Produce a table mapping dates on CRSP to "trading days"

Produce a table mapping dates on CRSP to "trading days". Returned table has two columns: date, a trading date on CRSP; td, a sequence of integers ordered by date.

Usage

get_trading_dates(conn)

Arguments

conn

connection to a PostgreSQL or DuckDB database

Value

A tibble with columns date (CRSP trading dates) and td (consecutive integer indices ordered by date).

Examples

if (FALSE) { # \dontrun{
# Requires an authenticated PostgreSQL connection with access to CRSP data.
local({
  pg <- DBI::dbConnect(RPostgres::Postgres())
  on.exit(DBI::dbDisconnect(pg), add = TRUE)
  head(get_trading_dates(pg))
})
} # }