Default user directory: When a user logs into the server, the default directory or home directory is /home/nwu/userid, where userid is the user s login ID for the system, created by WRDS personnel.
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A symbolic link, the Unix equivalent of a windows shortcut, allows programs that had /projects/nwu/userid hard-coded to run without problems. For old accounts (created prior to the 8/5/04 change), that had two directories (/home/nwu/userid and /projects/nwu/userid), the projects directory now becomes a sub-directory of the home directory (see picture below). Currently the charge is $60 per GB, per year. If you need an increase in your 2 KELLOGG SCHOOL OF MANAGEMENTģ home directory quota, WRDS will do this at an annual charge per year per GB of space. If you need to store datasets larger than the space allowed by your quota, write them in one of the scratch volumes. Home directory quotas: Starting August 5, 2004, each user gets a home directory, with 750mb of space. You can check the space available in each with the UNIX command df k more. The space used by any one user in a sastemp volume cannot exceed 32GB. Thus, make sure to move any needed dataset to your skew3 account or your PC. The content of any of these volumes is deleted without warning should it become full. There are 13 scratch volumes, named sastemp0 through sastemp12, each with 200GB of space.
wrds sastemp1-sastemp12 (200GB each) home nwu usr local userid sas_9.1.3 taq compustat crsp issm sasdata projects samples seqdata All datasets are stored in the /wrds volume. As any UNIX server, the WRDS system is a hierarchical file system, shown for the WRDS server in the diagram below.
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Software available in the WRDS server includes SAS 8, Fortran 77 and Fortran 90, C, perl, and standard UNIX tools and text editors. The web interface is described in the Accessing data through Wharton Research Data Services web interface handout, which can be used by faculty in MBA classes. This server can be accessed via the web or via a terminal emulator. Structure of the WRDS server Wharton Research Data Services (WRDS) provides access to a Sun Solaris server that holds datasets to which Kellogg subscribes, as well as software for access. For example, the 2006 Patricia Ledesma Liébana.Ģ Compustat data will become available around August of 2007 CRSP is generally updated earlier than Compustat, around June. New files for each year become available towards the end of the third quarter. Kellogg subscribes to the annual updates of CRSP and Compustat.
Users may also connect to the WRDS server using an X Windows emulator or using WRDS web interface. Access to WRDS: The WRDS UNIX server,, will be accessed using SSH Secure Shell, an application that can be downloaded from Northwestern s web site. CRSP and Compustat are also available in Fortran binary format.
SAS is not the only option for CRSP and Compustat, but for other datasets available at WRDS (such as TAQ or Spectrum), the data is only available in SAS data files. Before we begin Goals: Provide and overview of the CRSP and Compustat data and use SAS to access it.
Even if you are not a SAS user, there are a number of reasons why it pays off to learn the basics of data manipulation in SAS rather than use the WRDS web interface: (i) Easy replicability (ii) Easier to refine data extraction (iii) The web interface rounds the output to decimals (iv) The web interface deletes observations for which the chosen variables have missing values and there is no simple way of finding out what observations were deleted. This document provides an introduction to using the WRDS UNIX shell to extract data from CRSP and Compustat by programming in SAS. The Research Computing web site also contains complete sets of the CRSP and Compustat documentation, as well as references to published articles that assess the quality of these datasets. The former handout provides basic secure FTP instructions to transfer files between Kellogg s and Wharton s UNIX servers. 1 First version: FebruLast update: JanuPATRICIA LEDESMA LIÉBANA Retrieving Data from CRSP and Compustat Using the WRDS s server The most recent version of this document can be found in the Training & Publications page in the Research Computing web site: For a minimal introduction to UNIX and SAS, refer to the Basic Unix commands, editing files, and transferring files and SAS programming skills handouts available on the same web page.