wrds

Query WRDS PostgreSQL datasets and execute SAS ETL jobs.

19|5|Updated Jan 4, 2026
One-click install
npx skills add https://github.com/edwinhu/workflows --skill wrds
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: wrds
Source: https://github.com/edwinhu/workflows/tree/main/skills/wrds
Command: npx skills add https://github.com/edwinhu/workflows --skill wrds

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) and scripts (resource) components.

What problem does it solve?

This Skill provides direct access to the Wharton Research Data Services (WRDS) database, enabling users to query and analyze critical financial and economic datasets without needing to write complex SQL or SAS code.

Core Features & Use Cases

  • Data Querying: Execute SQL queries against WRDS PostgreSQL for datasets like Compustat, CRSP, and SEC filings.
  • SAS ETL: Write and optimize SAS code for data transformation and analysis on the WRDS platform.
  • Use Case: A researcher needs to download quarterly fundamental data for all S&P 500 companies from 2010 to 2023. This Skill can construct and execute the necessary SQL query, retrieve the data, and format it for analysis.

Quick Start

Use the wrds skill to query Compustat data for the company with GVKEY '001045' starting from 2018.

Frequently Asked Questions about wrds

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I query Compustat and CRSP financial data from WRDS using SQL?

You query Compustat and CRSP data by executing SQL queries against the WRDS PostgreSQL environment to retrieve and format financial datasets for academic and institutional research.

Can I use SAS for data transformation and ETL on the WRDS platform?

Yes, you can use SAS for data transformation on the WRDS platform by applying optimized SAS ETL patterns, including hash object merges and SGE array jobs, to retrieve and prepare financial data for research.

What financial datasets are supported for programmatic access and analysis?

Supported financial datasets include Compustat, CRSP, SEC filings, and ExecuComp, enabling you to retrieve quarterly fundamental data and execute economic data analysis across multiple institutional research scenarios.

Does this approach require writing complex SQL or SAS code to download financial data?

No, it constructs and executes the necessary SQL or SAS code on your behalf, allowing you to download quarterly fundamental data and perform data retrieval without manually writing complex database queries.

What is the best way to retrieve quarterly fundamentals for S&P 500 companies from WRDS?

The best way to retrieve quarterly fundamentals is by constructing and executing SQL queries against WRDS PostgreSQL to download fundamental data for specified companies and date ranges, then formatting the output for analysis.

When should I use optimized SAS ETL patterns instead of SQL for WRDS data retrieval?

Use optimized SAS ETL patterns instead of SQL when you need advanced data transformation and preparation on the WRDS platform, utilizing techniques like hash object merges and SGE array jobs for large-scale economic data processing.