It works if I execute in Stata odbc load, exec("select permno, shrcd, date, prc, vol, ret from crsp.dsf where date between '1995-01-01' and '1995-12-31'") dsn("wrds-pgdata-64")
But I also want to get the share code which is from library "CRSP_NAMES", not "dsf". How can I tell Stata to get all the data in one batch?
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