(available-permnos)Gets all available permnos today in a sequence.
Gets all available permnos today in a sequence.
(get-info)Returns the whole information for the all the tics today.
A sequence of maps.
Returns the whole information for the all the tics today. A sequence of maps.
(get-info-map & [info])Returns the whole information for the all the tics today.
A map of permno:info.
Returns the whole information for the all the tics today. A map of permno:info.
(get-permno-by-key permno key)(get-permno-by-key date permno key)Returns the value of the key of a given security today, otherwise nil.
Returns the value of the key of a given security today, otherwise nil.
(get-permno-info permno)(get-permno-info date permno)Returns the information for the specified permno today.
A map if any, otherwise nil.
Returns the information for the specified permno today. A map if any, otherwise nil.
(get-permno-prev-n-days permno n)This function returns a sequence of vector of the previous n records of a specific security (not including today).
Date in descending order, ie from the most recent to the oldest.
Note that the returned length may be smaller than n, if the security is missing on some days.
@permno: name of the stock
@n: number of counting ahead
This function returns a sequence of vector of the previous n records of a specific security (not including today). Date in descending order, ie from the most recent to the oldest. Note that the returned length may be smaller than n, if the security is missing on some days. @permno: name of the stock @n: number of counting ahead
(get-permno-price permno)(get-permno-price date permno)Returns the price of a given security today, otherwise nil.
Returns the price of a given security today, otherwise nil.
(get-prev-n-days)(get-prev-n-days n)Returns a sequence of sequence of maps that contains data of the previous n days (not including today).
Date in descending order, ie from the most recent to the oldest.
If no n, return a lazy sequence of all prev days.
Returns a sequence of sequence of maps that contains data of the previous n days (not including today). Date in descending order, ie from the most recent to the oldest. If no n, return a lazy sequence of all prev days.
(get-prev-n-days-map)(get-prev-n-days-map n)Returns a sequence of maps (security: info) of maps that contains data of the previous n days (not including today).
Date in descending order, ie from the most recent to the oldest.
If no n, return a lazy sequence of all prev days.
Returns a sequence of maps (security: info) of maps that contains data of the previous n days (not including today). Date in descending order, ie from the most recent to the oldest. If no n, return a lazy sequence of all prev days.
(merge-data crsp date)Left-joins onto every CRSP row the latest Compustat row for the same
TICKER-KEY that was public on date: among the filings dated at or
before date, at most MERGE-MAX-AGE-MONTHS old and at most four back,
newest first, the first row whose :rdq (report date) is on or before
date. Without an :rdq column the filing date itself is used. Rows
with no match are returned unchanged.
Left-joins onto every CRSP row the latest Compustat row for the same TICKER-KEY that was public on `date`: among the filings dated at or before `date`, at most MERGE-MAX-AGE-MONTHS old and at most four back, newest first, the first row whose :rdq (report date) is on or before `date`. Without an :rdq column the filing date itself is used. Rows with no match are returned unchanged.
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