You could get a list of the S&P 500 tickers from wikipedia, convert it to a
vector of strings, and pass that vector to quantmod.  I know quantmod will
 pause the download every 5 stocks or so, to avoid overwhelming the site. It
might just get you the data you need. You can also try google as a source,
if yahoo doesn't work out.

If that works, you can try the S&P1500, etc.

Sent from my iPhone

On Apr 15, 2011, at 6:00 AM, r-sig-finance-request@r-project.org wrote:

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.

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