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Finding data

A companium to financial and socio-economic data such as Compustat, Factset, SDC Platinum, WRDS, and CRSP

Wharton Research Data Services

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The Wharton Research Data Services (WRDS) platform provides access to many data sources through a uniform interface. The data can be downloaded in several formats, including Excel, Stata, and comma-separated values. It is usually not recommended to download data in an Excel format, for two reasons: the data limitations of Excel and the problems Auto-formattig may cause. If you wish to work  with data from WRDS sources in Excel, download the data as tab-delimited text files or CSV files. These can be used much better. Big data files should be used in specific programs, designed to handle larger datasets, or use programs like Python or R.

To get access to WRDS, you need to enter your institutional email address (that is, the email address ending in '@vu.nl' or '@student.vu.nl') on the WRDS home page. You will receive your Day Pass link from WRDS by mail, usually within a few minutes.

The Day Pass is sufficient for access to the data, both on campus and remotely. In exceptional cases, for example if you need access to the programming backend in WRDS, you can apply for a personal account. Click 'register' on the top of the WRDS home page, and fill out the form. Bachelor students should apply for a Master account type.

In the video the use of the Day Pass is explained.