A workflow for connecting Python research projects to WRDS, an online financial-data service from Wharton that hosts datasets such as Compustat and CRSP. It covers credentials, authentication, and querying the data.

Downloading, querying, or exploring WRDS-hosted financial and company datasets from Python.

It provides a consistent connection method and helps avoid exposing passwords or locking an account through repeated failed logins.

wrds — Skill for Claude Code by kennethkhoocy

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent

npx skills add kennethkhoocy/applied-micro-skills --skill wrds

Clone the repo

git clone --depth 1 https://github.com/kennethkhoocy/applied-micro-skills

Made for: Claude Code.

Or install applied-micro, the plugin that ships this one along with the rest of its 17 skills.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

README.md

[![agentmods](https://agentmods.dev/badge/skills/kennethkhoocy/applied-micro-skills/wrds/github.svg)](https://agentmods.dev/skills/kennethkhoocy/applied-micro-skills/wrds)

Your own site

<a href="https://agentmods.dev/skills/kennethkhoocy/applied-micro-skills/wrds"><img src="https://agentmods.dev/badge/skills/kennethkhoocy/applied-micro-skills/wrds/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

Your own site · 80×15

<a href="https://agentmods.dev/skills/kennethkhoocy/applied-micro-skills/wrds"><img src="https://agentmods.dev/badge/skills/kennethkhoocy/applied-micro-skills/wrds.svg" alt="Reviewed on agentmods" width="80" height="20"></a>

Per session 107 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.

When invoked 5,279 The whole file, excluding the scripts and references it only reads on demand.

Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. Third-party audits

NVIDIA SkillSpector warn 7 Sept 2026

SkillSpector: 1 finding, up to medium

These are SkillSpector’s own severities. On a checked sample its high-severity flags on skills were ~96% false positives — a documented command, a public API, a “never do X” rule — so we show them as a caution to read, not a verdict. Why →

medium Rogue Agent · line 76
Skill establishes unauthorized persistence across sessions via cron jobs, startup scripts, or state files. Session persistence allows an attacker to maintain access beyond the current interaction.

Fix: Remove any persistence mechanisms (cron jobs, startup scripts, state files). Skills should not maintain state across sessions without explicit user consent.

How audits are shown

Origin original No closer match found in the catalogue.

Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

Model	Per session	Once invoked
Fable 5.1	$0.00107	$0.05279
Opus 5	$0.00053	$0.02639
Sonnet 5	$0.00021	$0.01056
Haiku 4.5	$0.00011	$0.00528

Measured 11d ago against content hash f98a1edad383, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

wrds scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 11d ago.

The scan reads SKILL.md. This mod also ships 4 executable files (scripts/check_html_preservation.py, scripts/peek_tables.py, scripts/test_wrds_connect.py, …), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

plugins/applied-micro/skills/wrds/SKILL.md · 281 lines

How it starts

The opening of the file, as written. The whole thing — 281 lines — stays where its author put it; the contents beside it link to each section on GitHub.

WRDS (Wharton Research Data Services)

Reusable patterns for connecting to WRDS and querying its databases from Python.

Prerequisites

Install the client library:
```
pip install wrds
```
Credentials live in a libpq .pgpass file with the line format:
```
wrds-pgdata.wharton.upenn.edu:9737:wrds:your_wrds_username:PASSWORD
```
Point the environment variable PGPASSFILE at that file, or place it at the OS-default libpq location (%APPDATA%\postgresql\pgpass.conf on Windows, ~/.pgpass elsewhere). Set $WRDS_USERNAME (or $PGUSER) to your account.
Never hardcode passwords in scripts, CLAUDE.md, or any version-controlled file. The .pgpass mechanism handles authentication automatically.

Authentication: fail fast, never retry

WRDS locks an account after a few consecutive failed logins, and unlocking it requires a request to WRDS support. The wrds package makes this easy to trigger by accident. wrds.Connection() authenticates through the .pgpass file, and when that file is missing or its password has expired, the package silently falls back to an interactive input()/getpass() prompt and then retries. In an unattended agent session the prompt has no human to answer it, so the run either hangs on stdin or the attempt fails and gets repeated, where each repeat is another failed login against the account.

To prevent that, always connect through the bundled guard scripts/wrds_connect.py, and never call wrds.Connection() directly. The guard validates .pgpass offline before touching the network, suppresses the interactive prompt, makes at most one connection attempt, and on any authentication problem raises WRDSAuthError carrying an explanatory message rather than prompting or retrying.

When a connection raises WRDSAuthError, stop. Surface the message to the user and wait for them to refresh the credentials. Do not re-run the script, do not call wrds.Connection() as a fallback, and do not enter a password, because every retry moves the account closer to a lockout. Recovery is the user's to perform: they update the password in the file PGPASSFILE points to, whose single line has the form wrds-pgdata.wharton.upenn.edu:9737:wrds:your_wrds_username:PASSWORD.

Read the full file on GitHub · 281 lines

Files

What ships with it

5 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

11d ago First seen · 281 lines · 107 tokens per session scan A f98a1edad383

Subscribe to this mod's changes

wrds is a skill published in the GitHub repository kennethkhoocy/applied-micro-skills (28 stars, last pushed 6d ago), licensed MIT. It adds 107 tokens to every session and 5,279 once invoked, about $0.0005 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

Claude Code Finance and fintech Research applied-microeconomics claude-skills codex codex-skills empirical-research

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