WRDS - Wharton Research Data Services

Basic Search Tips

Follow this link to see a WRDS Demo.

The WRDS web site offers the documentation and description of databases available. Each database is accompanied by a general description, various components of the database, descriptions of variables, and documentation. Users may also access the database using the query forms. Users can search and download information using these pages by entering their own search criteria.

Additional resources are available from any WRDS web page by clicking on the "support" tab located at the top of your screen. You will find several listings including:

  • WRDS FAQ: This resource contains the most detailed information on using WRDS, including a system overview, data content and access, and extensive help on using SAS and FORTAN programs to extract data.
  • SAS FAQ: This is an excellent resource for users just getting started with SAS.
  • Online Manuals: All electronic manuals published by vendor providers (i.e. CRSP) are available under this link.
  • Downloads: TCP script for connecting to WRDS via SAS/CONNECT
  • Restore Request: Electronic form to be submitted in the event output is lost.

 

To find the proper industry classification codes, follow this link to the US Census Bureau website, 2007 NAICS (North American Industry Classification System) page.

Data Quick Reference

WRDS is known for its holdings of historical financial data from CRSP and COMPUSTAT. This data covers over 30,000 companies and includes security prices and trading volume, income and balance sheet items. WRDS also contains stock market indices, interest rates, mutual fund and executive compensation data, and a wide array of macroeconomic time series. Below is a quick reference chart to the data included in Babson's WRDS access.

DataDistributorData Sets
Balance sheets, income statements and other company-based financial items COMPUSTAT Industrial, Full Coverage, Research, and Backdata Annual/Quarterly, Business Industry Segments Price, Dividends, Earnings
Stock prices and returns, Mutual Fund and CRSP Compustat Merged CRSP Monthly / Daily Stock Files, Indices files, Mutual Fund and CCM
Intraday stock price bid and ask quotes TAQ Trades and Quotes
U.S. Macro and International Economics Global Insight (formerly DRI) Annual, Quarterly and, Monthly BASIC Economics
Executive Compensation COMPUSTAT/ ExecuComp Annual