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Connect to WRDS and query some table properties
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DESCRIPTION
NAMESPACE
README.md

README.md

Introduction

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.

Setup

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.

Usage

Once everything runs, just type

wrds_connect()

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.

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