WRDS offers a standardized Web Query Form and consistent data format across all its datasets. The variables available in the query form vary by dataset. Ask Us if you have questions.
Once you're logged into WRDS (see WRDS access help), select a dataset under Subscriptions. 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 > CRSP > Quarterly Update > Stock/Security Files > Monthly Stock Files).
The Web Query Form for each file will look similar to this.
Step 1:Choose your date range.
Step 2:Apply your company codes.
Select code type, e.g. TICKER, CUSIP, etc. The code type should correspond to the code format of your input, e.g. select TICKER if you are using companies' tickers.
To input codes, select one of the following methods:
Company Codes: Either enter your codes in Company Codes window separated by space, or use the Code Lookup link to find individual codes.
Select Saved Code List if you have previously saved a list in WRDS.
Browse: upload a custom list of companies’ codes as a .txt file. Make sure there is one code per line. (Tip: use Notepad on a Windows computer or TextEdit on a Mac, or another text editor like Sublime Text). See instructions.
Search the entire database if you don't want already have a specific list of companies.
Step 3: Select query variables.
This is where you chose the information (data items) you want to get about the companies in the report.
When available and needed, click the blue ? icon next to a variable name to find a variable’s definition.
Step 4: Refine the search (if available)
This lets you limit the output. For example, you can use the Conditional Statement Builder to limit the report to only companies with a stock price higher than $500.
Checkmark file format option, e.g. Excel or other. Select compression type, or date format if needed.
Click Submit Form button.
If a new tab doesn't open automatically, click on the query's number in the green banner notification saying the query was successfully submitted. When the download is complete, click the link in the Output Files section to view and/or download data.
