Wharton Research Data Service (WRDS) is the interface to datasets such as: CRSP, Compustat, ExecuComp, I/B/E/S, OptionMetrics, RiskMetrics and TAQ.
Students no longer need to apply for a day-pass. As of 30 April 2021 both researchers and students can create an account. Visit this link to register your account: https://eur.idm.oclc.org/login?url=https://wrds-www.wharton.upenn.edu/register/
Additional info for students: you need to enter your official ERNA email address (should look like email@example.com). Choose "Student (Masters / Undergrad)" as user type. Expiration date should be set to 31-08-2024.
If you used the correct e-mail you should receive confirmation. Otherwise just try to log in to see if your account is approved. Account requests made during the weekend will be approved on Monday.