Download Open Source Asset Pricing (OpenAP) Data Directly
Overview
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/.
Install
Health
NOTEdependencies in R coder-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Namespaces in Imports field not imported from: ‘DBI’ ‘R6’ ‘RPostgres’ ‘getPass’ ‘lubridate’ ‘withr’ All declared Imports should be used.
- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 1 (1 internal)
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
- 0%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing OpenSourceAP.DownloadR adds 39 packages (24 with compiled code, 29 MB of source tarballs). Heaviest: stringi 11 MB, data.table 5.7 MB, RPostgres 1.4 MB.
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-01-17 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-01-17
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 77 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("OpenSourceAP.DownloadR")The package provides a citation file, so citation() returns the authors' own entry.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.