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About Us

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DSS lab consultation schedule
(Monday-Friday)

Sep 1-Oct 16	By Zoom appt. here
Oct 19-Dec 4	Virtual Zoom Walk-ins
Dec 7-Jan 31	By Zoom appt. here
Feb 1-April 30	Virtual Zoom Walk-ins
May 3-Aug 31	By appt. here

For quick questions email data@princeton.edu.
*No appts. necessary during walk-in hrs.
Note: the DSS lab is open as long as Firestone is open, no appointments necessary to use the lab computers for your own analysis.

Home Online Help Statistical Packages SAS WRDS

SAS program samples to extract data from WRDS

• Extracting Intraday Price Quotes from TAQ database (30 minutes interval)

• Example SAS Program to Download TAQ Master Files from WRDS
  

• Example SAS Program to Extract Variables from COMPUSTAT WRDS Files

• Extracting Intraday Price Quotes from TAQ database (millisecond data files - one day)

• Extracting Intraday Price Quotes from TAQ database (millisecond data files - multiple days)

More information

• Wharton Research Data Service