On Thu, Dec 16, 2010 at 11:41, Alan Lue <alan.lue@gmail.com> wrote:

> I haven't experience any problems using CRSP with R.  If you're using
> WRDS to get CRSP data, you might use the following output settings:
>
> • Output format: tab-delimited text (*.txt)
> • Date format: YYMMDDs10. (e.g. 1984/07/25)
>
> Then use read.delim() with the 'colClasses' argument set to "Date" for
> the date column, and R should load the dates correctly.
>
> Alan Lue
>
>
>
I suggest using .csv files. With space delimited I think there's a column
limit and WRDS inserts a line break in the middle of lines. Why, I'm not
sure, but if you select 30 columns or so, it will give you a little warning
in the download screen after it has prepped your data. I've never has this
problem with .csv.

Also, using the YYMMDDn8 date format will give you the option of keeping
dates as an integer, which can be nice sometimes.

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