WRDS Web Query Form Download
All databases available in WRDS are able to be queried using the Web Query Form. This simple form makes it easy to download data from a large range of datasets in a standardized manner.
There are sometimes slight differences in the form depending on the dataset, but most follow this pattern:
- To get to the Web Query Download, log in to WRDS and select a dataset under Subscriptions or All Data.
- Each dataset has multiple files or sub-datasets for you to select from (e.g., to get to the Quarterly Updates Monthly Stock file in CRSP, you have to go to Subscriptions or All Data > CRSP > Quarterly Update > Stock/Security Files > Monthly Stock Files).
- The Web Query Form for each file will look similar to this.
- Step 1: Enter a date range.
- Step 2: Enter company codes, upload a .txt file, or search the entire database (this can take awhile).
- To upload a custom list of companies to get data for (e.g. companies on the S&P 500 or your own list), create a .txt file with one company identifier per row. See instructions.
- Note: This must be a .txt file (use Notepad on a Windows computer or TextEdit on a Mac, or another text editor like Sublime Text), not a Word document.
- Note: Not all datasets accept the same company identifiers.
- Step 3: Select query variables.
- Step 4: Select the output (e.g. csv).
- Press Submit Query. A new tab will open. When the download is complete, click the link to view.