I tried 2 ways as following but both failed:   %let wrds=wrds.wharton.upenn.edu 4016;options comamid=TCP remote=WRDS; signon wrds macvar=rhost1;username=aaa password=xxx; signon wrds macvar=rhost2;username=bbb password=xxx; NOTE: A link to WRDS has been previously established. SIGNON is not necessary.   %let wrds1=wrds.wharton.upenn.edu 4016;options comamid=TCP remote=WRDS; signon username=aaa password=xxx; %let wrds2=wrds.wharton.upenn.edu 4016;options comamid=TCP remote=WRDS; signon username=bbb password=xxx; ERROR: A communication subsystem partner link setup request failure has occurred. ERROR: Cannot locate TCP host 'WRDS'. ... View more

Thank you for your answer! It's what I'm trying, while I need to download a bit more data to local. For this question, I also try to find a way to do joint conditional selection from different database, and then only download the final results to local. ... View more

I attach the sas file. It merge 3 different database compustat, crsp and IBES to calculate what I need. One of my account have compustat and crsp rights, another account have IBES rights. I use signon to connect WRDS, but any accout can't acess all 3 databases simultaneously. ... View more

I think the hard part is that in sas code, I can't make 2 connections simultaneously (with different account) to WRDS. At any time I can only access one database, and have no rights to access another. I think when I submit my SQL statements to WRDS sever, I will only execute it within one account's workspace. ... View more