download_data_wrds: Download Data from WRDS

In tidyfinance: Tidy Finance Helper Functions

Download Data from WRDS

Description

This function acts as a wrapper to download data from various WRDS datasets including CRSP, Compustat, and CCM links based on the specified type. It is designed to handle different data types by redirecting to the appropriate specific data download function.

Usage

download_data_wrds(type, start_date = NULL, end_date = NULL, ...)

Arguments

type	A string specifying the type of data to download. It should match one of the predefined patterns to indicate the dataset: "wrds_crsp" for CRSP data, "wrds_compustat" for Compustat data, or "wrds_ccm_links" for CCM links data.
start_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the start date for the data. If not provided, a subset of the dataset is returned.
end_date	Optional. A character string or Date object in "YYYY-MM-DD" format specifying the end date for the data. If not provided, a subste of the dataset is returned.
...	Additional arguments passed to specific download functions depending on the type.

Value

A data frame containing the requested data, with the structure and contents depending on the specified type.

Examples

  crsp_monthly <- download_data_wrds("wrds_crsp_monthly", "2020-01-01", "2020-12-31")
  compustat_annual <- download_data_wrds("wrds_compustat_annual", "2020-01-01", "2020-12-31")
  ccm_links <- download_data_wrds("wrds_ccm_links", "2020-01-01", "2020-12-31")
  fisd <- download_data_wrds("wrds_fisd")
  trace_enhanced <- download_data_wrds("wrds_trace_enhanced", cusips = "00101JAH9")

tidyfinance documentation built on April 3, 2025, 6:10 p.m.