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Finding and using financial data at Princeton University

Stocks - International

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.


Datastream International* Up to date as well as historical international stock data (minimum frequency is daily). Most comprehensive source for current international stock prices.  For coverage of stock indices, see the Stock Indices section of the Datastream Guide.  Available in Firestone Library (1st Floor) and Stokes Library.
 
Emerging Markets Database**: Ceased in 2008.  The EMDB, from S&P/COMPUSTAT, was a compilation of emerging market information. At the end covered 55 markets and over 3,000 stocks. Country & stock coverage varied over time as countries changed status.  Included were market performance, indicators, market capitalization, monthly value traded, local stock market price indexes, prices in local currency and US dollars, etc. Also included 2 series of indexes, the S&P Global (S&P/IFCG) Index (which represents stock market performance without taking into account restrictions on foreign investors) and the IFC Investible (IFCI) index series (which reflects new opportunities for investment since the mid-1980s). These indexes were calculated for prices & returns. Depending on the country, annual coverage started as early as 1975, while monthly coverage started in 1986. There were 34 Major Emerging Markets (countries) and they included: Argentina, Bahrain, Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Israel, Jordan, Korea, Malaysia, Mexico, Morocco, Nigeria, Oman, Pakistan, Peru, Philippines, Poland, Russia, Saudi Arabia, Slovakia, South Africa, Sri Lanka, Taiwan, Thailand, Turkey, Venezuela, and Zimbabwe. There were 21 Frontier Emerging Markets (countries) and they included: Bangladesh, Botswana, Bulgaria, Cote d'Ivoire, Croatia, Ecuador, Estonia, Ghana, Jamaica, Kenya, Latvia, Lebanon, Lithuania, Mauritius, Namibia, Romania, Slovenia, Trinidad & Tobago, Tunisia, Ukraine, and Vietnam. Daily data covered the period from June 30, 1995 to 2008. Monthly data covered the periods from December 1975 to 2008 for Major Market (countries) and from January 1996 to 2008 for Frontier Markets (countries). Available through WRDS.  The print counterpart which has additional qualitative information is Global Stock Markets Factbook. Princeton holdings begin in 1989. The publication ceased in 2013.  HG4551.E43 (Final edition in DSS).
 
Compustat Constituent Lists USA and Compustat Constituent Lists Global.  USA list includes tickers for the S&P 500 constituent and industry data in Compustat North America plus NASDAQ 100 and Dow Jones Industrials.  Includes the sectors, industry groups, and sub-industries for the S&P. The Global list includes S&P international indices as well as various major exchanges and top market capitalization lists.  Available through WRDS.
 

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.
1994, 1997-2010
HG4551.H319q (Final edition in DSS)
Provides a country by country listing of exchanges. Gives a brief history & other pertinent information.

International Guide to Securities Market Indices.
Chicago: Fitzroy Dearborn, 1996.
(DR) HG4636.S544 1996
Unlike other directories, that focus on stock exchanges, this one concentrated on indices. Provided a country by country listing of stock market indices. Gave background information, computational methodology, underlying instruments, basic data.
 
Stock Exchange Annual Reports (Princeton University holdings)

*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

China

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.

India

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).  

Contacts

Bobbi Coffey and Bobray Bordelon