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wrds

Read SAS datasets remotely (from wrds-cloud) into a Pandas dataframe.

Pre-Installation:

Note: wrds has pandas and jaydebeapi as dependencies. These will be installed alongside wrds in the event that they do not already exist in your environment.

Mac OS X

Prior to installation, you may need to export the following variables for pandas to install successfully.

export CFLAGS=-Qunused-arguments
export CPPFLAGS=-Qunused-arguments

Linux

Depending on your setup and distribution, you may need to install g++ for pandas to install successfully.

If you encounter...

x86_64-linux-gnu-gcc: error trying to exec 'cc1plus': execvp: No such file or directory
error: Setup script exited with error: command 'x86_64-linux-gnu-gcc' failed with exit status 1

You can install g++ on a Debian-based system with apt-get install g++ to resolve this.

Installation

pip install wrds

JDBC Driver Installation

You will also need to install the latest JDBC drivers as per the directions found here. They can be found in the "Preparing Your Environment - R Studio" section.

Configuration File Setup

wrds expects there to be a config file in your local home directory named .wrdsauthrc

Its format is as follows:

[credentials]
username=<username>
password=<SAS Password that has been run through PWENCODE>
classpath=<set of paths to sas.core.jar and sas.intrnet.javatools.jar>

Once the JDBC drivers above have been installed, set classpath in the .wrdsauthrc file.

Assume my local account is 'wrdsuser'.

Example:

classpath=/Users/wrdsuser/WRDS_DRIVERS/sas.core.jar:/Users/wrdsuser/WRDS_DRIVERS/sas.intrnet.javatools.jar