download_data_wrds_compustat {tidyfinance}R Documentation

Download Data from WRDS Compustat

Description

This function downloads financial data from the WRDS Compustat database for a given type of financial data, start date, and end date. It filters the data according to industry format, data format, and consolidation level, and calculates book equity (be), operating profitability (op), and investment (inv) for each company.

Usage

download_data_wrds_compustat(type, start_date, end_date, ...)

Arguments

type

The type of financial data to download.

start_date

The start date for the data retrieval in "YYYY-MM-DD" format.

end_date

The end date for the data retrieval in "YYYY-MM-DD" format.

...

Additional Compustat variables that should be added from the raw data.

Value

A data frame with financial data for the specified period, including variables for book equity (be), operating profitability (op), investment (inv), and others.

Examples


  compustat <- download_data_wrds_compustat("wrds_compustat_annual", "2020-01-01", "2020-12-31")



[Package tidyfinance version 0.1.0 Index]