Thomson Reuters

Description     Issues or Changes     Access & Installation     Documentation 

 

Description

Thomson Reuters is available through WRDS. For more information on WRDS account and accessibility information, please click here.

Thomson Reuters is a global provider of data, analysis and information tools having the most comprehensive range of market leading services and customizable solutions which helps clients to make better decisions and in achieving superior financial results. 

The following are available on WRDS:

       
  • Mutual Funds: Thomson Reuters delivers the current and historical data on US domiciled and certain off-shore funds, required to evaluate and position investment portfolios. The data is obtained from tele-research, internet sites, third-party feeds, transfer agencies, US federal and SEC filings and shareholder reports to offer the broadest resource to construct client portfolios.
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  • 13F: Thomson Reuters maintains the most current, accurate and comprehensive collection of global institutional ownership data available, spanning 13F institutions, mutual, pension and insurance funds, declarable stakes holders and UK share registers. It offers the ultimate resource to identify global securities holding across 58 countries.
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  • Insider Filing: The Insider Filing Data Feed (IFDF) captures all US insider activity as reported on Forms 3, 4, 5 and 144 in line-by-line detail. It also includes performance calculations revealing which insiders' prior trades have been most predictive of subsequent stock returns. They also use a unique cleansing process that adds value by making systematic interpretations on the accuracy of as-reported data and inserts "cleansed" fields for comparison.

Data Year

  • Mutual Funds Holding       : Jan 1980-Dec 2009
  • Institutional (13f) Holdings     : Jan 1980-Dec 2009
  • Insider Filing - Form 144. Proposed Sale File  : Jan 1996-Dec 2009
  • Insider Filing - Table 1. Stock Transactions    : Jan 1986-Dec 2009
  • Insider Filing - Table 1. Derivative Transactions : Jan 1996-Dec 2009

Update Schedule

  • Data is updated quarterly

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Issues or Changes

Changes to Thomson Reuters - July 2008: WRDS used to create the Master s12 and s34 datasets by merging Type 2 (stock characteristics) using the RDATE (report date) of the Type 2 file. These are now created by merging on FDATE (file date). WRDS created variable (SHROUTR) is no longer provided. The variable PERMKEY is no longer populated by Thomson Reuters and has been dropped from the Master File.

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Access & Installation 

Thomson Reuters is available through WRDS. For more information on WRDS account and accessibility information, please click here

WRDS datasets can be accessed directly through SAS programs. Access to sample programs is available with WRDS account. Directory information for some of the Thomson Reuters datasets is given below. The complete list is available on WRDS. 

/wrds/tfn/sasdata

  • s12 - Thomson Reuters Mutual Fund Holdings
  • s34 - Thomson Reuters 13f Holdings
  • form144 - Form 144, Proposed Sale File
  • table1 - Table 1, Stocks Transactions
  • table2 - Table 2, Derivative Transactions

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(Last update 06/10/2010)     (back to top)

Documentation