download_data: Download and Process Data Based on Domain and Dataset

In tidyfinance: Tidy Finance Helper Functions

Download and Process Data Based on Domain and Dataset

Description

Downloads and processes data based on the specified domain (e.g., Fama-French factors, Global Q factors, or macro predictors), dataset, and date range. This function checks if the specified domain is supported and then delegates to the appropriate function for downloading and processing the data.

Usage

download_data(
  domain = NULL,
  dataset = NULL,
  start_date = NULL,
  end_date = NULL,
  type = deprecated(),
  ...
)

Arguments

domain	The domain of the dataset to download (e.g., "famafrench", "globalq", "macro_predictors", "wrds", "pseudo", "constituents", "fred", "stock_prices", "osap", "tidyfinance"). Use "pseudo" to obtain pseudo data with the same schema as "wrds" for testing or rendering without a WRDS subscription.
dataset	Optional. The specific dataset to download within the domain.
start_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the start date for the data. If not provided, the full dataset or a subset is returned, depending on the dataset type.
end_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the end date for the data. If not provided, the full dataset or a subset is returned, depending on the dataset type.
type	Use domain and dataset instead.
...	Additional arguments passed to specific download functions depending on the domain. For instance, if domain is "constituents", arguments are passed to download_data_constituents(). If domain is "tidyfinance" and dataset is "factor_library", arguments are either filter inputs (e.g., sorting_variable, rebalancing, fill_all) or an explicit ids vector that bypasses the grid filter and downloads the specified portfolios directly via download_factor_library_ids(); see download_data_huggingface() for details.

Value

A tibble with processed data, including dates and the relevant financial metrics, filtered by the specified date range.

See Also

Other download functions: download_data_constituents(), download_data_factors_ff(), download_data_factors_q(), download_data_fred(), download_data_huggingface(), download_data_macro_predictors(), download_data_osap(), download_data_risk_free(), download_data_stock_prices(), download_factor_library_grid(), download_factor_library_ids()

Examples

download_data(
  "famafrench",
  "Fama/French 5 Factors (2x3) [Daily]",
  "2000-01-01",
  "2020-12-31"
)
download_data("macro_predictors", "monthly", "2000-01-01", "2020-12-31")
download_data("constituents", index = "DAX")
download_data("fred", series = c("GDP", "CPIAUCNS"))
download_data("stock_prices", symbols = c("AAPL", "MSFT"))
download_data(
  "tidyfinance",
  "risk_free",
  "2020-01-01",
  "2020-12-31"
)
download_data(
  "tidyfinance",
  "high_frequency_sp500",
  "2007-07-26",
  "2007-07-27"
)
download_data(
  "tidyfinance",
  "factor_library",
  sorting_variable = "52w",
  rebalancing = "annual"
)
download_data("tidyfinance", "factor_library", ids = c(1L, 2L, 3L))
download_data("tidyfinance", "factor_library_grid")

tidyfinance documentation built on June 1, 2026, 1:06 a.m.