This is a package for WRDS users. Its only purpose is to create an odbc connection based on a Data Source configured in your operating system.
The package was only tested in Windows. It requires that you set up a Data Source in the ODBC Data Sources manager, and set it up as follows:
Data source name: wrds-postgres
- Driver = PostgreSQL
- Description = Connect to WRDS on the WRDS Cloud
- Database = wrds
- Username = wrds_username
- Password = wrds_password
- Servername = wrds-pgdata-h.wharton.private
- Port = 9737
- SSLmode = require
It also requires you install a PostgreSQL driver.
Once everything runs, just type
and an ODBC connection named
wrds will be created in your
.GlobalEnv (or within the environment of the function you're writing).
The package also contains some utilities for querying WRDS for table and column names.