I do not know the way. The TTR package has a function ( stockSymbols ) for loading all current symbols from NYSE, AMEX and NASDAQ. He tries to put them in an acceptable format for Yahoo, but there is no guarantee that the 6,000 characters he receives have Yahoo information. I'm not sure what to do for other exchanges ...
> library(TTR) > x <- stockSymbols() Fetching AMEX symbols... Fetching NASDAQ symbols... Fetching NYSE symbols... > str(x) 'data.frame': 6473 obs. of 8 variables: $ Symbol : chr "ADK" "ADK-WT" "AFP" "AIM" ... $ Name : chr "Adcare Health Systems Inc" "Adcare Health Systems Inc" "United Capital Corporation" "Aerosonic Corporation" ... $ LastSale : num 4.12 2.1 30 2.73 2.7 ... $ MarketCap: num 3.28e+07 0.00 2.68e+08 1.02e+07 9.29e+07 ... $ IPOyear : num NA NA 1973 NA NA ... $ Sector : chr "Health Care" "n/a" "Capital Goods" "Capital Goods" ... $ Industry : chr "Hospital/Nursing Management" "n/a" "Metal Fabrications" "Industrial Machinery/Components" ... $ Exchange : chr "AMEX" "AMEX" "AMEX" "AMEX" ...
Joshua ulrich
source share