rstock

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
Solution

  • 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))