WRDS data import issue

joon1 — Wed, 28 Sep 2016 03:38:46 GMT

Hi,

I used the following program to pull down the data from Compustat. However, Compustat is assigned, still data is not pulled down from WRDS. Do you have suggestions?

options ls = 104;

options ls=72 ps=max nocenter nonumber nodate fullstimer ;

%let wrds = wrds.wharton.upenn.edu 4016;

options comamid=TCP remote=WRDS;

signon username=_prompt_;

rsubmit;

options source ls=72 ps=max;

option obs=max;

libname compx '/wrds/comp/sasdata/nam' ;

libname crsp '/wrds/crsp/sasdata/a_stock' ;

run;

* Date range-- applied to FYEAR ( Fiscal Year);

%let fyear1= 2012;

%let fyear2= 2014;

* Selected data items (GVKEY, DATADATE, FYEAR and FYR are automatically included);

%let vars= cusip ;

%let out_ds= work.compx2;

%let n_month_after=3;

data &out_ds;

set compx.funda(keep= gvkey datadate fyear fyr &vars indfmt datafmt popsrc consol);

where fyear between &fyear1 and &fyear2;

if indfmt='INDL' and datafmt='STD' and popsrc='D' and consol='C';

drop indfmt datafmt popsrc consol; * Only used for the screening;

run;

proc sort; by gvkey fyear; run;

277 options ls = 104;

278 options ls=72 ps=max nocenter nonumber nodate fullstimer ;

279 %let wrds = wrds.wharton.upenn.edu 4016;

280 options comamid=TCP remote=WRDS;

281 signon username=_prompt_;

NOTE: Remote signon to WRDS commencing (SAS Release 9.03.01M2P081512).

NOTE: SASPROPRIETARY encryption is being used to protect network

traffic.

NOTE: Unable to open SASUSER.PROFILE. WORK.PROFILE will be opened

instead.

NOTE: All profile changes will be lost at the end of the session.

NOTE: SAS (r) Proprietary Software 9.4 (TS1M3)

Licensed to UNIVERSITY OF PENNSYLVANIA - SFA T&R, Site 70055201.

NOTE: This session is executing on the Linux 2.6.32-642.3.1.el6.x86_64

(LIN X64) platform.

Engine: V9

Physical Name: /wrds/comscore/sasdata

NOTE: Libref CONTRIB was successfully assigned as follows:

Engine: V9

Physical Name: /wrds/contributors/sasdata/rq

NOTE: Libref CRSPA was successfully assigned as follows:

3 libname compx '/wrds/comp/sasdata/nam' ;

NOTE: Libref COMPX refers to the same physical library as COMP.

NOTE: Libref COMPX was successfully assigned as follows:

Engine: V9

Physical Name: /wrds/comp/sasdata/nam

4 libname crsp '/wrds/crsp/sasdata/a_stock' ;

NOTE: Libref CRSP refers to the same physical library as CRSPA.

NOTE: Libref CRSP was successfully assigned as follows:

Engine: V9

Physical Name: /wrds/crsp/sasdata/a_stock

5 run;

NOTE: Remote submit to WRDS complete.

283

284 * Date range-- applied to FYEAR ( Fiscal Year);

285 %let fyear1= 2012;

286 %let fyear2= 2014;

287

288 * Selected data items (GVKEY, DATADATE, FYEAR and FYR are

288! automatically included);

289 %let vars= cusip ;

290

291 %let out_ds= work.compx2;

292 %let n_month_after=3;

293

294 data &out_ds;

295 set compx.funda(keep= gvkey datadate fyear fyr &vars indfmt

295! datafmt popsrc consol);

ERROR: Libname COMPX is not assigned.

296 where fyear between &fyear1 and &fyear2;

297 if indfmt='INDL' and datafmt='STD' and popsrc='D' and consol='C'

297! ;

298 drop indfmt datafmt popsrc consol; * Only used for the

298! screening;

299 run;

NOTE: The SAS System stopped processing this step because of errors.

WARNING: The data set WORK.COMPX2 may be incomplete. When this step

was stopped there were 0 observations and 0 variables.

WARNING: Data set WORK.COMPX2 was not replaced because this step was

stopped.

NOTE: DATA statement used (Total process time):

real time 0.03 seconds

user cpu time 0.01 seconds

system cpu time 0.01 seconds

memory 214.56k

OS Memory 11964.00k

Timestamp 09/27/2016 01:40:46 PM

300 proc sort; by gvkey fyear; run;

ERROR: Variable GVKEY not found.

NOTE: The SAS System stopped processing this step because of errors.

NOTE: PROCEDURE SORT used (Total process time):

real time 0.00 seconds

user cpu time 0.00 seconds

system cpu time 0.00 seconds

memory 42.53k

OS Memory 11964.00k

Timestamp 09/27/2016 01:40:46 PM

Re: WRDS data import issue

Cynthia_sas — Wed, 28 Sep 2016 14:34:01 GMT

Hi:
The Wharton Research Data Service (WRDS) is available through the University of Pennsylvania. On their web site, they have contact information for their support:
https://wrds-web.wharton.upenn.edu/wrds/about/#ii

Unless someone on the forum is using WRDS, and happens to know the answer to your questions, it would probably be better for you to work with the WRDS folks directly.

cynthia

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WRDS data import issue

Re: WRDS data import issue