Downloading Yahoo stock prices in R

user_227290 0
Viewed 62503

This is a newbie question in R. I am downloading yahoo finance monthly stock price data using R where the ticker names are read from a text file. I am using a loop to read the ticker names to download the data and putting them in a list. My problem is some ticker names may not be correct thus my code stops when it encounters this case. I want the following.

  1. skip the ticker name if it is not correct.
  2. Each element in the list is a dataframe. I want the ticker names to be appended to variable names in element dataframes.
  3. I need an efficient way to create a dataframe that has the closing prices as variables.

Here is the sample code for the simplified version of my problem.

library(tseries)  
tckk <- c("MSFT", "C", "VIA/B", "MMM") # ticker names defined  
numtk <- length(tckk);  
ustart <- "2000-12-30";
uend <- "2007-12-30" # start and end date  
all_dat <- list(); # empty list to fill in the data  
for(i in 1:numtk)  
{  
  all_dat[[i]] <- xxx <- get.hist.quote(instrument = tckk[i], start=ustart, end=uend, quote = c("Open", "High", "Low", "Close"), provider = "yahoo", compression = "m")  
}

The code stops at the third entry but I want to skip this ticker and move on to "MMM". I have heard about Trycatch() function but do not know how to use it.

As per question 2, I want the variable names for the first element of the list to be "MSFTopen", "MSFThigh", "MSFTlow", and "MSFTclose". Is there a better to way to do it apart from using a combination of loop and paste() function.

Finally, for question 3, I need a dataframe with three columns corresponding to closing prices. Again, I am trying to avoid a loop here.

Thank you.

finance r
8 Answers

Maybe give the BatchGetSymbols library a try. What I like about it over quantmod is that you can specify a time period for your data.

library(BatchGetSymbols)

# set dates
first.date <- Sys.Date() - 60
last.date <- Sys.Date()
freq.data <- 'daily'
# set tickers
tickers <- c('FB','MMM','PETR4.SA','abcdef')

l.out <- BatchGetSymbols(tickers = tickers, 
                         first.date = first.date,
                         last.date = last.date, 
                         freq.data = freq.data,
                         cache.folder = file.path(tempdir(), 
                                                  'BGS_Cache') ) # cache in tempdir()
user_8139670
Related