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Data and project support

The TD Management Data and Analytics Lab is active in generating and managing data in partnership with the broader academic and business communities.

Our team assists students, faculty and external partners with data acquisition and project solutions. Find a list of our services below, as well as curated data sets made available for your use.

Data acquisition

  • Assist in identifying data sources for courses, practicums, and research projects
  • Help to assemble and organize datasets for both teaching and research needs
  • Interface with private and public institutions to collect and store private data for use by students and faculty
  • Coordinate data acquisitions across the school

Data management

  • Manage data quality by ensuring standardization, consistency, accuracy, and reliability of data
  • Design and construct data management architecture/warehouse to ensure data is reusable and accessible
  • Facilitate data access and licensing to ensure that data are securely retained and made available to faculty for research and course development
  • Work with clients and data sources to automate routines for data extraction, transformation, loading, scoring, and reporting/visualization

Project support

Whether you are a big company, a startup or a government institution, TD MDAL can connect you with our researchers and graduate students to help you tackle real business issues. 

Short-term projects

In our Master of Management Analytics (MMA) program, student teams are paired with partner organizations to tackle real world management problems through the lens of data and analytics. The practicum lasts throughout the program beginning in August for 9 months, and student teams are supervised by our faculty coach. These projects allow participating organizations to address an important management issue with students that leverages current analytical toolsSome of these projects may turn into valuable long-term research topics.

Long-term research projects

These projects mainly involve PhD students and faculty members as they address fundamental research questions using data from our partner organizationsWhile the projects may last several years, the final results are intended to be high quality business insights and publishable research papers.

If you are interested in working with our researchers and students, please contact TD MDAL for details.


Databases hosted at Rotman

In addition to TD MDAL, two other data repositories at Rotman are maintained by the Finance Lab and the Milt Harris Library. The following list provides an overview of all datasets available at Rotman.

(Under Beta Test)

Rotman Database Directory

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Audit Analytics

Audit Analytics is a premium company intelligence service providing independent research to the investment, accounting, insurance, legal, regulatory and academic communities. Audit Analytics provides detailed research on over 150,000 active audits and more than 10,000 accounting firms.

Bank Regulatory

The Bank Regulatory Databases provide accounting data for Bank Holding Companies, Commercial Banks, Savings Banks, and Savings and Loans Institutions. The source of the data comes from the required regulatory forms filled for supervising purposes.

Blockholders

This dataset contains standardized data for Blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.

Bloomberg

Bloomberg is a platform that provides real-time financial market data including price quotes, news, and analytics with a unique system interface. Students are welcome to browse the Bloomberg help documents above for more information.

Business Source Premier

Business Source Premier provides access to academic business economics journals and other publications (Books, Case Studies, Conference Proceedings Collections, Country Reports, SWOT Analysis, Working Papers, MarketLine reports).

Capital IQ

Produced by the Standard & Poor's, Capital IQ is a web and Excel-based software that provides valuable financial research data on fundamental analysis, financial modeling and market analysis.

CB Insights

CB Insights is a venture capital and angel investment database that provides daily real-time information about venture capital and angel investor-backed startup companies, venture capital companies, angel investors and transactions. (You must create an account with your Rotman or U of T e-mail address.)

CBOE Indexes

The CBOE (Chicago Board Options Exchange) Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The VIX measures the market's expectation of 30-day volatility. The VIX is based on S&P 500 index option prices and incorporates information from the volatility skew by using a wider range of strike prices rather than just at-the-money series.

CHASS Datacenter

Collection of databases maintained by Computing in the Humanities and Social Sciences (CHASS) at the U of T, including CANSIM I and II, Canadian Census, Trade Analyzer and many more.

Compustat

Compustat North America is a database of U.S. and Canadian fundamental and market information on more than 24,000 active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items.

CPA Canada Standards and Guidance Collection

This comprehensive reference source provides up-to-date information on the accounting and assurance standards, the implementation of IFRS, Accounting Standards for Private Enterprises, the Canadian Auditing Standards, and much more.

CRSP

CRSP files cover common stocks listed on the NYSE, AMEX and Nasdaq Stock Markets, US Government Treasury issues, and US Mutual Funds. The database has a wide variety of financial and economic indices (market, total return, cap-based and custom) and other statistics used to gauge the performance of the broader market and economy in general.

CUSIP

CUSIP is operated by Standard & Poor's for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media.

Datastream

Widely known as the number one historical financial data provider offering the most comprehensive coverage in the industry, it includes: worldwide equity prices, indices, unit trust pricing, dividend coverage, international macroeconomic time series, foreign exchange, bonds, derivatives and commodities.

DMEF

Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.

Dow Jones

The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), the Dow 10, and The Dow 5.

EIU reports

From the Economist Intelligence Unit, EIU reports provides country, industry, management analysis and forecasts on over 200 countries.

eMarketer

eMarketer is a market research resource for digital marketing, social media, advertising, and e-commerce. It includes reports, benchmarks, articles, demographics and country information.

EMIS

Emerging Market Information Service (EMIS) delivers news, company and financial data direct from more than 80 emerging markets in Asia, Latin America, Central and Eastern Europe, the Middle East and Africa.

Factiva

Factiva provides access to thousands of global and local business and news publications, including The Wall Street Journal, Reuters Newswires, The Globe and Mail. Company Research Tools provides company information, historical stock prices, and industry analysis.

FactSet

FactSet is a research platform that consolidates all the analytics and data professionals need to monitor global markets, public and private companies, and equity and fixed income portfolios in a single, intuitive interface.

FactSet Ownership

Considered the market standard, FactSet Ownership provides global institutional, mutual fund, stakeholder, and float-related share ownership information. The FactSet Ownership database extends the Lionshares Ownership database which was acquired by FactSet in 2000.

Fama French

The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using, as proxy for value, the ratio of book equity to market equity (BE/ME). Returns from these portfolios are used to construct the Fama-French Factors.

Federal Reserve Bank

The Federal Reserve Bank Reports contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the Coincident State Indexes from the Federal Reserve Bank of Philadelphia.

Financial Post

The Financial Post Corporate Database contains financial and corporate information for approximately 4,627companies consisting of 3,505 active companies and 1,122 companies that are no longer active as a result of mergers, takeovers, privatization or liquidation.The Financial Post Mutual Fund database includes information for over 4200 active funds from almost 200 sponsor companies. Information includes fund status, type, RRSP indicators, sales/redemption charge, currency, dividend frequency, management fees, expense ratios, and percentage foreign invested. For each fund you may also retrieve time series of data, listing changes in total net assets, NAVPS, income and capital gain dividend per share, share balance and value of investment.

Frost & Sullivan

Frost & Sullivan provides access to international industry-specific reports including healthcare, tech, telecom, etc. Includes AI and machine learning reports.

Global Financial Data

Extensive historical stock data, exchange rates (CAN-US from 1800 - present), and more. Requires registration, make sure to select Academic under New Member Accounts to access the Global Financial database as well as the US Stocks subscription.

IBES

I/B/E/S International Inc. created their Academic Research Program over 30 years ago to provide both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations. In 2000, I/B/E/S was integrated with Thomson Reuters First Call. (First Call was discontinued in 2012.)

IBISWorld

Comprehensive industry reports. U of T access includes the growing Canadian collection, extensive U.S. collection, and global reports. Reports include industry overview and outlook, products and market, competitive outlook, major companies, operating conditions and key stats.

IHS Global Insight

IHS Global Insight offers the most comprehensive economic coverage of countries, regions and industries available from any source. Their collection of U.S. and international financial, economic and industry data is complimented by more than 225 analysts, researchers and economists whose expertise covers over 120 industries and 200 countries.

Industry Canada

In-depth, industry-specific analysis, statistics, contacts, news, events, financing and regulatory information for Canadian business.

Investext

Analyst reports for companies and industries from more than 600 investment banks, brokerage houses and consulting firms worldwide. Provides forecasts and analysis based upon research reports from over 980 firms, and covering more than 30,000 companies worldwide.

ISSM

The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992.

JSTOR

Digital back files of scholarly journals including 75 titles in the Business Collection. Content for some titles date back more than 100 years.

MarketResearch.com Academic

Market research reports from Icon Group International, MarketLooks, Kalorama Information Packaged Facts and Specialists in Business Information.

Markit

Markit Pricing Data offers live, snapped and end-of-day price updates for approximately 2,600 CDS entities and all the major credit indices, CDX and iTraxx. Markit also delivers a suite of value-added CDS services to provide greater transparency into the marketplace.

Mergent Archive

Includes several historical collections, Moody's Manuals (going back to 1920), Annual Reports Historical Collection (global coverage as far back as 1900), D&B's Million Dollar Directory Index (1959-2016).

Mergent FISD

Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies. It is used to research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.

Mergent Online

Financials for more than 25,000 companies with historical numbers back 15 years in some cases. Download EDGAR filings in Excel format and create reports to analyze and compare companies.

MFLINKS

MFLINKS has been developed with Professor Russ Wermers (University of Maryland's Robert H. Smith School of Business) as a contributor and ongoing consultant to the project. A good example of how MFLINKS can be used is his article, "Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses" (Journal of Finance, 2000) that decomposes mutual fund performance into its various components based upon actual holdings.

Morningstar Direct

Morningstar Direct is a global investment analysis platform that unites all of Morningstar's data and institutional research, private and third-party content, rigorous analytics, and productivity tools.

Nexis Uni (LexisNexis Academic)

International newspapers, company information and screenings.

Nielsen

Two Nielsen datasets are availabe to Rotman Researchers. The Consumer Panel Data comprise a representative panel of households that continually provide information about their purchases in a longitudinal study. The Retail Scanner data consist of weekly pricing, volume, and store environment information generated by point-of-sale systems from more than 90 participating retail chains across all US markets.

OECD iLibrary

Publications of the Organisation for Economic Co-operation and Development including books, periodicals and statistics.

OptionMetrics Ivy DB

Ivy DB is the first widely available, comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. Encompassing more than twenty years of data, Ivy DB contains accurate historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.

OTC Markets

Access comprehensive closing quote, trade and security reference data for securities trading on the OTCQX, OTCQB, and OTC Pink Marketplaces.

Passport GMID

Passport GMID (Global Market Information Database) is an online market research tool that monitors industry trends and provides strategic analysis, market size and market share data for a wide variety of products and industries across many countries.

Penn World Tables

The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries.

PHLX

The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs.

ProQuest

With more than 11,000 titles, ProQuest is an interdisciplinary journal and newspaper database that is international in scope.

Ravenpack

RavenPack News Analytics (RPNA) provides real-time structured sentiment, relevance and novelty data for entities and events detected in the unstructured text published by reputable content sources.

SDC Platinum Global New Issues

As the world’s foremost financial transactions database, SDC Platinum is the source for the most thorough and accurate account of the entire global financial marketplace. Providing the most detailed information available on new issues, M&A, syndicated loans, private equity, project finance, poison pills, and more, SDC Platinum is the industry standard in financial transactions information.

SEC Order Execution

As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis.

ShortSqueeze Database

Short Interest plays a powerful impact on the order flows that can surge into the stock market. ShortSqueeze.com tracks short selling in over 16,000 stocks and provides market professionals with exclusive short interest data and services not available anywhere else, so you may gain from this valuable information and identify powerful stock opportunities happening - now!

SimplyAnalytics

Mapping tool that generates business lists and includes demographic data. Does not include brand specific data, but includes e-commerce information by industry or occasionally product type.

TAQ

The New York Stock Exchange (NYSE) Trade and Quote (TAQ) database covers Intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues from 1993 - 2003.

Thomeson Reuters 13F

Thomson-Reuters Institutional Holdings (13F) Database provides Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC. This database is formerly known as CDA/Spectrum 3 4 database, and contains ownership information by institutional managers with $100 million or more in Assets Under Management.

Thomson One Private Equity and Venture Capital

Track funding through various stages, including for private companies.

TRACE

TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.

TSX Tick-by-Tick Market Data

The TSE Tick by Tick Market Data covers four months (March, April 2000;May, June 2001) of equity history for all stocks listed on the Toronto Stock Exchange. This includes intraday transaction data (trades and quotes) for these securities.

TSX(CFMRC)

The Canadian Financial Markets Research Centre (CFMRC) Summary Information Database of TSE data covers: daily and monthly Toronto Stock Exchange trading data about specific securities; price adjustments data such as dividends, stock splits, recapitalizations, etc.; daily and monthly index data; and selected other financial markets information.

Vault Career Insider

Career guides and job descriptions, resume and interview preparation tips, etc.

WRDS

Wharton Research Data Services (WRDS) is a comprehensive web-based data management system that allows faculty and students to easily retrieve information from a wide variety of financial, economic, and marketing data sources.

WRDS SEC Analytics

Simplify research - quickly and easily develop tailored datasets from all SEC filings, parsing millions of regulatory reports based on custom criteria. The ready-to-use parsed contents and filings archives are updated daily, allowing users to quickly explore data and effectively retrieve widely-used information including the full list of exhibits, filing size, and many more. The WRDS SEC Readability and Sentiment database extends the SEC Analytics Suite by providing, for the first time to academic researchers, a clean set of readability and sentiment measures for every filing since 1994.

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