Downloading Yahoo stock prices in R

Question

This is a newbie question in R. I am downloading yahoo finance monthly stock price data using R where the ticker names are read from a text file. I am using a loop to read

Answer 1

I do it like this, because I need to have the historic pricelist and a daily update file in order to run other packages:

library(fImport)

fecha1<-"03/01/2009"
fecha2<-"02/02/2010"

Sys.time()

y <- format(Sys.time(), "%y")    
m <- format(Sys.time(), "%m")    
d <- format(Sys.time(), "%d")
fecha3 <- paste(c(m,"/",d,"/","20",y), collapse="")

write.table(yahooSeries("GCI", from=fecha1, to=fecha2), file = "GCI.txt", sep="\t", quote = FALSE, eol="\r\n", row.names = TRUE)
write.table(yahooSeries("GCI", from=fecha2, to=fecha3), file = "GCIupdate.txt", sep="\t", quote = FALSE, eol="\r\n", row.names = TRUE)

GCI <- read.table("GCI.txt") 
GCI1 <- read.table("GCIupdate.txt")
GCI <- rbind(GCI1, GCI)
GCI <- unique(GCI)

write.table(GCI, file = "GCI.txt", sep="\t", quote = FALSE, eol="\r\n", row.names = TRUE)

Answer 2

Slightly modified from the above solutions... (thanks Shane and Stotastic)

 symbols <- c("MSFT", "C", "MMM")

 # 1. retrieve data

 for(i in seq_along(symbols)) {
   URL <- paste0("http://ichart.finance.yahoo.com/table.csv?s=", symbols[i])
   dat <- read.csv(URL)
   dat$Date <- as.Date(dat$Date, "%Y-%m-%d")
   assign(paste0(symbols[i]," _data"), dat)
   dat <- NULL
 }

Answer 3

This also a little late...If you want to grab data with just R's base functions without dealing with any add-on packages, just use the function read.csv(URL), where the URL is a string pointing to the right place at Yahoo. The data will be pulled in as a dataframe, and you will need to convert the 'Date' from a string to a Date type in order for any plots to look nice. Simple code snippet is below.

URL <- "http://ichart.finance.yahoo.com/table.csv?s=SPY"
dat <- read.csv(URL)
dat$Date <- as.Date(dat$Date, "%Y-%m-%d")

Using R's base functions may give you more control over the data manipulation.

Answer 4

Unfortunately, URL "ichart.finance.yahoo.com" is dead and not working now. As I know, Yahoo closed it and it seems it will not be opened.

Several days ago I found nice alternative (https://eodhistoricaldata.com/) with an API very similar to Yahoo Finance.

Basically, for R-script described above you just need to change this part:

URL <- paste0("ichart.finance.yahoo.com/table.csv?s=", symbols[i])

to this:

URL <- paste0("eodhistoricaldata.com/api/table.csv?s=", symbols[i])

Then add an API key and it will work in the same way as before. I saved a lot of time for my R-scripts on it.

Answer 5

If your ultimate goal is to get the data.frame of three columns of closing prices, then the new package tidyquant may be better suited for this.

library(tidyquant)

symbols <- c("MSFT", "C", "VIA/B", "MMM")

# Download data in tidy format. 
# Will remove VIA/B and warn you.
data <- tq_get(symbols)

# Ticker symbols as column names for closing prices
data %>% 
    select(.symbol, date, close) %>% 
    spread(key = .symbol, value = close)

This will scale to any number of stocks, so the file of 1000 tickers should work just fine!

Answer 6

Your best bet is to use quantmod and store the results as a time series (in this case, it will be xts):

library(quantmod)
library(plyr)
symbols <- c("MSFT","C","VIA/B","MMM")

#1
l_ply(symbols, function(sym) try(getSymbols(sym))) 
symbols <- symbols[symbols %in% ls()]

#2
sym.list <- llply(symbols, get) 

#3
data <- xts()
for(i in seq_along(symbols)) {
    symbol <- symbols[i]
    data <- merge(data, get(symbol)[,paste(symbol, "Close", sep=".")])
}