Basics of Using Python on the WRDS Platform

This Jupyter notebook walks you through the essentials of connecting to WRDS and querying data using Python.

Topics Covered

• Installing and connecting to WRDS with Python
• Listing available databases and tables
• Querying data with SQL (get_table() and raw_sql())
• Joining multiple datasets
• Exporting results to CSV, Excel, Stata, and pickle

Download

• Download the notebook (.ipynb file)
• View on GitHub

Prerequisites

Install the wrds package before running any code:

pip install wrds

On first use, you will be prompted for your WRDS username and password. See the Account & Setup page for registration instructions.