Test scripts to access data from the WRDS platform (Wharton Research Data Services).
The intention is to show how easy it is to get data using a combination of Python and PostGreSQL code.
The SP500 script file shows an example of how to download a historical SP500 index list with company codes from several commercial databases hosted on WRDS servers. Using It will not only require access to the commercial platform WRDS, but also licenses to commercial databases from CRSP and Compustat.
The WRDS Compustat Global script is meant as a show case on downloading some simple data using a short list (text file) of ISIN codes. Using it requires licenses to the WRDS platform as well as the Compustat Global datasets from Capital IQ.