WRDS

How do I access Wharton Research Data Services, or WRDS?

You can access WRDS Web Services at http://wrds.wharton.upenn.edu/. For direct access to ‘raw’ WRDS datasets here at Wharton, you can use any of several Wharton services, including direct file access in our HPCC (High Performance Compute Cluster), web access via SAS Studio, Matlab/Python/R access via SAS SHARE, and SAS-to-SAS access via PC SAS/CONNECT. For more information on these Wharton services, see our SAS Tools Page.

What is WRDS?

Wharton Research Data Services (WRDS) is a comprehensive, internet-based data research service used by academic, government, non-profit institutions, and corporate firms. WRDS manages the data and delivers it in a seamless, unified, and consistent form.  WRDS provides access to over 200 terabytes of data across multiple disciplines including Finance, Marketing, and Economics. WRDS provides flexible data delivery options, including executing research and strategy development on the WRDS computing cloud. Our databases allow you the foundation to craft a sound business strategy.

What databases are currently available on WRDS?

You can see a full list of all available WRDS databases by logging in at the WRDS website.

Who can access WRDS?

WRDS access is granted by default to most Wharton account holders, i.e. faculty, undergraduate, MBA and PhD students. Research assistants and visitors are also eligible for WRDS access, but not by default – they can request access at this link, or by contacting their departmental IT representative.

Who do I contact for assistance?

Please contact your departmental IT representative for WRDS support. If you would like to submit your question to WRDS directly, you can use the Web Support Form. You can also visit these pages below for more guidance (requires WRDS account): WRDS website support page. WRDS Knowledge Base FAQ

WRDS Website Tools

The WRDS website has a variety of useful web-based tools for working with WRDS data.

If you are trying to identify the dataset name or the WRDS unix directory where a particular variable is located, you can use the WRDS Variable Search. If you simply want to browse what variables are in a dataset, you can use the Variable Browser, or you can do the same via the Variable Search link above.

It is possible to run data queries on Compustat, CRSP and Thomson Reuters datasets using applications on their web site.

If you work extensively with TAQ data, you can request an account on WRDS’ TAQ Grid, a high-powered computing environment specifically and optimised for TAQ data. Please contact your departmental IT representative to request access to the server.

WRDS Programming Resources

If you are looking for tools to help with your coding, the WRDS website contains a library of research applications, pre-written programs for widely-known algorithms and common use cases.

There is also a list of sample programs with examples of SAS code that you can customize for your specific task, and a page detailing commonly-used SAS procedures that might be helpful in your coding.