Hi: The WRDS server is located at Wharton (WRDS=Wharton Research Data Services) so I don't think your SAS OnDemand credentials will work on the UPenn system. You might want to seek out help on the WRDS site https://wrds-www.wharton.upenn.edu/pages/grid-items/accessing-wrds-cloud/ for which credentials to use. Cynthia
To have a WRDS account you have to be a graduate student in a business school that has established an agreement with the Wharton School. Your school might add further requirements, but it would be your school that would authorize you to have a WRDS account.
Or you might be a researcher at the SEC or a few other government or quasi-government entities that have contracts with WRDS.