Samo,

on IB, try googling: "IbContractExtractor". I bookmarked a package on
sourceforge a while back to extract symbol lists for IB but never tried it
out. Not sure how you'd map those to the Yahoo symbols, which seem to be
based loosely based on Reuters Instrument Codes. If you find a clean mapping
between the two, do let us know, I'm interested in that too.

Andrew


On 15 April 2011 11:00, <r-sig-finance-request@r-project.org> wrote:

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> Today's Topics:
>
>   1. Re: curve fitting using lm with constraints (Hans Radtke)
>   2. Finding all the tickers for common stock from Yahoo       or
>      Interactive Brokers (Samo Pahor)
>   3. Re: Finding all the tickers for common stock from Yahoo or
>      Interactive Brokers (julien cuisinier)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 14 Apr 2011 12:19:42 +0200
> From: "Hans Radtke" <hans.radtke@gutmark.net>
> To: <r-sig-finance@r-project.org>
> Subject: Re: [R-SIG-Finance] curve fitting using lm with constraints
> Message-ID:
>        <6BC17AB6B99BC441ABC83269178375A33BAAE9@grcserver.gutmark.de>
> Content-Type: text/plain;       charset="iso-8859-1"
>
> Abe,
>
> You should probably look at the systemfit package for this, which can be
> used to estimate systems of simultaneous equations.
>
> http://cran.r-project.org/web/packages/systemfit/vignettes/systemfit.pdf
>
> Mit besten Gr??en / With kind regards
> Hans Radtke
>
>
>
> ------------------------------
>
> Message: 2
> Date: Thu, 14 Apr 2011 23:02:28 +0200
> From: Samo Pahor <samo.pahor@gmail.com>
> To: r-sig-finance@r-project.org
> Subject: [R-SIG-Finance] Finding all the tickers for common stock from
>        Yahoo   or Interactive Brokers
> Message-ID: <BANLkTinK8wfUGKS5EO5T9SUANKRG8Hrxrg@mail.gmail.com>
> Content-Type: text/plain
>
> 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?
>
> 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?
>
> Best regards,
> Samo.
>
>        [[alternative HTML version deleted]]
>
>
>
> ------------------------------
>
> Message: 3
> Date: Fri, 15 Apr 2011 07:55:02 +0100
> From: julien cuisinier <J_Cuisinier@hotmail.com>
> To: Samo Pahor <samo.pahor@gmail.com>
> Cc: r-sig-finance@r-project.org
> Subject: Re: [R-SIG-Finance] Finding all the tickers for common stock
>        from    Yahoo or Interactive Brokers
> Message-ID: <BLU0-SMTP1950C8D8AE8532D8D0A82C38FAC0@phx.gbl>
> Content-Type: text/plain; charset="US-ASCII"; format=flowed; delsp=yes
>
> Hi Samo,
>
>
>
> 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...
>
>
>
> Rgds,
> Julien
>
>
>
>
>
> 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
> > 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?
> >
> > 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?
> >
> > Best regards,
> > Samo.
> >
> >       [[alternative HTML version deleted]]
> >
> > _______________________________________________
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> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R
> > questions should go.
> >
>
>
>
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> End of R-SIG-Finance Digest, Vol 83, Issue 14
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