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I'm trying to download data from wrds-taq dataset(taq_1993,...,taq_2014 products).

[x for x in db.list_libraries() if 'taq' in x] returns:

['taq', 'taqm_2012', 'taqm_2013', 'taqm_2014', 'taqm_2015', 'taqm_2016', 'taqm_2017', 'taqm_2018', 'taqm_2019', 'taqm_2020', 'taqm_2021', 'taqmsamp', 'taqmsec', 'taqsamp']

But then db.list_tables(library='taq') returns an empty list. Why?

shahkalpesh
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aleticmyhero
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1 Answers1

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I get an empty list, but this may be because I don't have access to TAQ. Also it looks like the TAQ tables are foreign tables and the list_tables() function might not show such tables. (Many tables in the WRDS database are views, but they're still views on tables found within the wrds database.)

Ian Gow
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