[R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers
J_Cuisinier at hotmail.com
Fri Apr 15 08:55:02 CEST 2011
Personally I would keep it simple & start by downloading an index
components (e.g. S&P500, available through quantmod from Yahoo I
believe - sure Jeffrey will contradict me if I am wrong).
Bear in mind that downloading "all" the stocks available for trading
from Yahoo finance you will probably quickly run into time out issues
from the website itself. I do not now the IB package.
& I am not sure you will need to bother yourself to download all
that stocks' info to get a sensible signal + building a breath
indicator mixing small cap & large cap (e.g. if you can find the
S&P1500 components on Yahoo) might not be what you want - hence
focusing on "smaller" subset of the market might be more relevant.
I am interested by this topic, let us know how you get along...
On Apr 14, 2011, at 10:02 PM, Samo Pahor wrote:
> Hello R Finance experts!
> I would like to calculate market breadth indicators using data from
> Yahoo (I
> would use quantmod) or Interactive Brokers (using another great
> IBrokers). I would like to create something simmilar as Stockbee
> data from Yahoo or IB using R.
> First I need all the symbols/tickers of common stocks available for
> from either Yahoo or IB on a particular day. How can I get the list
> of all
> common stocks traded from this two sources?
> Are there any market breadth indicators R code available in existing
> packages? Is there any article/blog post showing how to approach data
> collection from Yahoo or IB in order to calculate market breadth
> Best regards,
> [[alternative HTML version deleted]]
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