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SAFE data Terms of Use
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Alpha Vantage
Alpha Vantage is an external service that provides an API to download financial and economic data. It includes security prices, macroeconomic data, news, company fundamentals etc.
Users can get a free API key in order to download data.
The standard API usage limit is 5 API requests per minute and 500 API requests per day. A single API request can provide a full time series for a single company. A Premium Membership allows a user to download more data.
Alpha Vantage
Central Banks Data: Securities Lending
The securities purchased by the ECB and Eurosystem central banks under the various large scale asset purchase programmes (PSPP, CBPP, CBPP) are made available for securities lending since mid-2015.
The aim of the securities lending framework is to support bond and repo market liquidity through various lending arrangements ranging from bilateral lending to lending relying on specialized securities lending agents or on the lending infrastructure of international central securities depositories.
The terms of the lending contracts, i.e. collateral eligibility, pricing, haircut, term and counterparty eligibility; are determined at the individual central bank level to accommodate domestic infrastructures and market practices.
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Eurex Repo Data: GC Pooling Baskets
GC Pooling offers different pre-defined baskets for trading:
• GC Pooling® ECB Basket
• GC Pooling® ECB EXTended Basket
• GC Pooling® INT MXQ Basket
• GC Pooling® Equity Basket

The respective components and haircuts are listed in the files below.
• GC Pooling® ECB Basket
Based on the Eligible Assets Database (EAD) the GC Pooling® ECB Basket covers approximately 3,000 ECB eligible securities. The basket composition is adapted to LCR Level 1 criteria. This basket enables the re-use of received collateral for refinancing within the framework of ECB/Bundesbank open market operations, the GC Pooling® market and Eurex Clearing Margining (possible for customers with Xemac access).
• GC Pooling® ECB EXTended Basket
Based on the Eligible Assets Database (EAD) the GC Pooling® ECB EXTended Basket covers around 14,000 ECB eligible securities. This basket enables the re-use... read more
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German historical financial data
Freely data available for Germany for the period 1871-1914.
In addition, 8 other data sets have been collected from previous work at the Center for Financial Studies.
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histat - Historical Time Series
Histat was developed in GESIS by Jürgen Sensch, Rainer Metz, and Gabriele Franzmann and released in 2004. The online platform has the function of making time series from historical, economic and social science research accessible. On October 15, 2021, histat moved to SAFE. New studies are frequently imported into histat.
The registration, the use of histat as well as the download of data from histat are free of charge.
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Quandl is a Data Platform that hosts data from hundreds of publishers on a single easy-to-use website.
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Preliminary version of the dataset historical company data 1920 - 1940
This preliminary dataset is generated from the historical source "Handbuch der Deutschen Aktiengesellschaften" and is at an early stage.
We provide access to researchers from the field of economic history that are providing support in finalizing the dataset.
Once completed, the dataset will be made publicly available.
Data Usage Agreement required
Bloomberg terminal
Bloomberg offers a wide range of data on the world's leading public and private companies. 
Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; exchange rates; fully adjusted pricing and dividends information, including high, low, close, price/earnings ratio, yield, earnings per share, market value, volume traded & shares outstanding. Products certification (for free) are available typing "BCER" command in terminal
Access from data room only
ESG + Datastream + Worldscope data by Refinitiv
SAFE Research Data Center makes available periodically downloaded data: see links "*: content guide" in section 'Documentation'.
Data are stored in shared folder accessible from each workstation.
Access from data room only
FactSet offers comprehensive data and analytics on global financial and economic markets and companies. Data coverage includes:
  • Financial data on 70,000+ public and private companies worldwide;
  • Up to 2.000 historical financial metrics data items for close to 100 countries;
  • Historical financial data on 5.000 global indices, as well as fixed income, commodities, alternative investments markets, and more.
Platform used to analyze financial data from global equity and fixed income markets. Coverage includes data and information on ownership and private equity and venture capital investments. It also includes SharkWatch (formerly SharkRepellent) and Mergerstat data.
FactSet features comprehensive data and analytics on global financial and economic markets and companies, in a flexible, easy-to-use, environment.
Access from data room only
Nexis Uni
Nexis Uni delivers unmatched depth and quality when it comes to content. With more than 15,000 news, legal and business sources, Nexis Uni helps students find credible sources including:
• Print and online journals, television and radio broadcasts, newswires and blogs;
• Local, regional, national and international newspapers with deep archives;
• Extensive legal sources for federal and state cases and statutes, including U.S. Supreme Court decisions since 1790;
• Unparalleled business information on more than 80 million U.S. and international companies and more than 75 million executives.
Go to source (Goethe IP required)
Refinitiv Workspace for Students (RWS)
Available from January 2023
Refinitiv Workspace for Students is a library database that provides financial news, financials, global pricing data and analytics, analyst research reports, and more.
RWS is the next generation of Eikon Desktop; it incorporates Datastream, Worldscope datatypes and which used to be on separate platforms.
Refinitiv Workspace for Microsoft Office is an add-in available in MS Excel. N.B. data download through Excel has a limit of 10m data points per month.
In order to download data is strongly suggested to use APIs: CodeBook (app that provides a ready to use environment hosted in the cloud preloaded with popular APIs and software libraries) or Python IDE (PyCharm is installed in each workstation).
Refinitiv offers product certification (for free) at read more
Go to source (Refinitiv credentials required)
S&P Capital IQ Pro (SNL Financial)
S&P Capital IQ Pro (former SNL Financial) is the premier provider of breaking news, financial data and expert analysis on business sectors critical to the global economy: Banking, Insurance, Financial Services, Real Estate, Energy, Media & Communications and Metals & Mining.
Data Rooms provide 'S&P Capital IQ pro' web portal access and Microsoft Office add-in for Excel.
Go to source (S&P global credentials required)
WRDS : Bank Regulatory
The Bank Regulatory Database provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions
Go to source (WRDS credentials required)
WRDS : Blockholders
Blockholders is a free database of large-block shareholders created by researchers in 2004.
The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data.
Go to source (WRDS credentials required)
WRDS : BoardEX
BoardEx covers educational background, prior employment, and connections of directors and executives for North America.
Analyze the proportion of politically connected directors, using CEO-level controls such as age, gender, and experience. Extract executive stock option holdings.
Go to source (WRDS credentials required)
WRDS : Bureau Van Dijk : ORBIS
NEW from January 2023
Orbis contains information on medium, large and very large companies across the world and focuses on private company information.
Coverge includes:
  • Financials for Industrial Companies
  • Financials for Banks
  • Financials for Insurance Companies
  • Interim Financials for Industrial Companies
  • Interim Financials for Banks
  • All Current Shareholders First Level
  • All Subsidiaries First Level
Go to source (WRDS credentials required)
WRDS : Capital IQ
Capital IQ  (from Standard & Poor's) provides data on public and private companies, investment firms, capital transactions, and people.
Go to source (WRDS credentials required)
WRDS : CBOE Indexes
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 Index was introduced in 1993 by Professor Robert E. Whaley of Duke University in his paper 'Derivatives on Market Volatility: Hedging Tools Long Overdue,' Journal of Derivatives 1 (Fall 1993), pp. 71-84. Since then, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.
The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility 'skew' by using a wider range... read more
Go to source (WRDS credentials required)
WRDS : Compustat
Compustat  (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.
Go to source (WRDS credentials required)
The CRSP US Stock Database provides a unique research source characterized by its unmatched breadth, depth, and completeness. It includes CRSP's unique permanent identifiers allowing for clean and accurate backtesting, time-series and event studies, measurement of performance, accurate benchmarking, and securities analysis.
Annual Update: once each year, in early February.
It includes CRSP/Compustat Merged database (CCM), a convenient way to link CRSP market and corporate action data with Compustat fundamental data.
Go to source (WRDS credentials required)
WRDS : Direct Marketing Educational Foundation (DMEF)
Direct Marketing Educational Foundation (DMEF)
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 through DMEF to approved academic researchers for use within academic situations.
Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics.
Go to source (WRDS credentials required)
WRDS : 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 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 (see 'Common Risk Factors in the Returns on Stocks and Bonds', Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French's web site at Dartmouth.
Go to source (WRDS credentials required)
WRDS : Federal Judicial Center
The Federal Judicial Center's (FJC) Integrated Database (IDB) contains data on all federal civil, criminal, bankruptcy, and appellate court case information reported by the courts to the Administrative Office of the U.S. Courts (AOUSC), beginning in 1970.
Go to source (WRDS credentials required)
WRDS : Federal Reserve Bank Reports
The Federal Reserve Bank Reports in WRDS contain two databases collected from Federal Reserve Banks.
Foreign Exchange Rates (Federal Reserve Board's H.10 Report). The WRDS FX database is based upon the Federal Reserve Board's H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$ and a few are also available in 'inverted form' (e.g. $/pound).
Interest Rates (Federal Reserve Board's H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board's H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days... read more
Go to source (WRDS credentials required)
WRDS : Historical SPDJI
Access the largest global resource for essential index-based concepts, data and research.
Go to source (WRDS credentials required)
WRDS : Macro Finance Society
The Macro Finance Society curates a list of datasets from several influential papers broadly in the area of macro finance.
The mission of the Macro Finance Society is to advance and disseminate high-quality research in Macro Finance, which is a broad area at the intersection of financial economics and macroeconomics. 
The research conducted at The Society emphasizes microeconomic foundations via (dynamic) structural modeling, while being grounded in the data. 
Members of The Society consist of both financial economists and macroeconomists, who share the common goal of advancing and disseminating high-quality research in Macro Finance.
For more information, please see
Go to source (WRDS credentials required)
WRDS : Municipal Securities Rulemaking Board (MSRB)
As the primary regulator of the $3.7 trillion municipal security market, the MSRB collects and makes publicly available through its Electronic Municipal Market Access (EMMA). The trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts.
Go to source (WRDS credentials required)
WRDS : Option Metrics
OptionMetrics' Ivy DB is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. With Ivy DB OptionMetrics, you'll be able to backtest trading strategies, evaluate risk models, and perform research on all aspects of options investment.
Go to source (WRDS credentials required)
WRDS : OTC Markets
Access the most comprehensive closing quote, trade and security reference data for securities trading on the OTCQX, OTCQB, and OTC Pink Marketplaces
Go to source (WRDS credentials required)
WRDS : 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.
Go to source (WRDS credentials required)
WRDS : Peters and Taylor Total Q
Data on firms Total q ratio (an improved Tobins q proxy) and the replacement cost of firms intangible capital.
Go to source (WRDS credentials required)
WRDS : Philadelphia Stock Exchange (PHLX)
The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation. As one of North America?s primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services.
The PHLX trades more than 2,800 stocks, 740 equity options, 12 sector index options and 100 currency pairs. On the equity floor, PHLX?s PACE (Philadelphia Automated Communication and Execution) system was one of the first automated equity trading systems on any exchange.
Go to source (WRDS credentials required)
WRDS : Public Data: Bureau of Economic Analysis
Macro Economics data. Bureau of Economic Analysis (BEA publishes the top series on GDP, Consumer Spending, and other national accounts.
Go to source (WRDS credentials required)
WRDS : Public Data: Bureau of Labor Statistics
Macro Economics data. Bureau of Labor Statistics (BLS publishes the top series from each of the main surveys, including the CPI, PPI, CES, and others.
Go to source (WRDS credentials required)
WRDS : Public Data: Healthcare
HCUP (Healthcare Cost and Utilization Project) examines individuals as patients, covering procedures and diagnoses during hospital inpatient stays and emergency department visits.
MEPS (Medical Expenditure Panel Survey) tables examine individuals as consumers, covering insurance coverage, and the use and cost of health services -- access insurance tables, covering employers in the private sector and state and local governments on the health insurance coverage offered to their employees.
Go to source (WRDS credentials required)
WRDS : Refinitiv Ownership
Information about large-scale holders of specific securities
Go to source (WRDS credentials required)
WRDS : Research Quotient
Analyze and measure the effectiveness of a firm's R&D.
Research Quotient (RQ) is the percentage increase in revenue from a 1% increase in R&D. RQ is the output elasticity of R&D. RQ offers a universal, uniform, and reliable measure of a firm's R&D productivity.
Go to source (WRDS credentials required)
WRDS : SEC Order Execution
License expired on December 2022
SEC-mandated Disclosure of Order Execution Statistics
Electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis.
On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information.
Data is available on WRDS through 2005, and is no longer updated.
Go to source (WRDS credentials required)
TRACE - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service.
All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It was formed in the summer of 2007 from the NYSE and the NASD.
There are several categories of securities in TRACE:
- BTDS: corporate bonds (U.S. dollar-denominated, investment grade and high yield).
- ATDS: US government agency bonds.
- SPDS: securitized products including asset-backed securities and mortgage-backed securities. WRDS separates SPDS by
- Sub-Product Type into SPDS-ABS, SPDS-CMO, SPDS-MBS, SPDS-TBA.
- BTDS144A: corporate bonds falling under Rule 144a of the Securities Act of 1933.
- SPDS144A: securitized products falling under Rule 144a of the Securities Act of... read more
Go to source (WRDS credentials required)
WRDS- Beta Suite
Beta Suite is a powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way.
The tool is designed with flexibly in mind, capable of handling monthly, weekly and daily rolling regression on common set of market risk factors.
Go to source (WRDS credentials required)
WRDS- European Short Data
Implemented after the previous global financial crisis to increase market transparency, this data encompasses all significant short positions reported by institutional investors under the EU236 Rule.
Go to source (WRDS credentials required)
WRDS- Event Study
the Event studies are widely used by empirical researchers in finance, economics, accounting, law, and other business disciplines to analyze the market reaction to firm specific and market-wide events using either returns or volume around the time when event occurred.
Some examples include: earnings announcements, M&As, new capital issues, and announcements of macroeconomic variables (unemployment or trade deficit), measure impact on the value of a firm resulting from a change in the regulatory environment, or to assess the damages.
Go to source (WRDS credentials required)
WRDS- Financial Ratios Suite
WRDS Financial Ratio is a web based engine that delivers over 70 pre-calculated financial ratios for all U.S. companies across eight different categories (Valuation, Liquidity, Profitability, and etc).
Researchers can easily obtain both firm-level and industry-level ratios through point-and-click on the web query. This product can be used by researchers as a convenient tool to obtain firm-level and/or industry-level ratios as characteristics for controls in empirical research.
Go to source (WRDS credentials required)
WRDS- Intraday indicators - SEC MIDAS
The WRDS Intraday Indicator Database (IID) contains daily stock market indicators obtained from NYSE TAQ data. At daily frequency, it provides, per stock variables such as Volume, Returns, and a variety of others.
SEC offers MIDAS (Market Information Data and Analytics System) to promote better understanding of the U.S. equity markets and market structure. WRDS SEC MIDAS contains the Individual Security Metrics published by SEC MIDAS. The Individual Security Metrics provides market trading metrics for over 8,300 securities (stocks and exchange-traded portfolios).
Go to source (WRDS credentials required)
WRDS- Linking Suite
The WRDS Linking Suite allows to easily download link table between various heavily used databases on WRDS platform:
  • Bond CRSP Link allows users to directly link fixed income data at the individual bond level to the equity data from the CRSP database.
  • Option Metrics CRSP Link provides the link between OptionMetrics SECID and CRSP PERMNO
  • BoardEx CRSP Compustat Link provides the link of Boardex companies with CRSP-Compustat universe
  • TAQ CRSP Link provides the link between TAQ SYMBOL and CRSP PERMNO
  • FactSet CRSP Link links Factset’s security id as well as entity id with CRSP identifiers
Go to source (WRDS credentials required)
WRDS- Option Suite
Option and equity level indicators (e.g. Implied Volatility, Put/Call Ratio) derived from underlying option pricing data.
Go to source (WRDS credentials required)