[R-sig-Finance] Automatic Download On All Symbols

[BBands]

On 6/3/06, Neil Eastep <neileastep at gmail.com> wrote:
> Dumb question here --
>
> If I want to evaluate and compare a statistic on the values of all
> available US stocks -- how do I go about downloading the data
> automatically?
>
> I wonder if I could use have a list of stock symbols - and pass a
> variable to yahooImport that iterates through the list of symbols . .
> . does this make any sense?
>
> I'd ideally like to pull in one year of daily (EOD) data on all stock
> symbols that are optionable.

The R part is easy or there are any number of open-source data
retrievers floating around. What you'll need is a list of optionable
stocks. That you can get from Zacks. (This is also a great way to get
snapshots of other types of data.)

http://www.zacks.com/research/screening/custom/

Under Select Category select miscellaneous and set optionable = yes
and click to screen. The result should be 3249 companies. Get the
report, cut and paste to a plain text file and you are there. Now just
loop though the list with your favorite R data-retrieval function.
It'll take some time, but if you do it once a week as a nighttime
batch job it shouldn't be too bad.

     jab
-- 
John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.