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Statement on the Educational Use of Databases

The use of McGill Library's professional business databases is limited to academic purposes. These databases are not to be used on behalf of external organizations or for commercial reasons.

Students completing internships may not access resources and reports on behalf of their employers.

Please refer to the McGill Library policy on electronic resources or to the licensing and conditions of use for further information.

WRDS

Wharton Research Data Services (WRDS)  is a platform that provides access to a number of financial, accounting, banking and economic datasets:

 

 

 

 

Who can access WRDS


Access to WRDS is restricted to current McGill University students, staff, and faculty.

User Type Access Duration Requirements
Faculty & Staff

Tenured - Unlimited while at McGill.

Tenure track - Limited to reappointment or tenure date.

None
Doctoral Students Limited to library account expiry date (October following the academic year). None
Masters Students Limited to the end of the current Fall or Winter semester (August 30th, 2023). Summer restrictions require that Masters students provide proof of enrollment in a summer course or a written statement of support from a Desautels Faculty of Management professor. 
Undergraduate Students 24 hours

Undergraduate students may request access to a 24-hour day pass through WRDS.

Day Pass access requires the use of the campus VPN.

Students requesting individual accounts will need a written statement of support from a Desautels Faculty of Management professor regarding the associated assignment or research. These accounts are limited to the duration of the class assignment or end of the current semester.



How to access WRDS


You can access both CRSP and Compustat datasets through the WRDS platform.

WRDS can be accessed online from any computer on the McGill network. If you are off campus, you can by VPN us the following proxied link that will authenticate you as a McGill user.

To login to WRDS, you will need to request a separate, temporary WRDS account. You can do this by submitting your email address in the appropriate place on the WRDS home page.

Information on how to access WRDS will then be send to you by email.

Once you have logged in to WRDS, you'll see a listing of all the available datasets, including CRSP and Compustat. Within each of those you will find links to documentation, etc as well, of course, as the interface for specifying your query.


How to use WRDS


WRDS provides a number of resources to help you to learn how to use the platform. These can be found under the Support menu on the upper right-hand side of the screen. A few specific resources that you will want to consult include:

Each of the databases has a step-by-step query page that guides you through the process of querying data. Each also has online documentation and guides to help you to understand the scope and use of the database.

 

Available in WRDS

  • American Hospital Association
  • Bank Regulatory
  • Beta Suite by WRDS
  • Blockholders
  • CBOE Indexes
  • Compustat - Capital IQ
  • Contributed Data
  • CRSP
  • DMEF Academic Data
  • Dow Jones
  • Efficient Frontier by WRDS
  • Event Study by WRDS
  • Fama French & Liquidity Factors
  • Federal Judicial Center
  • Federal Reserve Bank
  • Financial Ratios Suite by WRDS
  • GovPX
  • IBES
  • Intraday Indicators by WRDS
  • IRI
  • Linking Suite by WRDS
  • Macro Finance Society
  • Mergent FISD
  • MFLINKS
  • MSCI 
  • MSRB
  • Option Metrics
  • Option Suite by WRDS
  • OTC Markets
  • Penn World Tables
  • Peters and Taylor Total Q
  • PHLX
  • Public
  • Research Quotient
  • SEC Order Execution
  • TAQ
  • Thomson Reuters
  • TRACE
  • World Indices by WRDS
  • WRDS Bond Returns
  • WRDS Factors
  • WRDS RT 13-F Stock Ownership

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