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:

  1. To get to the Web Query Download, log in to WRDS and select a dataset under Subscriptions or All Data.
    1. 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).
    2. The Web Query Form for each file will look similar to this.
  2. Step 1: Enter a date range.
  3. Step 2: Enter company codes, upload a .txt file, or search the entire database (this can take awhile).
    1. 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.
    2. 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.
    3. Note: Not all datasets accept the same company identifiers.
  4. Step 3: Select query variables.
  5. Step 4: Select the output (e.g. csv).
  6. Press Submit Query. A new tab will open. When the download is complete, click the link to view.

Answered By: Alice Kalinowski
Last Updated: Jun 03, 2020

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