S&P Global Marketplace

S&P Capital IQ Financials

S&P Capital IQ Financials provides global standardized financial statement data for over 180,000 companies, including over 95,000 active and inactive public companies, and As Reported data for over 150,000 companies.

S&P Capital IQ Financials allows you to extend the scope of your historical analysis and back-testing models with consistently standardized data from all filings of a company’s historical financial periods including press releases, original filings, and all restatements.
S&P Capital IQ Financials includes:

• Over 5,000 standardized financial, supplemental, segment, ratio, and industry-specific data items on an annual, quarterly, semi-annual, last twelve month and year-to-date basis
• Detailed debt and equity capital structure data
• Historical annual and interim data available as far back as 1985 for certain datasets and geographies with significant coverage from 1993
• Financial instance date providing the date and time data was first delivered
• Unconsolidated data for publicly traded Chinese, Taiwanese, Korean, Japanese, and OTC traded Chinese entities

S&P Capital IQ As Reported Financials includes:

• As Reported Income Statement, Balance Sheet, and Cash Flow data for over 150,000 companies with significant historical coverage from 1993
• Additional detail collected from the footnotes of the financial statements
• Transparency functionality that links the standardized and As Reported data, allowing users to understand the As Reported components used in S&P Capital IQ Standardized items

S&P Capital IQ Estimates

The S&P Capital IQ Estimates dataset is the most comprehensive global estimates based on projections, models, analysis and research. This dataset can be used to evaluate earnings estimates to select stocks and manage investment performance and to track the direction and magnitude of upgrades and downgrades and more.

Available as Global, International or North American company packages, this dataset includes:

• Consensus Estimates: Aggregate analyst estimates for public companies
• Detail Estimates: Historical and current estimates for specific trading items or companies
• Company Guidance: A public company’s estimates on its own future profit or loss
• Analyst Coverage: Estimates of public companies at any point in time provided by brokers and analysts 
• Consensus Analysis: Estimated growth rates and estimate surprise calculations
• Estimate Revisions: Upward and downward changes of broker estimates
• Industry Estimates: Airlines, Banks, Education, Healthcare, Home-Building, Hotels & Restaurants, Insurance, Metals and Mining, Multi-Financial, Pharmaceuticals & Biotechnology, Real Estate, Retail, Telecommunications & Media 
• Point-in-time snapshot data providing all changes to estimates items and their associated dates

Machine Readable Transcripts

The Machine Readable Transcripts datasets aggregates data from earnings calls delivered in a machine-readable format for Natural Language Processing (NLP) applications with metadata tagging.

Leverage Machine Readable Transcripts to keep track of event information for specific companies including dates, times, dial-in and replay numbers and investor relations contact information. Easily combine data from earnings, M&A, guidance, shareholder, company conference presentations and special calls with traditional datasets to develop proprietary analytics. You can rely on:

• Seamless linking between the Speaker ID to the S&P Global Estimates and Professionals database to help identify sell-side analysts’ revisions.
• Intraday updates via a feed or streaming XML messages for details on calls scheduled for transcription.
• 24,000+ entities under coverage with history going back up to 2004.
• The dataset leverages the power of Kensho NERD to identify company names and aliases mentioned during earnings calls and specifies the mention location in the transcript.

Business Relationships

The Business Relationships dataset identifies and classifies connections among global companies helping to build out a comprehensive view of all the interdependent parties in a company’s ecosystem.  This dataset covers over 2.9M+ relationships with over 1M Customer/Supplier relationships, 600K strategic alliances and 691K Creditor/Borrower relationships among others. These relationships are broadly categorized within Suppliers, Customers and Strategic Alliances for a company. For the Suppliers and Customers of a company, this dataset also provides the revenue and expense data which helps to provide a qualitative and quantitative context for that relationship.

This dataset identifies connections among global companies, for example:

• Utilize robust coverage including 28 relationship types for global public and private companies.
• Implement data sourced from SEC Filings, SEDAR Filings, English Glossy Annual Reports, News, and Surveys.
• Identify dependencies among multiple companies
• View upstream suppliers and downstream distributors, customers, etc.
• Understand how a company is positioned within a competitive environment
• Identify current and prior relationships

Company Intelligence

The Company Intelligence dataset contains a robust offering of qualitative data including a time series of company auditors, competitors’ information, alternate and foreign language company names, key documents and filings, alternate address information, and more. The dataset can be used in conjunction with S&P Capital IQ Financials or Compustat to provide additional company insight for competitive analysis.

This dataset provides:

• Short single paragraph description and long, detailed profile descriptions for companies
• All known competitors a company currently has, including the source of where the competitor was identified
• Additional company business addresses globally, including the headquarters address
• The history of financial auditors a company has used for their annual financial reports
• Alternate names a company might be commonly identified as (e.g., Hewlett-Packard Company is commonly known as HP), inclusive of all known historical names if the company’s name has changed over time
• A listing of all known current (and prior) products or services
• Granular taxonomy to gain more insights into a company’s operation

Company Relationships

The S&P Company Relationships package is a global database of over 8+ million company relationships that exist between companies in the S&P universe. The Company Relationships package allows you to make sense of large, complex, and dynamic corporate structures. These relationships can be used to build the corporate family tree and derive the ultimate parent.

The S&P Global Company Relationships Package includes:

• Parent-child relationship, relationship type, percentage ownership, stake type and the nominal value of the total investment.
• Relationship types including current, prior, pending and cancelled acquisitions, investments, investment arms, lenders, affiliates, and index providers.
• Expanded coverage with the addition of relationships for European small to medium-sized enterprises (SMEs), providing deeper insights into the private market landscape.
• A new controlling interest flag to identify relationships where control is exerted, even when the ownership stake is below 50%.
• Validation dates for when the relationship was last verified.

With the Point-in-Time Add-on Option:

• Understand the evolution of relationships over time.
• Start and end dates are available for constituents of key indices (S&P 1500, S&P Global 100, and Russell 3000) from 2022.
• By 2026, relationship start and end dates will expand back to 2010 for the constituents of the S&P 1500.
• Start and end dates are available for key global and North American companies across industries such as banking and insurance, metals and mining etc.
• Relationship dates derived from corporate events and private entity entries and exits.

Global Events

The Global Events dataset provides details on upcoming and past corporate events such as earnings calls, shareholder/analyst meetings, expected earnings release dates and more. With deep history back to 2003, clients can leverage this dataset to derive signals and support trading models across asset classes, trading styles and frequencies. This dataset also helps in research & analysis, risk management & compliance, and trade surveillance workflows.

Some of the key features of the Events dataset include:

• Collection of 1000+ Events daily
• Delivery of the data to users on intraday basis
• Dataset collection from over 20,000 news sources
• Addition of historical event along with the future events

Key Developments

The Key Development dataset provides structured summaries of material news and events that may impact the market value of securities. With deep history back to 2003, clients can leverage this dataset to derive signals and support trading models across asset classes, trading styles and frequencies. This dataset also helps in research & analysis, risk management & compliance, and trade surveillance workflows.

Some of the key features of the Key Development dataset include:

• Collection of 2000+ key developments daily
• PIT data with intraday delivery
• Event types that include Dividends, M&A, buybacks, public offerings, management changes, Debt defaults, Dividend Cancellations, Regulatory, Agency Inquiries and more
• Dataset collection from over 20,000 news sources
• Extensive coverage for public and private companies worldwide

Professionals

Access the S&P Capital IQ Professional dataset to profile professionals with current and prior board/company and research affiliations biographies, and explore standardized job functions, titles, education, compensation, options holdings, and full committee memberships.

Implement the S&P Capital IQ Professional data to gain insight on an individual’s career history and professional relationships with current and prior information integrated into profiles of public and private company executives, board members, and investment professionals, globally.

This dataset includes:

• Detailed individual profiles with biography, contact data, education, compensation, affiliations, and corporate board membership information for 6M+ active Professionals.
• Job titles, seniority rankings, and ‘Key Executive’ flags to quickly identify primary decision makers.
• History and compensation dating back to 1992 for public companies.
• Intelligence on more than 30 million professionals from SMEs (Small and Medium-sized private companies within the S&P Capital IQ European SME universe), including unique person identifiers, officer and director roles, and detailed job function data.  

Transactions

The Transactions dataset provides the entire lifecycle of primary and secondary market business transactions, across public offerings, private placements, mergers & acquisitions, buybacks/repurchase, corporate restructuring, bankruptcies, spin-offs and split-offs. The transactions database covers more than two million high quality transactions across the globe, providing you with essential intelligence to identify new opportunities, assess potential deals, perform deal comparisons, and maximize exit strategies.

You can leverage the Transactions dataset to confirm a private company’s pre- and post-money valuation, use the valuation details of a M&A transactions for a merger arbitrage model or get details on stock repurchased in a particular period.

With a global coverage of approximately 3 million transactions, collected within 24 hours of disclosure, use this dataset to get information on:

• M&A Deal Size, Termination Fee, Target Premium, Ratios, Advisors
• Buyback Size, Buyback Quarterly Repurchase, Remaining Authorization, Number of Shares
• Public Offerings Pre- and Post-IPO ownership, Overallotment, Lock Up
• Rounds of Funding Deal Size, Pre and Post-Money Valuation, Round Type

Ownership

The Ownership dataset provides detailed institutional, mutual fund and insiders/individuals equity share ownership data for public companies along with public float shares, buys and sells of Insiders and major shareholders. In addition, you can access deep insights into portfolio data on investments for Institutions and Funds. This dataset can be used to track market momentum and identify the frequency by which assets within a fund are bought and sold.

This dataset includes:

• Ownership Summary: Aggregate ownership information at company and issue level for specific time periods
• Ownership Detail: Detailed institutional ownership holding information at company and issue level, including shares held, transaction sizes and ranking
• Ownership Insider Trading: A detailed breakdown of insider trading activity at security level
• Ownership Portfolio Holdings: Detailed ownership holding information at issue level at actual reporting dates, including shares held and transaction sizes
• Ownership Fund View: Information on how the underlying funds are linked to the parent investment manager
• Ownership Float: Current and historical freely tradable float shares for Company and Security 

OTC Derivatives

The OTC Derivatives dataset, originated from IHS Markit, is derived with inputs from multiple sources, including 60+ market makers, banks, major interdealer brokers and 30+ exchanges. This robust data collection and organization provides valuable insights to value almost any derivative instrument, from vanilla to exotics across all asset classes.

Leverage OTC Derivatives data to meet changing regulatory demands, whether it’s front, middle and back-office, supporting trading, research, valuation, independent price verification, market risk, regulatory reporting and compliance requirements for institutions globally. Extensive cross asset coverage extends to less liquid, longer dated and out-of-the-money products to provide comprehensive market insight.

This dataset includes:

• Yield Interest Rates Swaps Curves (including inflation)
• Spots and Forward Curves (EQ, FX, PM Commodities)
• Implied Volatility Surfaces (EQ, IR, FX, PM Commodities)
• Implied Correlation (CMS Spread Option, EQ-EQ, EQ-FX)
• Daily End of Day and Intra-day data
• History back to 2007

Fixed Income Pricing Datasets

Government, Supranational, Agency and Corporate (GSAC) Bond Pricing

The Government, Supranational, Agency and Corporate (GSAC) Bond Pricing dataset, originated from IHS Markit, provides independent bid-offer pricing, analytics, and liquidity measures for over 200,000 global bonds. This dataset was built using a dynamic model that uses more than 15 million unique pricing quotes from a variety of sources.

Intraday and end-of-day price updates are used across organizations, starting from the front-office for price discovery on frequently quoted bonds, and in the middle- and back-office for risk management, valuations.

This dataset includes:

• Price updates available hourly for the full universe of over 200,000 bonds covering 70+ currencies
• Data on 70,000 money market instruments across 26 currencies
• Bonds Live, an additional service that is primarily used by trading desks, is available for almost 60,000 liquid securities
• A robust price challenge mechanism, which provides customers with additional clarity if they need additional information at the security level

Municipal Bond Pricing

The Government, Supranational, Agency and Corporate (GSAC) Bond Pricing dataset, originated from IHS Markit, provides independent bid-offer pricing, analytics, and liquidity measures for over 200,000 global bonds. This dataset was built using a dynamic model that uses more than 15 million unique pricing quotes from a variety of sources.

Intraday and end-of-day price updates are used across organizations, starting from the front-office for price discovery on frequently quoted bonds, and in the middle- and back-office for risk management, valuations.

This dataset includes:

• Price updates available hourly for the full universe of over 200,000 bonds covering 70+ currencies
• Data on 70,000 money market instruments across 26 currencies
• Bonds Live, an additional service that is primarily used by trading desks, is available for almost 60,000 liquid securities

• A robust price challenge mechanism, which provides customers with additional clarity if they need additional information at the security level

Loans Pricing

The Loans Pricing dataset, originated from IHS Markit, provides independent bid-offer pricing, analytics, and liquidity measures for over 8,000 leveraged loan facilities worldwide as well as mapping from over 400,000 industry identifiers.

Built based on contributor-based loan pricing engines and sophisticated parsing technology and supplemented with an evaluated methodology, you can use this dataset to market, manage risk, and support trading decisions and idea generation for your portfolio.

This dataset includes:

• Independent and transparent pricing for more than 8,000 leveraged loan facilities
• Composite pricing data on 6,000 loan facilities and evaluated pricing on a further 2,000 loans
• Liquidity metrics, such as the number of dealers quoting, with the size and the average size quoted
• 20+ years of price history

CDS Pricing

The CDS Pricing dataset, originated from IHS Markit, provides independent pricing and liquidity metrics on CDS single names, indices, tranches, options and sector curves, the most extensive source of Credit Default Swap data available on the market.

Widely used for price discovery, valuations, risk management, compliance, production of research signals, investment factors, research and valuations requirements with independent pricing and liquidity metrics. The dataset frequency includes live, intraday, same-day and end-of-day price updates, driven by data points sourced from market makers in the form of official books of record, live quotes, and clearing submissions.

This dataset includes:

• Streaming, daily and end of day prices
• Full global coverage: 6000+ CDS entities, and 400+ credit indices
• Liquidity and sensitivity metrics
• History back to 2001

SNL Sector Datasets:

SNL Insurance

The SNL Insurance dataset provides comprehensive statutory financial data for Property & Casualty (P&C) and Life & Health (L&H) insurance filing groups at organization, entity and state level. This dataset consolidates all current and historical U.S. insurance companies within the same corporate tree on an annual basis.

The various insurance packages that we cover include:

• U.S. Insurance Core Financials
• U.S. Insurance Investment Holdings / Schedule D
• U.S. Insurance Investment Transactions
• U.S. P&C Schedule P
• U.S. P&C Insurance Product Filings

SNL Real Estate Property

The SNL Real Estate Property dataset provides a comprehensive view on news, disclosures, sustainability metrics and analysis on properties for current companies around the world.

This dataset includes:

• Underlying portfolio assets of over 900 public real estate companies in North America, Europe, Asia and emerging markets
• Development pipelines and transactions across more than 200,000+ properties in 101 countries, all categorized into one of several property types including multi-family, office, regional mall, shopping center, industrial, health care and hotel

Newest Enhancements:

1. New Interest Rate Packages for OTC Derivatives Data: includes views for Basis Swap Curves, CapFloors, CapletFloorlets, Discount Curves, Inflation Curves, Inflation LPI Curves, Inflation Seasonality, Swaptions, Yield Curves, XCCY Basis Swap Curves, and XCCY Swap Curve data
2. Enhanced Company Relationships with Point-in-Time Add-on: provides relationship start and end dates for constituents of key indices (S&P 1500, S&P Global 100, and Russell 3000) and is available from 2022 on.
3. S&P Capital IQ Estimates Snapshot: offers the most comprehensive global estimates, providing valuable insights into historical data at any point in time for all periodic and non-periodic data.
4. Transactions New Buybacks and Quarterly Repurchase Data: provides quarterly share repurchases, deal timelines, and buyback data, offering details on the biggest stock buyback yield alongside other critical financial metrics. This information enables you to easily scan historical data for companies and seamlessly analyze past share buybacks, stock returns, and rate of buyback completion. 

ETF Composition Data

ETF Composition Data, originated from IHS Markit, provides daily creation, redemption, and calculation basket information for multi-asset class exchange traded products. ETP Composition Data parses, cleanses and normalizes raw data files, reducing costs, and minimizing technical overhead for users.

Existing clients include delta one desks, issuers, authorized participants, market makers, and traders. This dataset provides timely, accurate and reliable data, supporting functions related to competitor analysis, arbitrage trading strategies, index rebalance strategies, risk management, and compliance. All data is processed and validated prior to the listing’s local exchange open.

This dataset includes:

• Daily NAV
• Shares outstanding
• AUM and Creation units
• Complete constituent information
• Normalized corporate action, dividend, and management fee impact