The data set you requested is hosted on Wharton Research Data Services (WRDS). WRDS provides the user with one location to access over 200 terabytes of data across multiple disciplines including Finance, Marketing, and Economics.
Any Duke user may request a Day Pass via the above link for quick access to WRDS. Account requests for faculty and graduate students must be approved by Duke's WRDS Administrators after current enrollment / employment has been verified.
First-time users are strongly encouraged to make an appointment with a reference librarian at the Fuqua School's Ford Library or the Perkins-Bostock Library.