Databases

To access TAQ data, connect to WRDS > on the WRDS Subscriptions page (default home page) select TAQ > scroll through the resulting list and select the Millisecond Trade and Quote -"Daily Product" options. NOTE: McMaster's subscription dates back to 2018, not 2003. 

Offers tick-by-tick trade and quote data of all activity within the U.S. National Market System. TAQ provides transaction information at the intraday level (to the microsecond) covering over 10,000 stock issues listed on 16 major American exchanges, including the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and Nasdaq.

Includes 150+ daily variables that cover liquidity, volatility, price/flows, informativeness, and many others. 

Provides a single entry point to a range of UN statistical databases.  The datasets cover a wide range of themes including Agriculture, Crime, Education, Employment, Energy, Environment, Health, HIV/AIDS, Human Development, Industry, Information and Communication Technology, National Accounts, Population, Refugees, Tourism, Trade, as well as the Millennium Development Goals indicators.

The United Nations Digital Library (UNDL) includes UN documents, voting data, speeches, maps, and open access publications. The platform provides access to UN-produced materials in digital format and bibliographic records for print UN documents starting in 1979. System features include linked data between related documentation such as resolutions, meeting records and voting, and refining of searches by UN body, agency or type of document.

A comprehensive global search, discovery, and viewing source for accessing publications, journals, data, and series published by the United Nations Secretariat, and its funds and programs. Topics include: Agriculture Rural Development and Forestry, Children and Youth, Democracy and Governance, Disarmament, Drugs, Crime and Terrorism, Economic and Social Development, Environment and Climate Change, Human Rights and Refugees, Human Settlements and Urban Issues, International Law and Justice, International Trade and Finance, Migration, Natural Resources, Water and Energy, Peacekeeping and Security, Population and Demography, Public Health, Transportation and Public Safety, United Nations, Women and Gender Issues.

Contains investment information and advice. The Standard edition tracks approximately 1,700 companies in over 90 industries. The Small and Mid-Cap section contains reports on 1,800 companies, most of which are smaller than those in the Standard edition (usually with market values from less than $1 billion to $5 billion). 

NOTE: Only current McMaster faculty, staff, graduate students, undergraduates, research assistants and visiting faculty can register for a personal WRDS account. A WRDS day pass option is also available to current McMaster users by completeing this form. A McMaster email address is required. Once the form is submitted, a WRDS access link will be emailed to you within minutes.

Provides access to several finance and business related datasets including Audit Analytics, Compustat, CRSP, LSEG & MSCI ESG, and TAQ. More information on these and others datasets is included in the Description field of this record.