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OpenSourceAP.DownloadR: Download Open Source Asset Pricing (OpenAP) Data Directly

Convenient download functions enabling access Open Source Asset Pricing (OpenAP) data. This package enables users to download predictor portfolio returns (over 200 cross-sectional predictors with multiple portfolio construction methods) and firm characteristics (over 200 characteristics replicated from the academic asset pricing literature). Center for Research in Security Prices (CRSP)-based variables such as Price, Size, and Short-term Reversal can be downloaded with a Wharton Research Data Services (WRDS, <https://wrds-www.wharton.upenn.edu/>) subscription. For a full list of what is available, see <https://www.openassetpricing.com/>.

Version: 0.1.0
Depends: R (≥ 4.1.0)
Imports: httr, rvest, stringr, jsonlite, magrittr, dplyr, data.table, R6, withr, lubridate, DBI, RPostgres, getPass
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-01-17
DOI: 10.32614/CRAN.package.OpenSourceAP.DownloadR (may not be active yet)
Author: Tom Zimmermann ORCID iD [aut, cre], Justus Boeker [ctb]
Maintainer: Tom Zimmermann <tom.zimmermann at uni-koeln.de>
License: MIT + file LICENSE
NeedsCompilation: no
Citation: OpenSourceAP.DownloadR citation info
Materials: README
CRAN checks: OpenSourceAP.DownloadR results

Documentation:

Reference manual: OpenSourceAP.DownloadR.html , OpenSourceAP.DownloadR.pdf

Downloads:

Package source: OpenSourceAP.DownloadR_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): OpenSourceAP.DownloadR_0.1.0.tgz, r-oldrel (arm64): OpenSourceAP.DownloadR_0.1.0.tgz, r-release (x86_64): OpenSourceAP.DownloadR_0.1.0.tgz, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=OpenSourceAP.DownloadR to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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