Getting Familiar with WRDS
Getting Familiar with WRDS
Embedded Files
Wharton Research Data Services (WRDS) is the leading data platform for business, finance, and economic research. WRDS offers web-based and programmatic access to a huge collection of research datasets, including Compustat, CRSP, IBES, etc.
Researchers at most major universities—including WSU—can use WRDS for everything from quick data pulls to automated pipelines in Python, R, and Stata. The WRDS Python API (wrds package) allows you to connect directly to the WRDS cloud, making it easy to query and analyze large datasets from your laptop, Colab, or server.
WRDS Python Tutorial: Getting Started
WRDS Python Tutorial: Getting Started
Below is a simple workflow to help you connect, explore libraries, and pull some sample data from WRDS using Python. WRDS uses direct SQL access to financial datasets (e.g., Compustat and CRSP), so the initial data pulls may look unfamiliar if you haven't used this syntax before. Beyond this initial download, you'll be able to automate pulls, wrangle large tables, integrate with pandas, and script your entire workflow for reproducibility!
Note that you'll need a WRDS account prior to establishing an API connection. If you're unsure of your account access, you'll want to check with your IT department!
Page updated
Google Sites
Report abuse