I'm trying to download data from wrds-taq dataset(taq_1993,...,taq_2014 products).
[x for x in db.list_libraries() if 'taq' in x]
returns:
['taq', 'taqm_2012', 'taqm_2013', 'taqm_2014', 'taqm_2015', 'taqm_2016', 'taqm_2017', 'taqm_2018', 'taqm_2019', 'taqm_2020', 'taqm_2021', 'taqmsamp', 'taqmsec', 'taqsamp']
But then db.list_tables(library='taq')
returns an empty list. Why?
I get an empty list, but this may be because I don't have access to TAQ. Also it looks like the TAQ tables are foreign tables and the
list_tables()
function might not show such tables. (Many tables in the WRDS database are views, but they're still views on tables found within thewrds
database.)