World Indices

Overview

The WRDS World Indices dataset provides daily and monthly price data for major stock market indices worldwide.

What you can find here:

• Index price levels: daily and monthly closing values
• Index returns: price returns and total returns
• Global coverage: indices from markets across the Americas, Europe, Asia-Pacific, and emerging markets
• Historical data: long time series for major indices

WRDS Access

• WRDS web interface: World Indices
• Python API library: wi
• Update frequency: Daily
• Data dictionary: Link

Example

import wrds
conn = wrds.Connection()

# List available tables
conn.list_tables(library='wi')

For more examples, see the Python API notebook.