Accessing Data Via the WRDS API and Excel
Learn how to use Excel’s Power Query to access your subscribed data through the WRDS API. Step-by-step instructions illustrate how to download CRSP Daily Stock – Securities data via the web using Excel’s Power Query Editor and the API. Once you have downloaded your data into an Excel sheet, you can further manipulate the data using standard Excel functionality.
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Requires Windows, Excel, and a CRSP subscription.