WRDS: Wharton Research Data Services

The University has access to some datasets,  but not all of WRDS datasets. From the main page, Click Datadash board (navy button). From Get Data Page, go to Subscription (on the right), click Subscribed . This menu displays all pertinent datasets in which Pace Library subscribes.

WRDS offers a common search screen and consistent data format across all its datasets. The search is generally standardized as follows:

Step 1: Choose your date range. Click in each date box and select a date from the drop-down list.

Step 2: Apply your company codes.

• Select code type, e.g. TICKER, CUSIP, etc. The code type should correspond to the code format of your input, e.g. select TICKER if you download companies' tickers
• To input codes, select one of the following methods:
  • Company Codes: Search by individual entity. Either enter your codes in Company Codes window separated by space, or use the Code Lookup link to find codes.
  • Browse: upload .txt file with company codes in accepted format - one code per line
  • Select Saved Codelists
  • Search the entire database
• Screening Variables: Review output format for a number of pre-selected variables.
• Conditional Statements (Optional): Use to limit output data by specific criteria.

Step 3:​​ Query / Choose Variables: Select data items for output report.

Step 4: Select query output: Checkmark file format, e.g. Excel or other. Select compression type,or date format if needed.

Click Submit Query. 

To return to Home page, click WRDS logo at top.

On top blue horizontal bar

• Click Get Data > Companies/ Variables > Find Variables.
• Select dataset(s) from the list or click All; enter your keyword(s) in search box.
• Click Search Selected Libraries.
• Click Variables in Forms tab above results.
• Click the link in Query Form column to start search in selected dataset.

NOTE: Unless the search was limited to subscriptions, results include all datasets. Choose the one to which  Business Library subscribes.

• Go to Home page to view Library's subscriptions.

An important feature of WRDS is that most datasets can be downloaded using the same simple interface.  This video shows an example of how to download data from the CRSP dataset (US stock prices).