This chapter shows how to connect to Wharton Research Data Services (WRDS), a popular provider of financial and economic data for research applications. WRDS is the most widely used source for asset and firm-specific financial data used in academic settings. WRDS is a data platform that provides data validation, flexible delivery options, and access to many different data sources. The commonly used source for firm financial information is Compustat provided by S & P Global Market Intelligence, which is a global data vendor that provides financial, statistical, and market information on active and inactive companies throughout the world. For US and Canadian companies, annual history is available back to 1950 and quarterly as well as monthly histories date back to 1962.