Download Data from WRDS

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

Usage

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

Arguments

dataset

A string specifying the dataset to download. Supported values: "crsp_monthly", "crsp_daily" for CRSP data, "compustat_annual", "compustat_quarterly" for Compustat data, "ccm_links" for CCM links data, "fisd" for FISD data, or "trace_enhanced" for TRACE 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 subset of the dataset is returned.

type

Use dataset instead.

...

Additional arguments passed to specific download functions depending on the dataset.

Value

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

See also

Other WRDS functions: disconnect_connection(), download_data_wrds_ccm_links(), download_data_wrds_compustat(), download_data_wrds_crsp(), download_data_wrds_fisd(), download_data_wrds_trace_enhanced(), get_wrds_connection(), set_wrds_credentials()

Examples

if (FALSE) { # \dontrun{
  crsp_monthly <- download_data_wrds(
    "crsp_monthly", "2020-01-01", "2020-12-31"
  )
  compustat_annual <- download_data_wrds(
    "compustat_annual", "2020-01-01", "2020-12-31"
  )
  ccm_links <- download_data_wrds("ccm_links")
  fisd <- download_data_wrds("fisd")
  trace_enhanced <- download_data_wrds(
    "trace_enhanced", cusips = "00101JAH9"
  )
} # }