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WRDS User Guide

WRDS User Guide. West Virginia University. Three Ways of Working with WRDS. Web – Based PC – SAS The WRDS UNIX server will be accessed using SSH Secure Shell. Available Datasets at WVU. Datasets are classified by vendor and concept (subject) To see WVU subscriptions:

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WRDS User Guide

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  1. WRDS User Guide West Virginia University

  2. Three Ways of Working with WRDS • Web – Based • PC – SAS • The WRDS UNIX server will be accessed using SSH Secure Shell.

  3. Available Datasets at WVU • Datasets are classified by vendor and concept (subject) • To see WVU subscriptions: ► click Home → My permissions ► WRDS Info home (http://www.be.wvu.edu/wrds/home/index.html ) → WVU Subscription ►Unix commands

  4. Data Descriptions • For brief descriptions: ► Select a dataset on the top • For overviews: ► Click Support → Dataset overviews • To get detail manuals: ► Select a dataset → Select a sub-dataset → Data manuals ► Click Support → Online manuals

  5. Step 1 to extract data: Data Range • To check available data range for a dataset (general): ► Documentation • To check available data range for a company (specific) : ►Code lookup

  6. Step 2 to extract data:Search • Search by GVKEY PERMNO PERMKO CUSIP TICKER… • Most errors are caused by this step. A company code must be matched to an identifier chosen.

  7. Understanding identifiers

  8. Searching identifiers • To search identifiers: ►Code lookup ►Tools → Company Search • Example: Search for ticker, IBM

  9. Step 3 to extract data:Variables • For a description of each data item: ►Documentation ► Click each item ► Support → WRDS Datasets and Sample program → Dataset list ► Tools → Variable Search

  10. Step 4 to extract data:Output • Select format • Select compress type • Summit request • Save queries → Home → My.WRDS → myWRDS queries

  11. Compustat Tools • Support → Tools

  12. Compustat Tools (Cont’d) • Compustat → On the bottom of left side

  13. CRSP Tools • Other CRSP tools not mentioned are not available.

  14. Asking Questions • For general questions: ►Support (right side) → WRDS Knowledge base • For specific questions: ► Home (right side) → Search Forum (can ask and reply questions as well)

  15. Further Information • For users conference: ► Home (on the top) → News → Users Conference • For Update Schedule: ► Home (on the top) → News → Date Updates

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