How do I access WRDS via SAS Studio?

Most of the time, databases in WRDS are accessed via the standard web interface. If you have an individual WRDS account, you may prefer to access the databases directly via SAS scripts.  This will allow you to write large, efficient queries that combine data sets, then download just the resulting data. It is particularly useful for BoardEx which has many linked tables of data (for example, the gender of a person is kept in a different table to the employment history, linked by person ID). See SASsyFridays Introduction to SAS to learn more about the SAS.

You can access to WRDS via SAS in one of following ways:

1. PC SAS on Windows
2. SAS Studio
3. WRDS Cloud (advanced)

Using PC SAS on Windows

PC SAS on Windows (image via WRDS)

WRDS provide a training exercise for PC SAS. It requires the use of a PC with SAS installed, such as the Eddie Davies Finance Zone, Humanities Bridgeford Street 2.1 and 2.2, and George Kenyon computer clusters.

Using SAS Studio

SAS Studio (image via WRDS)

WRDS provide a training exercise for SAS Studio. It works via the web. This is the newest method available and perhaps the easiest to configure.

Using WRDS Cloud (advanced)

WRDS Cloud accessed via the command line

PGR and academic researchers can write SAS scripts, upload them to run on the WRDS Cloud server then download the results. See our (slightly out-of-date) blog posts on WRDS Cloud for more details.

Using Eventus via SAS

One of the databases you can use via SAS is Eventus. There is a slight change of syntax that may be required if you use SAS Studio with the SAS data set containing the Fama-French factors:

• Documentation says: Eventus Monthly FFF=FF.Factors;

• Change for SAS Studio: Eventus Monthly FFF=ff.Factors_monthly;