CODEWITHSUNDEEP
r
Commaeng
Commaeng

Reputation: 75

How do I get all S&P500 corp code list using R?

I want to make FOR statement in R for analysis Stock data at one go.

But I don't know how do I get a S&P corp code list.

Please, let me know solution.

Thank you.

library(rpart)
library(rpart.plot)
library("quantmod")
startDate = as.Date("2012-01-01")
endDate = as.Date("2014-01-01") 
getSymbols("005930", src = "google", from = startDate, to = endDate)

Upvotes: 2

Views: 4182

Answers (2)

James Hirschorn
James Hirschorn

Reputation: 7994

You can use the BatchGetSymbols package, which also gets the list by scraping Wikipedia.

library(BatchGetSymbols)

sp500 <- GetSP500Stocks()
sp500$tickers

Upvotes: 6

AK88
AK88

Reputation: 3026

If you use Bloomberg/Reuters or any other data provider then you can simply get whatever you want in Excel, then read it to R and then proceed to download historical data. If you do not have access to such commercial data providers, then one of the ways is web scraping (I believe wikipedia is reliable enough, but do double check):

library(rvest)
url <- "https://en.wikipedia.org/wiki/List_of_S%26P_500_companies"
SP500 <- url %>%
  html() %>%
  html_nodes(xpath='//*[@id="mw-content-text"]/div/table[1]') %>%
  html_table()
SP500 <- SP500[[1]]
Tix <- SP500$`Ticker symbol`
Tix

As of today, the constituents of S&P500:

> Tix
  [1] "MMM"   "ABT"   "ABBV"  "ACN"   "ATVI"  "AYI"   "ADBE"  "AMD"   "AAP"  
 [10] "AES"   "AET"   "AMG"   "AFL"   "A"     "APD"   "AKAM"  "ALK"   "ALB"  
 [19] "ARE"   "ALXN"  "ALGN"  "ALLE"  "AGN"   "ADS"   "LNT"   "ALL"   "GOOGL"
 [28] "GOOG"  "MO"    "AMZN"  "AEE"   "AAL"   "AEP"   "AXP"   "AIG"   "AMT"  
 [37] "AWK"   "AMP"   "ABC"   "AME"   "AMGN"  "APH"   "APC"   "ADI"   "ANSS" 
 [46] "ANTM"  "AON"   "APA"   "AIV"   "AAPL"  "AMAT"  "ADM"   "ARNC"  "AJG"  
 [55] "AIZ"   "T"     "ADSK"  "ADP"   "AN"    "AZO"   "AVB"   "AVY"   "BHI"  
 [64] "BLL"   "BAC"   "BK"    "BCR"   "BAX"   "BBT"   "BDX"   "BBBY"  "BRK.B"
 [73] "BBY"   "BIIB"  "BLK"   "HRB"   "BA"    "BWA"   "BXP"   "BSX"   "BMY"  
 [82] "AVGO"  "BF.B"  "CHRW"  "CA"    "COG"   "CPB"   "COF"   "CAH"   "CBOE" 
 [91] "KMX"   "CCL"   "CAT"   "CBG"   "CBS"   "CELG"  "CNC"   "CNP"   "CTL"  
[100] "CERN"  "CF"    "SCHW"  "CHTR"  "CHK"   "CVX"   "CMG"   "CB"    "CHD"  
[109] "CI"    "XEC"   "CINF"  "CTAS"  "CSCO"  "C"     "CFG"   "CTXS"  "CLX"  
[118] "CME"   "CMS"   "COH"   "KO"    "CTSH"  "CL"    "CMCSA" "CMA"   "CAG"  
[127] "CXO"   "COP"   "ED"    "STZ"   "COO"   "GLW"   "COST"  "COTY"  "CCI"  
[136] "CSRA"  "CSX"   "CMI"   "CVS"   "DHI"   "DHR"   "DRI"   "DVA"   "DE"   
[145] "DLPH"  "DAL"   "XRAY"  "DVN"   "DLR"   "DFS"   "DISCA" "DISCK" "DISH" 
[154] "DG"    "DLTR"  "D"     "DOV"   "DOW"   "DPS"   "DTE"   "DD"    "DUK"  
[163] "DXC"   "ETFC"  "EMN"   "ETN"   "EBAY"  "ECL"   "EIX"   "EW"    "EA"   
[172] "EMR"   "ETR"   "EVHC"  "EOG"   "EQT"   "EFX"   "EQIX"  "EQR"   "ESS"  
[181] "EL"    "ES"    "RE"    "EXC"   "EXPE"  "EXPD"  "ESRX"  "EXR"   "XOM"  
[190] "FFIV"  "FB"    "FAST"  "FRT"   "FDX"   "FIS"   "FITB"  "FE"    "FISV" 
[199] "FLIR"  "FLS"   "FLR"   "FMC"   "FL"    "F"     "FTV"   "FBHS"  "BEN"  
[208] "FCX"   "GPS"   "GRMN"  "IT"    "GD"    "GE"    "GGP"   "GIS"   "GM"   
[217] "GPC"   "GILD"  "GPN"   "GS"    "GT"    "GWW"   "HAL"   "HBI"   "HOG"  
[226] "HRS"   "HIG"   "HAS"   "HCA"   "HCP"   "HP"    "HSIC"  "HSY"   "HES"  
[235] "HPE"   "HLT"   "HOLX"  "HD"    "HON"   "HRL"   "HST"   "HPQ"   "HUM"  
[244] "HBAN"  "IDXX"  "INFO"  "ITW"   "ILMN"  "IR"    "INTC"  "ICE"   "IBM"  
[253] "INCY"  "IP"    "IPG"   "IFF"   "INTU"  "ISRG"  "IVZ"   "IRM"   "JEC"  
[262] "JBHT"  "SJM"   "JNJ"   "JCI"   "JPM"   "JNPR"  "KSU"   "K"     "KEY"  
[271] "KMB"   "KIM"   "KMI"   "KLAC"  "KSS"   "KHC"   "KR"    "LB"    "LLL"  
[280] "LH"    "LRCX"  "LEG"   "LEN"   "LVLT"  "LUK"   "LLY"   "LNC"   "LKQ"  
[289] "LMT"   "L"     "LOW"   "LYB"   "MTB"   "MAC"   "M"     "MNK"   "MRO"  
[298] "MPC"   "MAR"   "MMC"   "MLM"   "MAS"   "MA"    "MAT"   "MKC"   "MCD"  
[307] "MCK"   "MDT"   "MRK"   "MET"   "MTD"   "KORS"  "MCHP"  "MU"    "MSFT" 
[316] "MAA"   "MHK"   "TAP"   "MDLZ"  "MON"   "MNST"  "MCO"   "MS"    "MOS"  
[325] "MSI"   "MUR"   "MYL"   "NDAQ"  "NOV"   "NAVI"  "NTAP"  "NFLX"  "NWL"  
[334] "NFX"   "NEM"   "NWSA"  "NWS"   "NEE"   "NLSN"  "NKE"   "NI"    "NBL"  
[343] "JWN"   "NSC"   "NTRS"  "NOC"   "NRG"   "NUE"   "NVDA"  "ORLY"  "OXY"  
[352] "OMC"   "OKE"   "ORCL"  "PCAR"  "PH"    "PDCO"  "PAYX"  "PYPL"  "PNR"  
[361] "PBCT"  "PEP"   "PKI"   "PRGO"  "PFE"   "PCG"   "PM"    "PSX"   "PNW"  
[370] "PXD"   "PNC"   "RL"    "PPG"   "PPL"   "PX"    "PCLN"  "PFG"   "PG"   
[379] "PGR"   "PLD"   "PRU"   "PEG"   "PSA"   "PHM"   "PVH"   "QRVO"  "PWR"  
[388] "QCOM"  "DGX"   "RRC"   "RJF"   "RTN"   "O"     "RHT"   "REG"   "REGN" 
[397] "RF"    "RSG"   "RAI"   "RHI"   "ROK"   "COL"   "ROP"   "ROST"  "RCL"  
[406] "CRM"   "SCG"   "SLB"   "SNI"   "STX"   "SEE"   "SRE"   "SHW"   "SIG"  
[415] "SPG"   "SWKS"  "SLG"   "SNA"   "SO"    "LUV"   "SPGI"  "SWK"   "SPLS" 
[424] "SBUX"  "STT"   "SRCL"  "SYK"   "STI"   "SYMC"  "SYF"   "SNPS"  "SYY"  
[433] "TROW"  "TGT"   "TEL"   "FTI"   "TSO"   "TXN"   "TXT"   "TMO"   "TIF"  
[442] "TWX"   "TJX"   "TMK"   "TSS"   "TSCO"  "TDG"   "RIG"   "TRV"   "TRIP" 
[451] "FOXA"  "FOX"   "TSN"   "UDR"   "ULTA"  "USB"   "UA"    "UAA"   "UNP"  
[460] "UAL"   "UNH"   "UPS"   "URI"   "UTX"   "UHS"   "UNM"   "VFC"   "VLO"  
[469] "VAR"   "VTR"   "VRSN"  "VRSK"  "VZ"    "VRTX"  "VIAB"  "V"     "VNO"  
[478] "VMC"   "WMT"   "WBA"   "DIS"   "WM"    "WAT"   "WEC"   "WFC"   "HCN"  
[487] "WDC"   "WU"    "WRK"   "WY"    "WHR"   "WFM"   "WMB"   "WLTW"  "WYN"  
[496] "WYNN"  "XEL"   "XRX"   "XLNX"  "XL"    "XYL"   "YUM"   "ZBH"   "ZION" 
[505] "ZTS"

Upvotes: 6

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