[R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers

[Joshua Ulrich]

On Thu, Apr 14, 2011 at 4:02 PM, Samo Pahor <samo.pahor at gmail.com> 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 package
> IBrokers). I would like to create something simmilar as Stockbee Market
> Monitor
> http://stockbee.blogspot.com/2010/08/understanding-market-monitor-part1.html
> using
> data from Yahoo or IB using R.
>
> First I need all the symbols/tickers of common stocks available for trading
> from either Yahoo or IB on a particular day. How can I get the list of all
> common stocks traded from this two sources?
>
I don't know of a way to get all common stocks from Yahoo, but the
stockSymbols function in TTR will download AMEX, NYSE, and NASDAQ
instrument symbols from nasdaq.com and tries to adjust the symbols to
make the compatible with Yahoo Finance.

Look at the source code of stockSymbols to see how it adjusts the
ticker symbols.  This Yahoo web page will help you filter out the
common stocks:
http://help.yahoo.com/l/us/yahoo/finance/quotes/quote-02.html

> 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 indicators?
>
There are a few I've planned to include in TTR.  They're generally
very simple and I don't personally use breadth indicators, so adding
them hasn't been a high priority.

> Best regards,
> Samo.
>
>        [[alternative HTML version deleted]]
>
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Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com