Download data from any WRDS table

Generic function to download data from any table in the WRDS database. Returns a lazy table by default, allowing you to build queries with dplyr before collecting.

Usage

get_table(wrds, library, table, columns = NULL, n = Inf, lazy = TRUE)

Arguments

wrds

A DBIConnection object returned by wrds_connect().

library

Character. The name of the library (schema), e.g., "crsp", "comp", "ibes".

table

Character. The name of the table within the library.

columns

Character vector of columns to return. If NULL (default), returns all columns. Use describe_table() to see available columns.

n

Maximum number of rows to return. Defaults to Inf (all rows). Use a smaller value (e.g., n = 100) to preview data.

lazy

If TRUE (default), returns a lazy tbl for further filtering with dplyr. Set to FALSE to collect immediately.

Value

A tbl_lazy object (if lazy = TRUE) or a tibble (if lazy = FALSE).

Details

This function provides generic access to any WRDS table. For commonly-used tables with standard research filters, prefer the specialized functions:

• get_compustat() for Compustat fundamentals with standard filters

• get_company() for company header data

• link_ccm() for CRSP-Compustat linking

The lazy table can be filtered, selected, and mutated using dplyr verbs, which are translated to SQL and executed on the server:

get_table(wrds, "crsp", "msf") |>
  filter(date >= "2025-01-01") |>
  select(permno, date, ret, prc) |>
  collect()

See also

describe_table() to explore table structure, list_tables() to list available tables in a library

Examples

if (FALSE) { # \dontrun{
wrds <- wrds_connect()

# Preview table structure first
describe_table(wrds, "crsp", "msf")

# Get a lazy table and build your query
get_table(wrds, "crsp", "msf") |>
  dplyr::filter(date >= "2025-01-01") |>
  dplyr::select(permno, date, ret, prc, vol) |>
  dplyr::collect()

# Collect immediately with specific columns
get_table(wrds, "crsp", "dsf",
  columns = c("permno", "date", "ret", "prc"),
  lazy = FALSE,
  n = 1000
)

# Access any table in any library
get_table(wrds, "ibes", "statsum_epsus") |>
  dplyr::filter(fpedats >= "2025-01-01") |>
  dplyr::collect()

wrds_disconnect(wrds)
} # }