Automatic Download On All Symbols

Dumb question here --

If I want to evaluate and compare a statistic on the values of all
available US stocks -- how do I go about downloading the data
automatically?

I wonder if I could use have a list of stock symbols - and pass a
variable to yahooImport that iterates through the list of symbols . .
. does this make any sense?

I'd ideally like to pull in one year of daily (EOD) data on all stock
symbols that are optionable.

The R part is easy or there are any number of open-source data
retrievers floating around. What you'll need is a list of optionable
stocks. That you can get from Zacks. (This is also a great way to get
snapshots of other types of data.)

http://www.zacks.com/research/screening/custom/

Under Select Category select miscellaneous and set optionable = yes
and click to screen. The result should be 3249 companies. Get the
report, cut and paste to a plain text file and you are there. Now just
loop though the list with your favorite R data-retrieval function.
It'll take some time, but if you do it once a week as a nighttime
batch job it shouldn't be too bad.

     jab

John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.