Stack Overflow
Stack Overflow

Questions tagged [wrds]

41 questions
1
vote
2 answers

SAS: Data step view -> error: by variable not sorted properly

I am using a macro to loop through files based on names and extract data which works fine for the majority of the cases, however from time to time I experience ERROR: BY variables are not properly sorted on data set CQ.CQM_20141113. where…
eternity1
  • 651
  • 2
  • 15
  • 31
1
vote
1 answer

Libref is not assigned

I was trying to inquiry data from TAQ, daily trade database. In SAS, I did the following but sas complained that, "Library does not exist." I am sure that the path is correct. %let wrds = wrds.wharton.upenn.edu 4016;options comamid = TCP…
Angel Chen
  • 67
  • 1
  • 2
  • 10
1
vote
1 answer

SAS list all file names issue (authorization to some files but not all)

I am trying to use the following code to list all file names with a prefix in a folder and call a function named CALCU with the filenames: proc contents data=&libref.._all_ noprint out=contents; run; data _null_; set contents; by…
Jinhua Wang
  • 1,679
  • 1
  • 17
  • 44
1
vote
1 answer

WRDS library and SQL?

I am using the WRDS library to connect to the WRDS databases through Spyder. I import wrds. According to the WRDS website, a query should look like this: result = wrds.sql('select * from dataset',…
st19297
  • 521
  • 1
  • 5
  • 18
1
vote
2 answers

Download Data From TAQ Using SAS

I am trying to download the entire TAQ database on WRDS using SAS. Folloing is the SAS code given by a person from technical support of WRDS: %let wrds=wrds.wharton.upenn.edu 4016; options comamid=TCP remote=WRDS; signon username=_prompt_; %macro…
damonloveavril
  • 11
  • 2
0
votes
0 answers

Connecting to WRDS through Python gives PAM authentication failed error

I am trying to connection WRDS using the simple code below: import wrds conn = wrds.Connection() When I run the code, I am prompted for my username and password, which I type in. However, in response, I get the following error…
Tasneem Mohammed
  • 9
  • 3
0
votes
2 answers

R Words Error: Failed to prepare query: Error: column "obs" does not exist

I am trying to use WRDS with R by using this code: I am getting this error: I tried removing (obs=10) and I did not receive the same error, but when I entered: The result was: I tried this: and got the same error.
Raphe Sebastian
  • 1
0
votes
2 answers

Access WRDS data through Google Colab: OperationalError

I've tried to access data from WRDS through Google Colab by using wrds.Connection() function. But I got the OperationalError. I accessed data from WRDS through Google Colab many times before but this is the first time I face this problem. I changed…
MinHaw
  • 39
  • 9
0
votes
1 answer

Can I upload a Python Pandas DataFrame to the WRDS cloud to use in a raw_sql Statement?

I am using the wrds module in Python to extract data from WRDS. In SAS, I can easily upload a local file to the WRDS server to use in a SQL statement on the WRDS server. The code for that is: proc upload data=mydatafile out=mydatafile; run; Is…
myname
  • 1,337
  • 2
  • 11
  • 17
0
votes
0 answers

Issue with connecting with API on WRDS batch jobs

I am trying to run a sas file as a batch job on the WRDS cloud. This includes pulling a large amount of data from an API. When running the SAS file in the WRDS online SAS studio the file works as expected. When using the batch job it creates the…
Andre
  • 123
  • 1
  • 13
0
votes
2 answers

How to create a cumulative variable that groups by PERMNO and arranges by date in R

I have a dataframe with variables from COMPUSTAT containing data on various accounting items, including SG&A expenses from different companies. I want to create a new variable in the dataframe which accumulates the SG&A expenses for each company in…
Fredrik Clement
  • 65
  • 6
0
votes
1 answer

What did I misunderstand about inner join meaning for wrds database?

I learned join methods in sql, and I know that inner join means returning only the intersections of the two different tables that we want to set. I thought for python the concept is same. But I have problem understanding the certain…
cycla
  • 147
  • 5
0
votes
1 answer

Is my PostgreSQL Connection in R holding me back from accessing the host webpage?

I decided to learn to use R to access Wharton Research Database Services (WRDS). I followed the WRDS instructions to connect from my Mac using Big Sur via R. It worked fine at first, however since then I have not been able to access any WRDS webpage…
Paul Obermann
  • 1
  • 1
0
votes
1 answer

Installing custom R package in the WRDS cloud

I tried to install custom R package 'sf' in the WRDS cloud via interactive R session, but failed. The instruction from WRDS is: https://wrds-www.wharton.upenn.edu/pages/support/programming-wrds/programming-r/installing-r-packages/ I followed the…
paulahan
  • 17
  • 1
  • 4
0
votes
2 answers

Retrieving data from many CUSIPs using a SQL query on the WRDS MSRB dataset

I am very new to SQL so my apologies if this is an easy question, I didn't find anything while searching but I may have missed obvious search terms. I am trying to download all transaction data for a set of municipal bonds for which I have a list of…
Arthur R. Wardle
  • 13
  • 2
1
2
3