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by Kon-Peki
1506 days ago
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You have to agree to serious licenses, and then you pay serious money for it. Here's a good start to the list of vendors (HINT: click on "Data Dictionary" for things that look interesting): https://wrds-www.wharton.upenn.edu/pages/about/data-vendors/ For linking across different data sets and tracking companies over their entire history (check out the video starting around 6 minutes in): https://wrds-www.wharton.upenn.edu/pages/about/data-vendors/... EDIT - FYI, WRDS is the financial data platform that almost all large universities use (worldwide). They handle all the management of it, and your school just has to write a few checks. Many of these data sets are licensed to all students, not just business school students. So if you are a CS student and want this kind of data for building an ML model or something like that, you should be able to get it by requesting an account on the WRDS page linked above. They might push back on you a little, in which case you'll have to go over to the business school at your Uni to get things ironed out. They have a non-techie-friendly interface, but also offer a Postgres interface so you can connect directly from Python or R or whatever with your account credentials. |
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Curious if you've used any of these WRDS data sets? Also really interested to know if you've used the postgres interface to this data, and how you liked working with it as opposed to a regular API-like interface. Thanks!