WrdsIndex: Acceessing merge data from CRSP and COMPUSTAT

In arorar/WRDS: Package for acceessing merge data from CRSP and COMPUSTAT

Description

acceessing merge data from CRSP and COMPUSTAT.

Usage

   getIndexStockQuery() 
   getStockFromIndex() 
   getStockXCap(indexName,n)
   getStockLargeCap(n) 
   getStockMidCap(n) 
   getStockSmallCap(n) 
   getProminentStocks(n)

Arguments

indexName	It takes values in LGCAP, MIDCAP, SMCAP
n	Number of tickers to select

Details

getIndexStockQuery:Returns a query in form of a string getStockFromIndex:Executes the query against the database and returns the rows getStockXCap:Return rows with for Large Cap Index with specific with defaults 10 tickers getStockLargeCap: getStockXCap:Return rows with for Large Cap Index with specific with specified number of tickers getStockMidCap:Return rows with for Mid Cap Index with specific with specified number of tickers getStockSmallCap:Return rows with for Small Cap Index with specific with specified number of tickers getProminentStocks:Return rows with for Large, Mid and Small Cap Index with specific with specified number of tickers

Author(s)

Pankaj Singh

See Also

• getReturnTimeSeriesQuery

• getReturnTimeSeries

• getReturnPivot

• getFundamentalReturnQuery

• getFundamentalReturn

Examples

require(proto)
require(gsubfn)
require(chron)
require(RSQLite)
require(RSQLite.extfuns)
require(sqldf)

stocks.p <- getProminentStocks(n=20)

arorar/WRDS documentation built on May 10, 2019, 1:48 p.m.