Home > Business Databases, company information, Updates > LSPD now available on WRDS

LSPD now available on WRDS

London Share Price Data (LSPD) is now available through WRDS (Wharton Research Data Services).

LSPD on WRDS (click to expand)

LSPD on WRDS (click to expand)

Previously the University of Manchester only had access to LSPD as a local MS Access database or a set of .csv files.

LSPD is firmly aimed at researchers: it does not have the variety of data available in other databases, for example Thomson Reuters Datastream or Bloomberg, but concentrates on its historic coverage and the quality of its returns data. We have found LSPD has particular strengths in several areas

  • good representative coverage 1955-1974, full coverage 1975 to date
  • full historic details of company name changes and Stock Exchange Daily Official List (SEDOL) code changes – see Finding UK companies – try LSPD (posted Jan 2011)
  • details of dividend announcement dates, as well as ex-dividend and payment dates
  • data on reasons for company death (delisting)

For brief details of LSPD you can expand the screenshot above, or goto the LSPD page on the London Business School website. For full details there is an excellent manual – recommended reading for anyone thinking of using LSPD.

The University of Manchester subscription is to the LSPD monthly price and returns data (not the daily equivalent).

LSPD does not provide ‘”up to date” data. LSPD on WRDS is updated quarterly with the data released about six week after the end of the quarter. Previously LSPD was released as an annual update, e.g. the 2013 version with monthly data up to the end of 2012 was issued around April 2013. (Our subscription to the CRSP database on WRDS is similar – CRSP provides daily data but we only subscribe to the annual update.)

Other LSPD tips (posts in this blog mentioning LPSD).

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  1. Dr.X
    17 July 2013 at 8:44 pm

    Yes, but LSPD via WRDS is not ‘to date’. The data stops at 2011. Not sure why. Maybe this is only via WRDS but not so in the stand-alone PCs?

    I’m trying to find daily ‘to date’ data on historical prices for active UK stocks. I’m not in Manchester right now, so what’s the best source to use?

    • philreedmanchester
      18 July 2013 at 10:10 am

      LSPD daily data does indeed only go up to 2011 for our access through WRDS. I can investigate further next week why we don’t get the data ‘to date’.

      Remember that the login accounts provided by The University of Manchester are for current staff and students only. We provide research consultation sessions every Tuesday and Thursday at 2.30 to 4.30pm in the Eddie Davies Library for business data queries, again only for current staff and students of The University of Manchester.

    • markgreenwood
      19 July 2013 at 1:03 pm

      The University of Manchester subscription is only to the LSPD monthly data. This is updated annually so does not provide “up to date” data. (thanks for highlighting this – we’ve updated the post to make this clearer). Post re-updated to clarify that LSPD on WRDS is updated quarterly.

      For daily ‘to date’ data on historical prices for active UK stocks you could use Thomson One Banker (TOB), or try Thomson One.com (T1.com) , which is Thomson Reuters replacement for TOB but this requires VPN for off-campus access.

      • Mike Staunton
        11 October 2013 at 8:58 am

        With WRDS subscriptions, we now give quarterly updates – so end-June 2013 is available and end-September will be available soon

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