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wrds-psql

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Local WRDS querying with psql and best practices.

Data & Analytics#postgresql#csv#psql#parquet#data-extraction#wrds
AuthorAlexander-M-Dickerson
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This skill enables efficient querying of WRDS data from a local machine using PostgreSQL, via psql with service file authentication (.pgpass), and supports CSV and Parquet exports along with best practices for large extractions across CRSP, OptionMetrics, and Compustat.

Core Features & Use Cases

  • Local psql connections using service file authentication (.pgpass) and a standard PostgreSQL client.
  • Flexible query patterns: inline SQL and file-based queries with a deterministic pipeline.
  • Data export pipeline: default to Parquet with metadata, typically piping psql output to Python to generate Parquet files and metadata.json.
  • Best practices for large extractions: chunk by date ranges, use COPY for bulk export, and validate data with minimal intermediate files.

Quick Start

Ask the tool to run a WRDS query against crsp.dsf_v2 and export the results as Parquet with metadata.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: wrds-psql
Download link: https://github.com/Alexander-M-Dickerson/ai-asset-pricing/archive/main.zip#wrds-psql

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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