- WRDS Harvard Subscriptions
- WRDS Finding Historic Financials
- Demo
- WRDS Finding a Time Series of Stock Prices in CRSP
- WRDS Introduction to Compustat
- WRDS Finding a Time Series of Financial Data in Compustat
- WRDS Insider Data from Thomson Financial/Spectrum
- WRDS Institutional Holdings Data from Thomson Financial/Spectrum
- WRDS Introduction to CRSP Stock Price Data
- WRDS Locating Historical S&P 500 Constituents
WRDS
Insider Data from Thomson Reuters Ownership Data
Please note: Thomson Reuters Ownership data (formerly called Spectrum) is not a clean set of data. This is mostly due to reporting inconsistencies with the SEC documents from which the data is pulled. Also, this is a database of transactions (buying and selling of stock) so it is meant to be a record of changes in position, not a snapshot by quarter.
Choose Database
- "Thomson Reuters"
- From list of Thomson Reuters Ownership data on left choose "Insiders".
- Leave "Insider Filing Data - Table 1. Stock Transactions" as is.
Step One: Transaction Date Range
- Set Beginning Date to 2000.
- Set Ending date to 2005.
Step Two: Search
- Set "Search By" to CUSIP6.
- Select Method #1 "Insider or Company Codes".
- Click on "Code Look Up" link.
- New Code Look Up window will open.
- Type "General Electric" into search box.
- Hit "Find" button.
- Copy and paste the CUSIP6 for General Electric back into the "Company Codes" box on the WRDS page using the right mouse cut and paste commands.
- If you are entering multiple codes leave a single space between them.
- Change "All Records" drop down box to "Exclude Problematic Records".
- Leave all other boxes as is.
Step Three: Variables
- In "Insider Information" section check "Owner Full Name" & "Role Code 1".
- In "Company Information" section check "Company Name" & "CUSIP Issuer (6 char).
- In "Transaction Information" box check "Ownership Type", "Resulted Shares Held", "Resulted Shares Held Adjusted" and "Security Title".
- Leave all other boxes as is.
Step Four: Output
- Choose a "Tab-delimited text (*.txt)" format.
- Leave all other boxes as is.
Click "Submit Request" button
- "Data Request Summary" window will open.
- Right mouse click on the highlighted file name.
- Choose "Save Target As" option.
- Save as a .txt file to your computer.
Open File in Excel
- You should have a spreadsheet with twelve columns: CUSP6, Cname, dcn, Owner, role code1, personid, seqnum, trandate, ownership, sharesheld, sectitle, sharesheld_adj
- For a description of each data item, click on the "Documentation" selection on the right on the original search screen next to "Step Three".