Useful Links

Database-related links

Accessing WRDS

• Sample SAS program for PC Connect

• Sample SAS program for Unix

• Tunnel connection to WRDS (solves dropped SAS connections) 

• Wrds Support page: Login to Wrds resources, some useful ones are:

  • Sample programs

  • Wrds data dictionary

  • WRDS Cloud manual 

  • Wrds help wrds-support@wharton.upenn.edu

Datastream/Worldscope Resources

• 900A.mac Static data macro (right click to save, do not open directly)

• 900B.mac Time-series macro (right click to save, do not open directly)

• 900Aloop.mac modified to get panel data from constituent lists (by Jia Chen)

• 900Bloop.mac 1-variable time series for thousands of dscodes (by Alvaro Taboada, Rose Liao)

• Call macro to run multiple child macros (see zipped example) 

• SAS code to import/transpose 900B csv data (by Roger)

• DS Windows Users Manual (pdf 208 pages, by Datastream)

• How to clean up errors on Datastream (by Ince and Porter, 2006). Further filters in Appendix of Griffin, Nadari, and Kelly (2006). 2007 version has shorter appendix. 

• DS Windows Web Guide (by Princeton U., with macro guide) 

• Datastream Extranet (require registration to obtain password)

• Worldscope Help File (right click to save, cannot be opened directly) 

• Worldscope Manual (pdf 449 pages, by Thomson)

• Complete list of Datastream and Worldscope data items (6.5Mb xls) 

• Eikon/Datastream Guide (by SMU)

SDC Platinum

• How to use SDC (pdf 6 Pages, by Roger)

• Full Users Manual (pdf 102 Pages, by SDC)

• Errors in SDC (by Alexander Ljungqvist)

• SDC helpline: 1-888-989-8373