How to download all stocks from NYSE, AMEX and Nasdaq from CRSP without entering individual company codes?
Quantitative Finance Asked by yungmist on November 30, 2021
I was wondering if there is an efficient way to extract data on all the stocks from the CRSP dataset?
In the Query Form I only have the option to enter company codes individually or to upload a .txt file with one company code per line. Both of which is not an efficient option. Is there a way to possibly achieve this goal in R or Python?
One Answer
You can easily download information about all available stocks from the query form. Simply choose the option Search the entire database (see below).
Furthermore, you should include the exchange code as query variable. NYSE has exchange code 1, AMEX exchange code 2 and NASDAQ exchange code 3. You can delete all other observations or simply implement a conditional statement in the WRDS query form.
Answered by Kevin on November 30, 2021
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