Need help regarding MACRO on WRDS

Occasional Contributor
Posts: 17

Need help regarding MACRO on WRDS

Hi Everybody:


If you are familiar with WRDS, you may be able to help me. I'm using a MACRO from WRDS by Denys Glushkov to calculate esurpises and it's called However, it fails to read the data from CRSP and COMPUSTAT and doesn't work. I'm not a programmer but I double checked the MACROs and any path on server for problems regarding database addresses and everything seems fine.

if you wonder, I have already contacted WRDS, but they haven't been very helpful.  


if you have worked with this MACRO or similar MACROs from WRDS, please comment! Appreciate your help very much in advance. 

Posts: 1,459

Re: Need help regarding MACRO on WRDS

Posted in reply to HannahPhD
So this macro?

I'm not familiar with it, but it would help people help you if you describe more detail beyond "it doesn't work." Are you getting error messages in the SAS log? If so, please post the first error message you see in the log (i.e. earliest error message).

Super User
Posts: 13,542

Re: Need help regarding MACRO on WRDS

Posted in reply to HannahPhD

If this is related to your post


I suspect that you have the exact same issue: references to files that your system can not find.

Either you did not download all of the code or are trying to execute/ include files from locations that your executing SAS system cannot see, does not have appropriate permissions or the paths are incorrect for your operating system.


It is quite possible that you downloaded a macro or program that has dependencies that are not well documented so did not get the whole package or something along those lines.

Ask a Question
Discussion stats
  • 2 replies
  • 3 in conversation