Financial and economic data for academics

What is Exchange Data International?

Exchange Data International, known as EDI, has been producing securities reference and pricing data since 1994. It covers exchange traded equities, derivatives, and currencies across more than 170 exchanges worldwide, translating corporate filings and exchange feeds into standardized pricing, corporate action, and reference data researchers can use directly.

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What academic researchers should know about Exchange Data International financial markets data

On Dewey, Exchange Data International publishes four related products. Global Equity End of Day Pricing Data covers open, high, low, and close prices, traded volume and value, and transaction counts for equities, ETFs, US mutual funds, listed bonds, and listed indices across more than 170 exchanges, with EDI producing this data since 2007. Global Equity Corporate Actions delivers dividends, splits, mergers, and other corporate events as structured, linkable records with reference data, event data, and related events for each notice. Global FX Rates covers 168 currencies, including legacy Euro currencies, against a researcher's choice of USD, GBP, or EUR base rate, with 10 years of historical coverage. Futures and Options reports contract specifications, tick size, strike price, and expiration details for exchange-traded derivatives on equities, indices, interest rates, commodities, and currencies, with coverage beginning August 2025.

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Why academic researchers choose Exchange Data International on Dewey

Global asset pricing research usually means stitching together a pricing vendor, a separate corporate actions feed, and a separate FX source, then reconciling all three to the same security identifiers. Exchange Data International publishes pricing, corporate actions, and FX data built around the same reference identifiers like ISIN and SEDOL from the start, so researchers can link a price series to the dividends, splits, and other events that adjust it without a separate matching step. Because coverage spans more than 170 exchanges rather than a handful of major markets, it also supports cross-country and emerging market research that a US-only pricing source cannot. It pairs naturally with other Dewey partners for a fuller view of markets: Context Analytics for social sentiment on the same equities, 7 Chord for issuer-level credit curves on the fixed income side, and TenderAlpha for country-level government spending data alongside FX and equity movements.

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Exchange Data International academic research ideas and use cases

• Corporate actions and event studies. Structured dividend, split, and merger records tied to the same security identifiers as the pricing data support event study designs that measure how prices adjust around a corporate action, across markets rather than a single exchange.
• Cross exchange asset pricing. Coverage across more than 170 exchanges makes it possible to test asset pricing anomalies or factor premia outside the handful of developed markets that dominate most existing datasets.
• Currency risk and international finance. Ten years of FX rates against a chosen base currency support research on exchange rate pass through, currency risk premia, and how currency moves interact with equity returns for multinational firms.
• Derivatives market structure. Contract specifications for exchange traded futures and options across commodity, equity, FX, and interest rate underlyings support research on contract design, tick size effects, and how derivative markets are structured differently across asset classes.

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