Downloading and Aggregating Stock Data with Quantmod in R

# how do I loop through all the stocks with quantmod and ttr?


# how do I loop through all the stocks with quantmod and ttr?












I just started with quantmod package. If I want to select stocks based on their recent performance, then I need to loop through all the stocks in, say, NYSE. So I need:

- get all the stock symbols

- select those symbols that do have data

- loop through them one by one(say, each time, download the stock data as $X$, and do some analysis. Then loop to next one, and set it as $X$)

My question is: how can I do these? Here is part of my thought:

- use stockSymbols() function in TTR package: `AllSym <- stockSymbols()`. The first column of `AllSym` are all the potential symbols.

- Use `getSymbols(AllSym[i,1])` to loop all the stock `i`:

Questions here:

- Not all the symbols from TTR have data. Some may have error when using `getSymbols`. I actually do not care about this certain stock. So how can I continue with the loop? [How can I use the `try` function?]

- The `getSymbols` function will automatically make the stock symbols as the variables. How can I copy(or set) it to $X$(instead of something like $APPL$)?

- How can I loop trough the variables with their names saved as strings in a vector? For example, if we do use `getSymbols` function to get data with name as the stock symbol. How can I loop through those stocks?[Note that their variable name are stored in first column `AllSym` as string]

Thank you very much!

## Answer by Rime (score 11, accepted)

https://quant.stackexchange.com/a/18835

Try the following:

```
library(quantmod)  # also loads xts and TTR

# Fetch all Symbols & store only the tickers to retrieve the data
symbols <- stockSymbols()
symbols <- symbols[,1]
```

Next we will specify where to to store data

`dataset<- xts() # Only run once`

The following code is the loop that will download OHLC data to your environment. It will then store the Adjusted Close of the downloaded companies and merge them in `dataset`

```
# cool progress bar to see the % of completion
n <- length(symbols)
pb <- txtProgressBar(min = 0, max = n, style=3)

# Actual loop: 
for(i in 1:length(symbols)) {
  symbols[i]-> symbol
# specify the "from" date to desired start date
  tryit <- try(getSymbols(symbol,from="2014-01-01", src='yahoo'))
  if(inherits(tryit, "try-error")){
    i <- i+1
  } else {
  # specify the "from" date to desired start date
  data <- getSymbols(symbol, from="2014-01-01", src='yahoo')
  dataset <- merge(dataset, Ad(get(symbols[i])))
  rm(symbol)
  }
  setTxtProgressBar(pb, i)
}
```

If the loop breaks, say on the 50th iteration, then just re run the last block of code by changing the following

```
# cool progress bar to see the % of completion
n <- length(symbols)
pb <- txtProgressBar(min = 0, max = n, style=3)

# Actual loop: 
# IF IT BREAKS ON THE 50th ITERATION, it must be skipped, therefore change it to 51
for(i in 51:length(symbols)) { 
  symbols[i]-> symbol
...
```

Keep on doing it until `symbols` is exhausted. Remember that it will download all the data unto your environment & that all the Adjusted Close prices are to be found in `dataset`

## Answer by Ganesh S (score 1)

https://quant.stackexchange.com/a/36795

You may refer this :

use the latest package in CRAN "BatchGetSymbols" for downloading OHLC data for multiple tickers in a single data frame.

You may not need to construct the loop for this.

Refer the following link for more information https://cran.r-project.org/web/packages/BatchGetSymbols/vignettes/BatchGetSymbols-vignette.html