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https://github.com/wharton/wrds
Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe. For any issues with this package, please contact [email protected].
https://github.com/wharton/wrds
Last synced: 2 months ago
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Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe. For any issues with this package, please contact [email protected].
- Host: GitHub
- URL: https://github.com/wharton/wrds
- Owner: wharton
- Created: 2015-12-09T15:46:51.000Z (about 9 years ago)
- Default Branch: main
- Last Pushed: 2024-03-12T21:06:23.000Z (11 months ago)
- Last Synced: 2024-04-26T22:20:46.939Z (9 months ago)
- Language: Python
- Homepage: http://wrds.wharton.upenn.edu/
- Size: 134 KB
- Stars: 118
- Watchers: 31
- Forks: 41
- Open Issues: 3
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
- Awesome_AI4Finance - WRDS
README
# WRDS-Py from Wharton Research Data Services
WRDS-Py is a Python package for examining datasets on the [Wharton Research Data Services (WRDS)](https://wrds-www.wharton.upenn.edu) platform, and extracting data to Pandas dataframes. A WRDS account is required.
## Installation
The WRDS-Py package is supported on Python 3.8 through 3.12. To ensure you have a supported Python version, type `python --version` at a command line interface, and check that it is between 3.8 and 3.12. On some systems, Python may be in installed as `python3`. You can [download Python here](https://www.python.org/downloads/) if it isn't installed.
The WRDS-Py package must be installed before it can be used for the first time. The recommended method is to use a [virtual environment](https://packaging.python.org/en/latest/guides/installing-using-pip-and-virtual-environments/) (`venv`), so you can `import` it to use in Python. This example will install the WRDS-Py package (`wrds`) and [IPython](https://ipython.org/), which provides a much nicer command line interface than is included with Python.
#### Linux or MacOS
```
$ python -m venv --copies --prompt wrds-py wrds-py
$ source wrds-py/bin/activate
(wrds-py) $ python -m pip install -U pip wheel wrds ipython
```
In this example, Python will create a `venv` in your current directory `./wrds-py`, so that when you want to use it again, you can simply activate it:
```
$ source wrds-py/bin/activate
```
#### Windows
```
C:\Users\username> python -m venv --copies --prompt wrds-py wrds-py
C:\Users\username> wrds-py\Scripts\activate
(wrds-py) C:\Users\username> python -m pip install -U pip wheel wrds ipython
```
In this example, Python will create a `venv` in the directory `C:\Users\username\wrds-py`, so that when you want to use it again, you can simply activate it:
```
C:\Users\username> wrds-py\Scripts\activate
```
For detailed information on installation of the module, please see [PYTHON: From Your Computer (Jupyter/Spyder)](https://wrds-www.wharton.upenn.edu/pages/support/programming-wrds/programming-python/python-from-your-computer/)
## Using the Py-WRDS Package
Type `ipython` to start the IPython command line interface.
For detailed information on use of the module, please see [Querying WRDS Data using Python](https://wrds-www.wharton.upenn.edu/pages/support/programming-wrds/programming-python/querying-wrds-data-python/)
A quick tutorial:
```
In [1]: import wrds
In [2]: db = wrds.Connection()
Enter your credentials.
Username:
Password:
In [3]: db.list_libraries()
['audit', 'bank', 'block', 'bvd', 'bvdtrial', 'cboe', ...]
In [4]: db.list_tables(library="crsp")
['aco_amda', 'aco_imda', 'aco_indfnta', 'aco_indfntq', ...]
In [5]: db.describe_table(library="crsp", table="stocknames")
Approximately 58957 rows in crsp.stocknames.
name nullable type
0 permno True DOUBLE PRECISION
1 namedt True DATE
2 nameenddt True DATE
...
In [6]: stocknames = db.get_table(library="crsp", table="stocknames", rows=10)
In [7]: stocknames.head()
permno permco namedt nameenddt cusip ncusip ticker \
0 10000.0 7952.0 1986-01-07 1987-06-11 68391610 68391610 OMFGA
1 10001.0 7953.0 1986-01-09 1993-11-21 36720410 39040610 GFGC
2 10001.0 7953.0 1993-11-22 2008-02-04 36720410 29274A10 EWST
3 10001.0 7953.0 2008-02-05 2009-08-03 36720410 29274A20 EWST
4 10001.0 7953.0 2009-08-04 2009-12-17 36720410 29269V10 EGAS
In [7]: db.close() # Close the connection to the database.
In [8]: with wrds.Connection() as db: # You can use a context manager
...: stocknames = db.get_table(library='crsp', table='stocknames', rows=10)
...: stocknames.head()
permno permco namedt nameenddt cusip ncusip ticker \
0 10000.0 7952.0 1986-01-07 1987-06-11 68391610 68391610 OMFGA
1 10001.0 7953.0 1986-01-09 1993-11-21 36720410 39040610 GFGC
2 10001.0 7953.0 1993-11-22 2008-02-04 36720410 29274A10 EWST
3 10001.0 7953.0 2008-02-05 2009-08-03 36720410 29274A20 EWST
4 10001.0 7953.0 2009-08-04 2009-12-17 36720410 29269V10 EGAS
```