Libref error in WRDS Cloud SAS environment

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I use WRDS server via the WRDS Cloud using SAS. Trying the code below, I received the error (below the code). How can I fix it.

* Download Moody's annual accounting data;
proc sql;
  create table moody as
  select gvkey, datadate, mval
  from mdy.annlt;
quit;

ERROR: Libref MDY is not assigned. NOTE: PROC SQL set option NOEXEC and will continue to check the syntax of statements.

This code does not work to solve the error:

  • Set up libraries for WRDS access;

libname moody wrds.mdy;

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