How to obtain data from *all* companies in the S&P 500 + sector information?

Dear Brian,

thank you for your quick response. 
Unfortunately, I wasn't able to install "FinancialInstrument" from R-forge
via 

install.packages("FinancialInstrument",
repos="http://R-Forge.R-project.org"):

install.packages("FinancialInstrument",
repos="http://R-Forge.R-project.org")

Warning in install.packages("FinancialInstrument", repos =
"http://R-Forge.R-project.org") :
  argument 'lib' is missing: using '/Users/user/Library/R/2.11/library'
Warning message:
In getDependencies(pkgs, dependencies, available, lib) :
  package ?FinancialInstrument? is not available

Cheers,

Marius

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