Resources for financial databases

Programs, Links, Manuals, and other resources useful for accessing the databases subscribed by the Finance Department at OSU.

Slides for database workshop, Sep 17, 2007

Department of Finance
Fisher College of Business
Ohio State University

 
Accessing WRDS Datastream/Worldscope Resources
Sample SAS program for PC Connect 900A.mac Static data macro (right click to save, do not open directly)
Sample SAS program for Unix 900B.mac Time-series macro (right click to save, do not open directly)
Tunnel connection to WRDS (solves dropped SAS connections, by Roger) argloop.mac modified to get panel data from constituent lists (by Jia Chen)
Download SSH Call macro to run multiple child macros (see zipped example)
Wrds Support page: Login to Wrds resources, some useful ones are: SAS code to import/transpose 900B csv data (by Roger)
     Sample SAS Programs DS Windows Users Manual (pdf 208 pages, by Datastream)
     Wrds library names How to clean up errors on Datastream (by Ince and Porter, 2006)
     Unix and SAS PC Connect Access Further filters to clean up Datastream data in Appendix of Griffin, Nadari, and Kelly (2006). 2007 version has shorter appendix.
     Wrds forum (many common questions answered) DS Windows Web Guide (by Princeton U., with macro guide)
Wrds help wrds-support@wharton.upenn.edu (very responsive) Datastream Extranet (require registration to obtain password)
Fisher Unix Server Datastream Help: 1-800-443-6850, datastreamsupport@thomson.com
Fisher Unix server information Worldscope
  Worldscope Help File (right click to save, cannot be opened directly)
  Worldscope Manual (pdf 449 pages, by Thomson)
  Complete list of Datastream and Worldscope data items (6.5Mb xls)
SDC Platinum SAS/Stata Guides
How to use SDC (pdf 6 Pages, by Roger) SAS Online Manual - Version 8, Version 9.1,
Full Users Manual (pdf 102 Pages, by SDC) UCLA site for SAS, for Stata (Highly recommended)
Errors in SDC (by Jay Ritter, by Alexander Ljungqvist) SAS Technical Support (very responsive)
SDC helpline: 1-888-989-8373 Stata Tech Support tech-support@stata.com
   
   

Last modified: 21-May-2008 by Roger Loh