For a full description see https://github.com/okomarov/wrds
High level Matlab API that interacts with the Wharton Reasearch Data Services (WRDS) Unix server and its SAS data sets through SSH2.
First, run `wrds_install()` or add all relevant paths manually. You are ready to use `wrds()`.
* An account with WRDS of the type that admits SSH connections (PhD or above).
See WRDS's [account types](http://wrds-web.wharton.upenn.edu/wrds/support/Additional%20Support/Account%20Types.cfm) for details.
* [Java enabled](http://www.mathworks.co.uk/help/matlab/ref/usejava.html)
w = wrds('olegkoma','forgiveMeIfIDontTellYou');
w.cmd('echo "Hello World!"')
Download the [CRSPA/MSI dataset](http://wrds-web.wharton.upenn.edu/wrds/tools/variable.cfm?library_id=137&file_id=67079)
NOTE: check that your institution is subscribed to the CRSPA database through https://wrds-web.wharton.upenn.edu/wrds/mywrds/subscriptions.cfm, or query
if it comes back empty, you probably do not have access to that database.
Oleg Komarov (2020). okomarov/wrds (https://github.com/okomarov/wrds), GitHub. Retrieved .
Hi Spy, have you read the description? The example is there. A nicely formatted description is available on github. All links are in the description.
Could you please provide an example for how to download TAQ data from WRDS using your code?
I hope you can help me :).
I have sent you the issue at github.
Thanks for reporting on github, I took your issue from there.
I have an problem
Everything works fine until i try to run this command
// Command window //
Undefined function or variable 'passdlg'.
Error in wrds (line 50)
tmp = passdlg('ups');
What can be the problem?
When I was developing it, I forgot that I manually created the tmp directory.
I updated the function to create the tmp directory at first run.
If you still find any problems or if you have suggestions or bug reports, you can also report them on https://github.com/okomarov/wrds/issues
Finally I figure out why it didn't work, I hadn't establish the '~/tmp' directory.
No, it told me:
Adding Ganymed-ssh2 to the java path by running
Just added Ganymed-ssh2 to Matlab's dynamic java Classpath.
Retrieving SAS library names (libref).
Request submitted to WRDS servers.
wrds with properties:
It seems as if you are not able to write to your ~/tmp/ directory.
If I SSH into WRDS, cd into tmp and ls -ld, I get:
wrds(~/tmp)% ls -ld
Also, when you login with w = wrds(...), does it retrieve the library names without errors?
My account type is: faculty, No Expiration Date
Sorry to bother you again and again
What type of account do you have?
You can check on https://wrds-web.wharton.upenn.edu/wrds/mywrds/
When I ran:
Matlab told me:
etrieving dataset info for 'CRSPA.MSI'.
Request submitted to WRDS servers.
ERROR: Invalid file, /home/ubc/jchen/tmp/cmd.sas.
Please check if your institution is subscribed to the yearly update of the CRSP via https://wrds-web.wharton.upenn.edu/wrds/mywrds/subscriptions.cfm?
Hi, if you call w.getDatasetInfo('CRSPA.MSI'), do you get a line that reads:
"Access Permission rw-r-----"
I run your program on macbook it tells me:
Error using ssh2_main (line 169)
Error Transferring File
SEE JAVA ERROR BELOW
Java exception occurred:
java.io.IOException: Error during SCP transfer.
Caused by: java.io.IOException: Remote SCP error: scp: /home/ubc/jchen/tmp/fa7a29321_b8d7_4729_99c4_10428fcfc6d7.zip:
No such file or directory
... 1 more
Error in ssh2 (line 84)
ssh2_struct = ssh2_main(ssh2_struct);
Error in scp (line 19)
ssh2_struct = ssh2(ssh2_struct);
Error in scp_get (line 50)
ssh2_struct = scp(ssh2_struct);
Error in wrds/SCPget (line 106)
obj.SSH2conn = scp_get(obj.SSH2conn, [rfname, rext], lpath, rpath);
Error in wrds/sas2csv (line 59)
Error in test (line 2)
Can you tell me why this error occur?
Inspired by: SSH/SFTP/SCP For Matlab (v2)