Read CRSP Data Stock by Stock

Hi! I need to download the whole CRSP data (daily) which is about 4Gb. It is too big for my machine and I cannot even load it, let alone process it. I wonder if there is a way to read the data stock by stock, process it, save it, and then augment it by the second stock and so on.

Answer 1

[Bhargavi Maganuru]

You can refer select datastore for information on how to handle the large collection of data, where entire collection doesn’t necessarily fit in memory.