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WRDS

This guide provides an introduction to the WRDS platform.

Three Ways to Search

There are three ways to gain access to the data in the WRDS datasets:

  1. Using the web query tool on the WRDS website
  2. Connecting to the WRDS cloud server
  3. Connecting through a supported application

Web Query Tool

Video Tutorial: Watch the video tutorial below to see a demonstration of creating a web query in WRDS.

The video covers these topics:

  1. Learning the basics of a web query
  2. Adding your filters and selecting your variables
  3. Selecting the format you want for your data
  4. Downloading your data
  5. Finding queries you have run in the past

WRDS Cloud

Use SSH to connect to WRDS' high-performance data computing environment. 

Run interactive or batch jobs using SAS, R, Python or Stata.  (Use of Stata requires a Stata subscription.)

Store your data in the cloud or transfer files using SFTP, SCP, or Dropbox.

Learn more about the WRDS cloud at https://wrds-www.wharton.upenn.edu/pages/support/the-wrds-cloud/.

Programming applications

You can directly access WRDS data from your local computer using these applications:

  • SAS (PC-SAS/Connect)
  • Python (Jupyter Notebooks or Spyder)
  • R (RStudio)
  • MATLAB
  • Stata

Get the details for each application at https://wrds-www.wharton.upenn.edu/pages/support/programming-wrds/.