Wharton Research Data Services (WRDS) is the award-winning research platform and business intelligence tool for over 30,000 corporate, academic, government and nonprofit clients at over 375 institutions in 33 countries.
Questions tagged [wrds-compusat]
22 questions
4
votes
1 answer
SAS Array Declaration
I was reading the SAS code for calculating NBBO, and I came across the following code:
array nexb nexb:; array nexo nexo:; array sexb sexb:; array sexo sexo:;
I was wondering what does the statement array nexb nexb:; do here?

Jinhua Wang
- 1,679
- 1
- 17
- 44
2
votes
0 answers
WRDS Python package error: psycopg2.errors.UndefinedColumn
According to WRDS (large data provider) itself, one can list the different libraries of data they provide by doing the following (source):
import wrds
db = wrds.Connection()
db.list_libraries()
This works fine for me. One can then look at all the…

shenflow
- 345
- 2
- 12
2
votes
1 answer
Accessing WRDS from Python: no connection
I want to access WRDS through Python.
I am using Pycharm.
according to this link : https://wrds-www.wharton.upenn.edu/pages/support/programming-wrds/programming-python/python-from-your-computer/
I have already installed WRDS in my virtual…

Sean
- 81
- 1
- 7
2
votes
1 answer
MATLAB Database fetch() for WRDS Compustat taking too long
I am connecting MATLAB to the Wharton Research Data Services COMPUSTAT database and am running a simple query
WRDS_Connect
setdbprefs('FetchInBatches','yes')
query = exec(WRDS, ['select gvkey from COMP.FUNDA where fyear = 2000 order by gvkey…

rajomato
- 1,167
- 2
- 10
- 25
1
vote
1 answer
Batch executing query in RPostgres returning same data
I am currently trying to download a large database using RPostgres - however, when I try to write the results to csvs in batches, it writes the same data over and over (always the first 1M records). Here is the code I am currently using:
wrds <-…

mhohaus
- 11
- 1
1
vote
1 answer
Calculations in a column which depends on previous observations in R
Is there any way I can create a variable which depends on its earlier observation in R?
In the below example, the column 'asset' should be depreciated by 1,67% (20%/12) per time period (t)
The first 'end result' is = 'asset - depr'
The problem I…

Fredrik Clement
- 65
- 6
1
vote
1 answer
Downloading only transportation companies from the WRDS
I am trying to download data from wrds running an SQL query on my R studio. However I keep getting the same mistake.
I am trying to download data only for transportation companies (NSDINX code 6) but I get error messages. It did not happen when…

Francesco D'Ignazio
- 11
- 2
1
vote
1 answer
Libref is not assigned
I was trying to inquiry data from TAQ, daily trade database. In SAS, I did the following but sas complained that, "Library does not exist." I am sure that the path is correct.
%let wrds = wrds.wharton.upenn.edu 4016;options comamid = TCP…

Angel Chen
- 67
- 1
- 2
- 10
1
vote
0 answers
How to calculate "Redemption value of Preferred Stocks" in Compustat (Global) database [WRDS Database]
"Redemption Value of Preferred Stocks " (Compustat#56) for Compustat (North America) database is available, which is sum of "redeemable Preferred Stocks" and "Preferred dividends in arrears". In Compustat (Global) database "Redemption Value of…

Omer
- 11
- 2
1
vote
1 answer
SAS list all file names issue (authorization to some files but not all)
I am trying to use the following code to list all file names with a prefix in a folder and call a function named CALCU with the filenames:
proc contents data=&libref.._all_ noprint out=contents; run;
data _null_;
set contents;
by…

Jinhua Wang
- 1,679
- 1
- 17
- 44
1
vote
1 answer
WRDS library and SQL?
I am using the WRDS library to connect to the WRDS databases through Spyder. I import wrds. According to the WRDS website, a query should look like this:
result = wrds.sql('select * from dataset',…

st19297
- 521
- 1
- 5
- 18
0
votes
0 answers
Libref error in WRDS Cloud SAS environment
I use WRDS server via the WRDS Cloud using SAS. Trying the code below, I received the error (below the code). How can I fix it.
* Download Moody's annual accounting data;
proc sql;
create table moody as
select gvkey, datadate, mval
from…

Sara Siep
- 13
- 3
0
votes
1 answer
AttributeError when using wrds library
Doing the following:
import wrds
db = wrds.Connection()
does throw this error:
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
File…

shenflow
- 345
- 2
- 12
0
votes
1 answer
Python - .pgpass not remembering login information
I frequently use Wharton Research Data Services (WRDS) through Python on my mac. Here is the code I use to log in:
conn = wrds.Connection()
And here is the message I get after entering my username and password:
Enter your WRDS username…
user19745533
0
votes
2 answers
Access WRDS data through Google Colab: OperationalError
I've tried to access data from WRDS through Google Colab by using wrds.Connection() function. But I got the OperationalError. I accessed data from WRDS through Google Colab many times before but this is the first time I face this problem. I changed…

MinHaw
- 39
- 9