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Access WRDS Data Using SAS/R
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1. SAS code
# Establishing a connection
%let wrds = wrds.wharton.upenn.edu 4016;
options comamid=TCP;
signon wrds username=_prompt_;
# Querying Data
rsubmit;
libname crsp "/wrds/crsp/sasdata/a_stock";
data Price;
set crsp.dsf (keep= permno permco cusip date hsiccd prc ret shrout);
by permno date;
where mdy(01,01, 1996)<=date<=mdy(12,31,2001);
run;
2. R code
# Establishing a connection
library(RPostgres)
wrds <- dbConnect(Postgres(),
host='wrds-pgdata.wharton.upenn.edu',
port=9737,
user = '********',
password = '**********',
dbname='wrds',
sslmode='require')
# Querying Data
res <- dbSendQuery(wrds, "select cusip,permno,date,bidlo,askhi
from crsp.dsf
where askhi > 2500
and bidlo < 2000")
data <- dbFetch(res, n=15)
dbClearResult(res)
data