating group of TMX Group Inc.

TSX Tick-by-Tick Market Data

The TSE Tick by Tick Market Data covers four months (March, April 2000;May, June 2001) of equity history for all stocks listed on the Toronto Stock Exchange. This includes intraday transaction data (trades and quotes) for these securities.

Report-Based (Some include data)

CPA Canada Standards and Guidance Collection
Includes the CPA Canada Guidance collection, federal income tax materials including the Income Tax Act and court cases, as well as Excise and GST/HST materials.

eMarketer

eMarketer is a market research resource for digital marketing, social media, advertising, and e-commerce. It includes reports, benchmarks, articles, demographics and country information.

EIU reports
From the Economist Intelligence Unit, country reports are updated monthly and country profiles are updated annually. Coverage of almost 200 countries.

Frost & Sullivan 

Frost & Sullivan provides access to international industry-specific reports including healthcare, tech, telecom, etc. Includes AI and machine learning reports. 

Gartner

Gartner, Inc. is an American technological research and consulting firm based in Stamford, Connecticut, that conducts research on technology and shares this research both through private consulting as well as executive programs and conferences.

IBIS World

Comprehensive industry reports. U of T access includes the growing Canadian collection, extensive U.S. collection, and global reports. Find reports by collection, search by keyword or browsing. 

Investext

Provides forecasts and analysis based upon research reports from over 980 firms, and covering more than 30,000 companies worldwide.

MarketResearch.com Academic
Market research reports from Icon Group International, MarketLooks, Kalorama Information Packaged Facts and Specialists in Business Information.

Mergent Archives

Includes several historical collections, Moody’s Manuals (going back to 1920), Annual Reports Historical Collection (global coverage as far back as 1900), D&B’s Million Dollar Directory Index (1959-2016). 

OECD iLibrary
Publications of the Organisation for Economic Co-operation and Development including books, periodicals and statistics.

Statista
Statista is a German online platform specialized in data gathering and visualization, which offers statistics and reports, market insights, and consumer insights.

Newspapers & Journal Articles

Business Source Premier
Journal articles, industry and company reports including SWOT analysis. Includes most top academic journals in business, and full text for more than 2,300 journals, dating back to 1965. Also includes MarketLine reports.

Factiva 
Content from more than 10,000 publications from around the globe.

JSTOR
Digital back files of scholarly journals including 75 titles in the Business Collection. Content for some titles date back more than 100 years.

NexisUni
International newspapers, company information and screenings. 

ProQuest
With more than 11,000 titles, ProQuest is an interdisciplinary journal and newspaper database that is international in scope. Also contains Hoover’s reports.

Risk.net
Risk magazine provides news and analysis covering the financial industry, with a particular focus on risk management, derivatives and complex finance. It includes articles and papers on credit risk, market risk, risk systems, swap option pricing, derivatives risk and pricing, regulation and asset management.

Custom Applications​

RIT Market Simulator

The RIT simulation-based-learning product includes the RIT Market Simulator (an order-matching platform which allows users to transact financial securities with each other on a real-time basis) plus a sequence of RIT Decision Cases which focus on specific decision tasks associated with financial securities, market dynamics, and investment or risk management strategies.

RPM

RPM has been designed with ease of implementation in mind. Professors can register and have their students trading within minutes! Registering a class is free and accounts can be purchased and distributed in different ways to maximize flexibility.

Support

  • FRT-Lab Assistants are available for support in the Rotman FRT-Lab from Monday to Friday, 9:00 AM to 5:00 PM during Fall and Winter terms.
  • If you did not find what you are looking for in the above resource list, please contact us.
QUESTIONS and SUPPORT
If you did not find what you are looking for in the above resource list, please contact us.
Click Here

Other UofT Resource

Computer Software list

  • Google Chrome
  • FactSet Workstation
  • Adobe Acrobat DC
  • Tableau 2022
  • SAS Enterprise
  • SAS MS Office Add-in
  • Microsoft Edge
  • Morningstar Direct
  • Capital IQ Office Plug-in (x64)
  • RIT User Application
  • Palisade Decision Tools Suite 8.2
  • Palisade @Risk
  • Palisade RISKOptimizer
  • Python

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