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
