I couldn't manage to do this with the tm.plugin.webmining
package, but I came up with a rough solution - pulling & parsing data from this web file: ftp://ftp.nasdaqtrader.com/SymbolDirectory/nasdaqlisted.txt ftp://ftp.nasdaqtrader.com/SymbolDirectory/nasdaqlisted.txt. I say rough because for some reason my calls with httr::content(httr::GET(...))
don't work every time - I think it has to do with the type of web address (ftp://
) but I don't do that much web scraping so I can't really explain this. It seemed to work better on my Linux than my Mac, but that could be irrelevant. Regardless, here's what I got: Thanks to @thelatemail's comment, this seems to be working much smoother:
library(quantmod) ## optional
symbolData <- read.csv(
"ftp://ftp.nasdaqtrader.com/SymbolDirectory/nasdaqlisted.txt",
sep="|")
##
> head(symbolData,10)
Symbol Security.Name Market.Category Test.Issue Financial.Status Round.Lot.Size
1 AAIT iShares MSCI All Country Asia Information Technology Index Fund G N N 100
2 AAL American Airlines Group, Inc. - Common Stock Q N N 100
3 AAME Atlantic American Corporation - Common Stock G N N 100
4 AAOI Applied Optoelectronics, Inc. - Common Stock G N N 100
5 AAON AAON, Inc. - Common Stock Q N N 100
6 AAPL Apple Inc. - Common Stock Q N N 100
7 AAVL Avalanche Biotechnologies, Inc. - Common Stock G N N 100
8 AAWW Atlas Air Worldwide Holdings - Common Stock Q N N 100
9 AAXJ iShares MSCI All Country Asia ex Japan Index Fund G N N 100
10 ABAC Aoxin Tianli Group, Inc. - Common Shares S N N 100
Edit:根据 @GSee 的建议,获取源数据的(大概)更可靠的方法是使用stockSymbols()
包中的函数TTR
:
> symbolData2 <- stockSymbols(exchange="NASDAQ")
Fetching NASDAQ symbols...
> ##
> head(symbolData2)
Symbol Name LastSale MarketCap IPOyear Sector
1 AAIT iShares MSCI All Country Asia Information Technology Index Fun 34.556 6911200 NA <NA>
2 AAL American Airlines Group, Inc. 40.500 29164164453 NA Transportation
3 AAME Atlantic American Corporation 4.020 83238028 NA Finance
4 AAOI Applied Optoelectronics, Inc. 20.510 303653114 2013 Technology
5 AAON AAON, Inc. 18.420 1013324613 NA Capital Goods
6 AAPL Apple Inc. 103.300 618546661100 1980 Technology
Industry Exchange
1 <NA> NASDAQ
2 Air Freight/Delivery Services NASDAQ
3 Life Insurance NASDAQ
4 Semiconductors NASDAQ
5 Industrial Machinery/Components NASDAQ
6 Computer Manufacturing NASDAQ
我不知道您是否只是想从名称中获取股票代码,但如果您也在寻找实际的股价信息,您可以执行以下操作:
namedStock <- function(name="Microsoft",
start=Sys.Date()-365,
end=Sys.Date()-1){
ticker <- symbolData[agrep(name,symbolData[,2]),1]
getSymbols(
Symbols=ticker,
src="yahoo",
env=.GlobalEnv,
from=start,to=end)
}
##
## an xts object named MSFT will be added to
## the global environment, no need to assign
## to an object
namedStock()
##
> str(MSFT)
An ‘xts’ object on 2013-09-03/2014-08-29 containing:
Data: num [1:251, 1:6] 31.8 31.4 31.1 31.3 31.2 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:6] "MSFT.Open" "MSFT.High" "MSFT.Low" "MSFT.Close" ...
Indexed by objects of class: [Date] TZ: UTC
xts Attributes:
List of 2
$ src : chr "yahoo"
$ updated: POSIXct[1:1], format: "2014-09-02 21:51:22.792"
> chartSeries(MSFT)
正如我所说,这不是最干净的解决方案,但希望它可以帮助您。另请注意,我的数据源是在纳斯达克交易的公司(这是大多数主要公司),但您可以轻松地将其与其他来源结合起来。