Appendix M — Data Cards — Appendix C source dictionary

These are the Appendix C — Data Dictionary Master cards: one per dataset the camp uses. Each card follows the same fixed 8-part format (Provider & what it is · Coverage · Key identifiers · Access path · License & GMU-infra note · Gotchas · “first 10 rows” schema sketch · which chapter/lab/capstone uses it). For the full explanation of the format and the index by category, see the Appendix C front page: ../book/appendices/C-data-dictionary/README.md.

Licensing rule (CONVENTIONS §5). Free/public sources may be pulled, cached, and committed on any machine — but still pin the vintage and cite the underlying agency. Licensed sources (the WRDS-delivered databases below — CRSP, Compustat, IBES, OptionMetrics, Capital IQ, Thomson 13F, the TRACE academic file, Mergent FISD — plus any licensed muni/bank file) may be queried only on GMU infrastructure (WRDS Cloud or Hopper), read-only; the raw bytes are cached to a git-ignored data/raw/, never committed, emailed off campus, posted publicly, or pasted into a commercial web service. Credentials come from environment variables only, and every notebook pins its snapshot date. What travels is the recipe — your query code and pull log — not the data.

Cards by category

Markets & corporate data [licensed / WRDS]

  • crsp.md — survivorship-free U.S. stock prices, returns, and delisting returns.
  • compustat.md — S&P Global standardized company fundamentals.
  • ibes.md — analyst earnings estimates (consensus and detail).
  • optionmetrics.md — historical U.S. option prices, implied vols, Greeks (IvyDB US).
  • capital-iq.md — S&P Capital IQ via WRDS, incl. Key Developments.
  • thomson-13f.md — cleaned, licensed institutional-holdings panel (s34).
  • trace.md — corporate-bond transaction tape; academic Enhanced TRACE stays GMU-only.
  • mergent-fisd.md — fixed-income securities reference and ratings.

Federal Reserve & bank regulators

  • fred.md — St. Louis Fed macro/financial time-series aggregator.
  • ffiec-call-reports.md — quarterly regulatory financials for U.S. banks.
  • fr-y9c.md — consolidated financials for bank holding companies.
  • fdic.md — BankFind Suite: directory, SDI financials, bank failures.
  • hmda.md — Home Mortgage Disclosure Act loan-application register.
  • cfpb-complaints.md — consumer-finance complaints with free-text narratives.

SEC EDGAR (free / public filings)

Treasury, FINRA & municipals

  • treasury-finra.md — Treasury auctions + daily par-yield curve; public FINRA TRACE tape.
  • msrb-emma.md — municipal-securities disclosures and trades.

Census, BLS & BEA (government statistics)

  • census-acs.md — ACS demographics/income + County Business Patterns.
  • bls.md — Bureau of Labor Statistics: employment, wages, CPI.
  • bea.md — Bureau of Economic Analysis: national & regional GDP.
  • usaspending.md — federal awards (contracts and grants).

Patents & innovation

Climate & disaster

  • noaa-fema.md — NOAA Billion-Dollar Disasters / Storm Events + FEMA declarations.

Free finance APIs

Text & macro

Crypto

International

34 cards total.