CODEWITHSUNDEEP
rstock
Syed Riaz Mahmood Ali
Syed Riaz Mahmood Ali

Reputation: 105

Download all S&P 500 companies' daily highest market price data

I want to download all S&P 500 companies daily highest market price data using R. How can I do that?

I want data results to be like this:

Date        MSFT    AAPL    GOOGL
25-01-05    21.03   4.87    88.56
26-01-05    21.02   4.89    94.62
27-01-05    21.10   4.91    94.04
28-01-05    21.16   5.00    95.17
31-01-05    21.24   5.20    97.81

Upvotes: 0

Views: 798

Answers (2)

Andres Felipe Saray García
Andres Felipe Saray García

Reputation: 1

I managed to do something similar to this question employing the next code. 

library(BatchGetSymbols)
library(qmao)
library(tidyr)
library(xts)
library(Quandl)
library(quantmod)
first.date <- ("2018/03/01")
last.date <- ("2019/03/31")
df.SP500 <- GetSP500Stocks()
tickers <- df.SP500$company
getSymbols(tickers, auto.assign = TRUE, from =first.date, to= last.date  )
rm(first.date,last.date,df.SP500,tickers)
nt<-ls()
ClosePrices <- do.call(merge, lapply(nt, function(x) Cl(get(x))))
rm(list=setdiff(ls(), "ClosePrices"))# be carefull this line delets all    other objects from enviroment

I hope this can help

Upvotes: 0

Aleksandr
Aleksandr

Reputation: 1914

The quantmod provide that functionality.

require(quantmod)
getSymbols(c("MSFT", "AAPL", "GOOGL"), auto.assign = TRUE, from = "2005-01-05",src="google")

Then, just grab the closing price i.e. the second column of each table. It will give you the list of 3 assets closing price.

high = lapply(list(AAPL, GOOGL, MSFT), function(x) x[,2])

In case you need a matrix:

df = data.matrix(as.data.frame(high))

Upvotes: 1

Related Questions