To match equities from databases (CRSP, Compustat, Datastream, Execucomp, NYSE TAQ, SDC), see the Matching Guide. For hints on finding specific items in these databases as well as additional sources, see the Economics and Finance FAQ.
Global Financial Data contains data on stock market indices. Methodology & sources are documented. Stock market indices go back to 1693. Also included are data on stock market capitalization, dividend yields, price/earnings ratios, total return performance indices, and Global Financial Data's World Stock Market Indices. Includes historical stocks back to the 1780s for select countries (particularly strong for Australia, Canada, Ireland, and the United Kingdom).
Bloomberg* contains up to date as well as historical (though generally not before 1989) international data on stocks. Frequency varies but is typically daily for financial information and in some cases intradaily. Intradaily data is typically kept from 30 to 90 days only. Bloomberg is useful for smaller markets. Available in Firestone Library (1st Floor) as well as 003 Sherrerd and 123 Sherrerd
Tick-by-tick Intraday Data* provides intraday data. Princeton subscribes to the following components: Futures, Cash Indices, VIX indicators (under Market Indicators), London Equities, Euronext Equities; as well as SPX (Standard & Poor's 500 options) and VIX (CBOE Volatility Index). Includes futures data on currencies, equity indexes, grains, metals, interest rates, energy commodities, foods, fibers, and meats. Also includes intraday trade and quote data on equities traded on the London Stock Exchange and the Euronext as well as intraday Forex trade and quote data. Available on RIS Workstations 9 and 10. Dates of coverage vary. Updated daily. User's manual includes many helpful tips. Note for London: until 4/17/2009 two types of LSE quote data were available. One was a product the LSE named BBA (Best Bid Ask) and the other Level 1 Quotes. The BBA product was somewhat inferior regarding when prints were made but contained more instruments than Level 1 Quotes. On 4/18/2009 the LSE stopped the BBA product and updated the Level 1 Quotes product to include all the related instruments. In TickWrite use the 'Interval' drop down for LSE quote data to see the 2 options that reflect these 2 products. In addition Princeton has tickdata from the Toronto Stock Exchange for 21 equities for 2008, 2009, and September 1, 2012-August 31, 2015.
Handbook of World Stock, Derivative and Commodity Exchanges.
HG4551.H319q (Final edition in DSS)
Provides a country by country listing of exchanges. Gives a brief history & other pertinent information.
*Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.
** WRDS requires user to validate through password (undergraduates request a research assistant account and list your adviser as your faculty member). Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.Also consult the FAQ.
In addition to the international sources, the following are specific to China.
CSMAR China Stock Market Trading Database**. Consists of (1) China Stock Market Trading Database which provides data on stocks returns, market return, & aggregated market returns. Provides comparable closing prices adjusted for effects on share prices due to rights offering, cash dividend, stock dividend, etc. Years of coverage for Part 1:
|Shanghai A Share||December 19, 1990+|
|Shanghai B Share||February 21, 1992+|
|Shenzhen A Share||July 3, 1991+|
|Shenzhen B Share||February 28, 1992+|
and (2) CSMAR China Stock Market Financial Database Annual, Quarterly, and Interim Reports which contains the financial data of all A share companies in general industry since 1990. Available on WRDS. For the most up to date data, see the native interface.
China Securities Market Level-1 Trade & Quote Research Database. Tick data for securities traded on the Shanghai & Shenzhen Stock Exchanges for 2005-2014.
In addition to the sources in the international section, the following is specific to India:
Prowess - Daily stock price data for companies in India. Data starts in the late 1980s to early 1990s. Produced by Centre for the Monitoring of the Indian Economy (CMIE). Also contains data on Ownership & governance (board composition, meetings, major stakeholders, subsidiaries etc.) and mergers & acquisitions. Available online.(registration required from a Princeton IP).