download_data_wrds {tidyfinance}

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, end_date)

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

A date in 'YYYY-MM-DD' format indicating the start of the period for which data is requested.

end_date

A date in 'YYYY-MM-DD' format indicating the end of the period for which data is requested.

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", "2000-01-01", "2020-12-31")
  compustat_annual <- download_data_wrds("wrds_compustat_annual", "2000-01-01", "2020-12-31")
  ccm_links <- download_data_wrds("wrds_ccm_links", "2000-01-01", "2020-12-31")