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I am working on a project where I need sector/industry classification and market cap for some securities, many of them are not in SP500, but are part of US market. I am using R for this. I don't have access to any paid data set.

I just started using Quantmod.

I would really appreciate any help.

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I have found the IEX API to be extremely valuable. Documentation can be found here: https://iextrading.com/developer/docs/#roadmap

Unfortunately, it looks like they're retiring this API but their new platform appears to still have a free tier that I'm guessing can still provide you with the basic data you're looking for. Here's an example api call for AAPL: https://api.iextrading.com/1.0/stock/aapl/quote

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