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  • WRDS / IBES - Get the right data into STATA

    Hello,

    forgive me for the seemingly stupid question but this is my first empirical research and my first use of WRDS.

    Now i want to get data from I/B/E/S into Stata using odbc.
    However for example i want to get Return on Assets (Roa) for "Detail History - Detail File with Actuals" but i only see the table with EPS that i can use for odbc.

    I can tick the box and download it but there must be a way to access this data via odbc?

    Thank you

  • #2
    Hi Nick, welcome to the forum.

    It's not a stupid question, it's a fairly typical kind of question for this forum. The problem is that you don't really provide enough detail for anyone to give you a good answer. Please take a moment to look through the FAQ above and study some of the advice about writing good questions.

    I'm not sure what WRDS is, but a quick google makes it seem like you're probably talking about Wharton research data services? Okay. And you want to access the data over the internet via a SQL query using the -odbc- command? Okay, -obdc- supports that. It's not obvious to me that Wharton research supports database queries like that, but I don't seem to be able to see any of their API details without making an account. So what, exactly, is the problem? You don't really say, except that you can "only see the table with EPS" (whatever that means). You don't share any of the documentation or details of the service, and you don't show us any of your code or mention any errors you are running into.

    Also, apparently you can just tick a box and get the data, but you'd rather do this the hard way? I guess you might reach out to Wharton research and ask why you appear to have access to only a subset of the data via SQL. Or you could just tick the box and be done with it.

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