Datastream
Description: Historical, global coverage of equities, stock markets, commodities, futures, currencies, options, bond markets, company financials, and economic data.
The database is updated daily, and historical equity information goes back as far as 1973,
though coverage varies across countries and types of content. Sources include national governments,
OECD, EIU, IMF, Worldscope, and Morgan Stanley Capital (MSCI). Our subscription also includes
financial statement data from Worldscope for non-U.S. companies.
Available in the Financial Databases Room through proprietary application DSWindows and the Datastream Excel add-in.
What does this database offer?
- Daily stock prices, trading volumes, and return indices, updated at the end of every trading day, for over 100,000 equities in nearly 200 countries around the world
- Data on bonds, options and other derivatives, mutual funds (unit trusts), market indices, exchange rates, macroeconomic variables, and corporate financial data
- Principal interface via an Excel add-in enabling direct downloads to Excel
Basic Tips
Additional Guidance
- Introduction
- Requesting Bulk Data
- Research Extranet
(extensive vendor-provided documentation on Datastream)
- Go to Extranet Logon (ask to be logged in at the Stamps Reading Room Service Desk).
- Go to Documentation Database.
- Go to All Documentation.
- Select reports titled DSDDE Server 2.2 User Guide (for information on Datastream in Excel) or DSWindows 2.2 User Guide.
Vendor Database Support
Authorized Harvard students, faculty, and staff only may request vendor-provided help desk contact information for this database at the Stamps Reading Room Service Desk. Customer service is available 4 a.m. Monday - 6 p.m. Friday EST.
Content Type: Financial Markets Data
Subject: Commodities, Companies, Corporate Debt, Credit Ratings, Fundamentals, Equities, Exchange Rates, Financial Markets And Indexes, Futures, Interest Rates, Sovereign Debt, Mutual Funds
Access:
- Current HU faculty, students, and staff in Baker
- HBS faculty and doctoral students may contact Baker Research Services.
Use of this database implies acceptance of our Copyright and Licensing Restrictions.
