Resources


COVID-19 Information and Updates

Following the guidelines of the Rotman School of Management and the University of Toronto, the BMO Financial Group Finance Research and Trading Lab (BMO FRT-Lab) will be closed until further notice with no access either during regular hours or with key-FOB after hours. If students or faculty have any questions about the BMO FRT-Lab resources, research support, information requests, or the closure in general, please CLICK HERE for more detailed information.


Resource Access/Usage Policy

As part of the University of Toronto community, it is your responsibility to ensure that you are using the BMO FRT-Lab resources for non-commercial educational or research purposes only, and that you do not violate copyright law. This applies to both resources available within the BMO FRT-Lab, and data accessed remotely via BMO FRT-Lab subscriptions. If you want to conduct text or data mining activities, please refer to the University of Toronto Libraries text and data mining resource page CLICK HERE for more details about the process and the content providers that support such activity.

Getting-Started Manuals

If you already have access to a lab resource and you want to view the getting-started manuals, please CLICK HERE.


Choose a database from the table below or scroll down to search and select from the list:

Resources List

Custom Applications

Real-Time Applications

Data Delivery Portals
RIT Market Simulator and Decision Cases Bloomberg Professional Service CHASS Data Centre
Rotman Portfolio Manager Factset Wharton Research Data Services (WRDS)
Morningstar Direct
S&P Capital IQ

Research Databases
Audit Analytics ETF Global OptionMetrics Ivy DB
Bank Regulatory FactSet Ownership Data Penn World Table (PWT)
Basic Economics Fama-French Portfolios and Factors Penn World Tables
BoardEx Federal Reserve Bank Reports RavenPack
Canadian CENSUS Fundata Mutual Fund Database (MF) S&P Compustat
CANSIM I/B/E/S Academic S&P Market Intelligence - People Intelligence
CFMRC/TSX Annual I/B/E/S Guidance Survey Documentation and Analysis (SDA)
CFMRC/TSX Quarterly I/B/E/S KPI Thomson/Refinitiv 13F Ownership
Chicago Board Options Exchange (CBOA) IHS Global Insight Thomson/Refinitiv Dealscan
CRSP via CHASS Institute for the Study of Security Markets (ISSM) Thomson/Refinitiv Insider Filing Data
CRSP via WRDS Institutional Shareholders Services (ISS) Thomson/Refinitiv Ownership
CUSIP Markit TRACE OTC
D&B INKBR Mergent Fixed Income Securities Database (FISD) Trade Analyser
Datastream MFLINKS TSX eReviews
Dow Jones NYSE Trade and Quote (TAQ) TSX Tick-by-Tick Market Data

Rotman Milt Harris Library Resources
Business Source Premier Gartner OECD ILibrary
Canada Income Tax Act IBIS World Passport GMID
CB Insights Investext ProQuest
CPA Canada Standards & Guidance JSTOR Risk.net
EIU Reports Key Business Ratios SDC Platinum Global New Issues
eMarketer Market Research.com Academic SimplyAnalytics
EMIS Mergent Statista
Factiva Mergent Archives Vault Career Insider
Frost & Sullivan NexisUni (LexisNexis)


Enter the database name in the search field below:

Custom Applications
RIT Market Simulator and Decision Cases - Click here for more details
RIT Market Simulator and associated Decision Cases, is an order-driven market simulator (which allows users to transact financial securities with each other on a real-time basis) plus a sequence of RIT Decision Cases. Each RIT Decision Case focuses on the risks and opportunities associated with particular securities or strategies. The RIT Decision Cases are designed to be run iteratively using multiple replications which implement a range of potential scenarios. The same strategy can yield different results depending on the final realization of the scenario. Students learn from the immediate feedback on the success of their strategies and practice until they find a robust strategy that works well across the whole range of potential outcomes. In effect, the RIT Decision Cases are designed to apply finance theory in a setting in which students learn how to make good decisions when faced with uncertainty about outcomes.
Rotman Portfolio Manager - Click here for more details
Rotman Portfolio Manager (RPM), designed and developed by our BMO FRT-Lab team, is one of the most robust fantasy portfolio simulations available to colleges and universities in the world. The application allows students to manage a fantasy portfolio of stocks, bonds, futures and options (also known as paper-trading) using real market quotes. Students can submit limit, market, and stop loss orders for securities, and also easily access daily performance of their portfolios as well as trading records.
Real-Time Applications
Bloomberg Professional Service - Click here for access details
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.
Factset - Click here to create an account or Click here to access the data resource
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.
Morningstar Direct - Click here to request access or Click here to access the resource
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. The software platform streamlines the process of finding meaning in financial information, then helps investment professionals communicate this information in customized reports and presentations with compelling data visualizations.
S&P Capital IQ - Click here to request access or Click here to access the resource
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. The software contains comprehensive information on over 60,000 public companies, 685,000 private companies 10,600 private capital firms, 312,000 transactions and 985,000 professionals worldwide. The Financial Analysis and Market Analysis components allow users to draw deep market insights from comparable analysis, sector analysis and high-level overview of industries. In addition, the Screening and Targeting function incorporates over a thousand financial and non-financial screening criteria to construct a list that meets your requirements.
Data Delivery Portals
CHASS Data Centre - Click here for access details
This collection of on-line databases and custom built search and retrieval programs are maintained by Computing in the Humanities and Social Sciences (CHASS) at the University of Toronto.
Wharton Research Data Services (WRDS) - Click here for access details or Click here to access the resource
Wharton Research Data Services, or 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. Building on the strengths of the Wharton School at the University of Pennsylvania and with other academic clients, WRDS has become an indispensable tool for academic research at the nation's leading business schools.
Research Databases
Audit Analytics - Click here to create an account or Click here to access the resource
Audit Analytics is an innovative on-line public company intelligence service available from the Ives Group Inc, a leading independent research provider focused on the accounting, insurance, regulatory, legal and investment communities.
Bank Regulatory - Click here to create an account or Click here to access the resource
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.
Basic Economics - Click here to create an account
The Citicorp macroeconomic database Basic Economics formerly known as CITIBASE, provides annual, quarterly, and monthly data about economic activities in the United States. The database contains approximately 9,500 series about finance, industrial production, energy, productivity, prices, population and labor, and national income. It also includes various forecasts, population projections, and cyclical indicators.
BoardEx - Click here for access details or Click here to access the resource
BoardEx contains more than 2 million profiles of public, private, and non-for-profit organizations and more than 1.4 million people. Approximately 33% of individuals are currently serving on boards of companies, and 38% are either board members or C-Suite. Data details include current and historic roles (with start and end dates) for board positions, employment, and education. On average we make 27,000 profile updates and add 2,500 new profiles, each week. Our current subscription includes access to BoardEx - North America.
Canadian CENSUS - Click here to create an account
The census provides a statistical portrait of Canada and its people. Census data is commonly used for research, business marketing, and planning as well as a base for sampling surveys.
CANSIM - Click here for access details
The Canadian Socio-Economic Information Management System (CANSIM) is Statistics Canada's key socioeconomic database. Updated daily, CANSIM provides fast and easy access to a large range of the latest statistics available in Canada. CANSIM comprises over 40 million time series and thousands of tables.
CFMRC/TSX Annual - Click here for access details
Canadian Financial Markets Research Centre (CFMRC) summary information database (or CFMRC TSX database for short) includes daily and monthly Toronto Stock Exchange trading information about specific securities as well as information on "price adjustments" such as dividends, stock splits, recapitalizations, etc. The database also includes daily and monthly indexes containing information on daily and monthly index levels as well as selected other financial markets information.
CFMRC/TSX Quarterly - Click here for access details
Canadian Financial Markets Research Centre (CFMRC) summary information database (or CFMRC TSX database for short) includes daily and monthly Toronto Stock Exchange trading information about specific securities as well as information on "price adjustments" such as dividends, stock splits, recapitalizations, etc. The database also includes daily and monthly indexes containing information on daily and monthly index levels as well as selected other financial markets information.
Chicago Board Options Exchange (CBOA) - Click here for access details or Click here to access the resource
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.
CRSP via CHASS - Click here for access details
CRSP Database provides access NYSE/AMEX/Nasdaq daily and monthly security prices and other historical data related to over 20,000 companies. The data is provided by the Center for Research in Security Prices, Graduate School of Business, University of Chicago.
CRSP via WRDS - Click here for access details or Click here to access the resource
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. For the University of Toronto users, there are three portals open for data accessibility.
CUSIP - Click here to create an account or Click here to access the resource
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.
D&B INKBR - Click here to create an account
The Dun & Bradstreet - Industry Norms & Key Business Ratios Database (INKBR) provides users with a set of business ratios, measured as relationships between companies' balance sheet and income statement categories, across industries classified as per Standard Industrial Classification (SIC) codes.
Datastream - Click here for access details
The Thomson Datastream is both a standalone application and a Microsoft Excel plug-in. The database is available on workstations at the BMO FRT-Lab. To access the standalone application, simply open the Datastream 5.1 shortcut on the desktop. To access the database through Microsoft Excel, please follow the instructions as outlined by the Excel Add-Ins Quick Start Guide. Professors at the Rotman School may request to have the software installed on their office computers.
Dow Jones - Click here to request access or Click here to access the resource
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.
ETF Global - Click here to create an account or Click here to access the resource
ETF Global offers detailed ETF data variables by recognizing the uniqueness of ETFs as an investment vehicle.
FactSet Ownership Data - Click here to create an account or Click here to access the resource
FactSet Ownership provides institutional, mutual fund, stakeholder, and float-related share ownership information for equities and fixed income securities worldwide from company and institutional filings, investor reports, and press releases. Updated daily, this database provides 17+ years of history across 120 countries.
Fama-French Portfolios and Factors - Click here to create an account or Click here to access the resource
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./td>
Federal Reserve Bank Reports - Click here to create an account or Click here to access the resource
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.
Fundata Mutual Fund Database (MF) - Click here to create an account
The Fundata Mutual Fund Database includes information for over 4000 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.
I/B/E/S Academic - Click here for access details or Click here to access the resource
I/B/E/S Academic is a comprehensive expectation database and is ideal for research and back-testing of investment theories and proprietary models. It is an historical earnings estimate database containing analyst estimates for more than 20 forecast measures - including EPS (earnings per share), revenue, price targets, EBITDA and pre-tax profits - available on both consensus and detailed levels, covering both U.S. and international companies. The database also includes buy-hold-sell recommendations.
I/B/E/S Guidance - Click here to create an account or Click here to access the resource
I/B/E/S Guidance is a related, but separate, product from Thomson Reuters that includes management predictions about their own company (as opposed to the opinions of 3rd party analysts). It includes information previously available in the Company Issued Guidance (CIG) file in base I/B/E/S and information from the defunct First Call database.
I/B/E/S KPI - Click here to create an account or Click here to access the resource
I/B/E/S KPI is the latest data addition from Thomson Reuters on the WRDS platform. This data package contains information on both detail and summary level of estimates, in addition to the actuals data for both U.S. and international companies. As it is part of the Thomson Reuters data family, KPI data shares the usual I/B/E/S style files structure as well.
IHS Global Insight - Click here to create an account or Click here to access the resource
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.
Institute for the Study of Security Markets (ISSM) - Click here for access details
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. Each year of data is divided into two files, one for trades and one for quotes. Data available under consolidated trades: actual trade per share, trade condition code, originating exchange, present exchange, numbers of shares traded.
Institutional Shareholders Services (ISS) - Click here to create an account or Click here to access the resource
ISS provides several key financial datasets, delivering insights to help researchers examine governance risk and understand key issues or trends in the areas of board, compensation, shareholder proposals, institutional voting records and shareholder meeting results.
Markit - Click here to create an account or Click here to access the resource
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 Fixed Income Securities Database (FISD) - Click here to request access
The Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly-offered U.S. bonds. Along with the FISD bond data, you will receive historical NAICs pricing data. The product has been customized so that it can be accessed using SAS Academic System, FTP or CD-ROM.
MFLINKS - Click here to create an account or Click here to access the resource
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.
NYSE Trade and Quote (TAQ) - Click here to create an account or Click here to access the resource
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.
OptionMetrics Ivy DB - Click here to create an account or Click here to access the resource
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 ten years of data, Ivy DB contains accurate historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. With Ivy DB, you will be able to backtest trading strategies, evaluate risk models, and perform sophisticated research on all aspects of options investment.
Penn World Table (PWT) - Click here to create an account
The Penn World Table (PWT) displays a set of national accounts economic time series covering many countries. Its expenditure entries are denominated in a common set of prices in a common currency so that real quantity comparisons can be made, both between countries and over time. It also provides information about relative prices within and between countries, as well as demographic data and capital stock estimates.
Penn World Tables - Click here for access details or Click here to access the resource
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. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002.
RavenPack - Click here to create an account or Click here to access the resource
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. Publishers include Dow Jones Newswires, the Wall Street Journal and over 19,000 other traditional and social media sites. RavenPack News Analytics is used to enhance returns or improve efficiency by quantitative & algorithmic traders, automated market-makers, portfolio managers, risk managers and surveillance analysts. Over 16 years of millisecond time-stamped data is available for backtesting.
S&P Compustat - Click here to create an account or Click here to access the resource
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.
S&P Market Intelligence - People Intelligence - Click here to create an account or Click here to access the resource
Capital IQ People Intelligence covers over 4.5 million professionals and over 2.4 million people including private and public company executives, board members, and investment professionals, globally. Each professional in the Capital IQ database has a distinct profile which can include contact details, biography, education, job functions and titles, board memberships, compensation, insider activity, and options holdings.
Survey Documentation and Analysis (SDA) - Click here to create an account
UT/DLS: Microdata Analysis and Subsetting provides interactive access to a growing list of selected microdata files via Berkeley's software SDA (Survey Documentation and Analysis).
Thomson/Refinitiv 13F Ownership - Click here to create an account or Click here to access the resource
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/Refinitiv Dealscan - Click here to create an account or Click here to access the resource
The world’s pre-eminent source for extensive and reliable information on the global syndicated bank loan market, this robust database contains detailed terms and conditions on over 240,000 loan transactions.
Thomson/Refinitiv Insider Filing Data - Click here to create an account or Click here to access the resource
Capture all U.S. insider activity as reported on Forms 3, 4, 5, and 144 in line-by-line detail.
Thomson/Refinitiv Ownership - Click here to create an account or Click here to access the resource
Thomson Reuters Global Ownership provides access to a comprehensive collection of global equity ownership data for institutions, mutual funds and insiders. Ownership coverage spans institutions, mutual, pension, and insurance funds, insiders and declarable stakes holders and U.K. share registers for securities trading in more than 70 countries.
TRACE OTC - Click here to create an account
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.
Trade Analyser - Click here to create an account
The Trade Analyser provides web interfaces for Canadian trade data and World trade data produced by Statistics Canada, International Trade Division.
TSX eReviews - Click here for access details
The TSX eReview and TSX Venture eReview are monthly PDF publications produced by TSX Datalinx, an operating group of TMX Group Inc.
TSX Tick-by-Tick Market Data - Click here for access details
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.
Rotman Milt Harris Library Resources
Business Source Premier - Click here to access the resource
CB Insights - Click here to access the resource
CPA Canada Standards & Guidance - Click here to access the resource
EIU Reports - Click here to access the resource
eMarketer - Click here to access the resource
EMIS - Click here to access the resource
Factiva - Click here to access the resource
Frost & Sullivan - Click here to access the resource
Gartner - Click here to access the resource
IBIS World - Click here to access the resource
Investext - Click here to access the resource
JSTOR - Click here to access the resource
Key Business Ratios - Click here to access the resource
Market Research.com Academic - Click here to access the resource
Mergent - Click here to access the resource
Mergent Archives - Click here to access the resource
NexisUni (LexisNexis) - Click here to access the resource
OECD ILibrary - Click here to access the resource
Passport GMID - Click here to access the resource
ProQuest - Click here to access the resource
Risk.net - Click here to access the resource
SDC Platinum Global New Issues - Click here to create an account
SimplyAnalytics - Click here to access the resource
Statista - Click here to access the resource
Vault Career Insider - Click here to access the resource