It seems like you can get the quote pretty easily with getQuotes... so
saving it into a dataFrame and writing as a CSV is pretty straightforward.
If you wanted you could also write it to a database with RMySQL ... likely
the date time would convert for you ... if not is should be simple enough to
format it, search for help on "format" in R.

But there will be one huge problem you're going to face as you collect all
the data ... cleaning it.

The data off a public server is not always 100% accurate, it's not adjusted
for splits and if your script fails to run even for a couple of time points
you'll have to go back and fill in the missing data ... which will only be
possible at the 1 minute level with a purchased dataset.

I think that if you're making a serious endeavour into the computational
finance world it would be worth the small outlay to just buy historical
prices.

-- 
Theodore Van Rooy
http://greentheo.scroggles.com

	[[alternative HTML version deleted]]

