Collecting stock info using a loop and Quantmod in R - r

Question

I would like to collect information on several stocks using a loop and save all the information required into a single data frame. I need to use a loop because the approach I have used (see below) is not very efficient. It retrieves information only for select stocks and skips some. Below is what I've tried:
library(quantmod)
library(TTR)
stocks <-c("MRO", "TSLA", "HAL", "XOM", "DIN", "DRI", "DENN","WEN", "SPCE", "DE", "DRI", "KSS", "AAL","DFS", "LYV","SPXL")
dataEnv <- new.env()
getSymbols(stocks, from = "2014-02-01",to= "2016-01-01", env=dataEnv)
plist <- eapply(dataEnv,Ad)
pframe <- do.call(merge, plist)
pframe1 <- as.data.frame(apply(pframe[,1:ncol(pframe)],2,function(x) diff(x)*100/head(x,-1)))

Answer 1

You can either use the tidyquant or the BatchGetSymbols package. My personal preference is the latter when dealing with data coming from yahoo.
Using tidyquant:
library(tidyquant)
stocks <-c("MRO", "TSLA", "HAL", "XOM", "DIN", "DRI", "DENN","WEN", "SPCE", "DE", "DRI", "KSS", "AAL","DFS", "LYV","SPXL")
tq_stocks <- tq_get(stocks, from = "2014-02-01",to= "2016-01-01")
tq_stocks
# A tibble: 7,245 x 8
symbol date open high low close volume adjusted
<chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 MRO 2014-02-03 32.8 32.8 32.0 32.1 8983000 28.1
2 MRO 2014-02-04 32.2 32.4 31.9 32.3 10932900 28.4
3 MRO 2014-02-05 32.3 32.4 31.6 32.1 6534500 28.1
4 MRO 2014-02-06 31.7 33.0 31.6 31.8 9408400 27.9
5 MRO 2014-02-07 31.9 32.8 31.7 32.6 8184400 28.6
6 MRO 2014-02-10 32.5 32.5 32.0 32.3 5862600 28.3
7 MRO 2014-02-11 32.3 32.9 32.3 32.7 6140400 28.7
8 MRO 2014-02-12 33.0 33.3 32.8 33.3 5202500 29.2
9 MRO 2014-02-13 33.0 33.4 32.7 33.3 6755900 29.2
10 MRO 2014-02-14 33.0 33.4 32.9 33.2 6096300 29.3
tidyquant will give some warnings. These you can ignore, a ticket has been opened to address these.
Using BatchGetSymbols:
library(BatchGetSymbols)
batch_stocks <- BatchGetSymbols(stocks, first.date = "2014-02-01", last.date = "2016-01-01")
str(batch_stocks)
List of 2
$ df.control: tibble [15 x 6] (S3: tbl_df/tbl/data.frame)
..$ ticker : chr [1:15] "MRO" "TSLA" "HAL" "XOM" ...
..$ src : chr [1:15] "yahoo" "yahoo" "yahoo" "yahoo" ...
..$ download.status : chr [1:15] "OK" "OK" "OK" "OK" ...
..$ total.obs : int [1:15] 483 483 483 483 483 483 483 483 483 483 ...
..$ perc.benchmark.dates: num [1:15] 1 1 1 1 1 1 1 1 1 1 ...
..$ threshold.decision : chr [1:15] "KEEP" "KEEP" "KEEP" "KEEP" ...
$ df.tickers:'data.frame': 6762 obs. of 10 variables:
..$ price.open : num [1:6762] 32.8 32.2 32.3 31.7 31.9 ...
..$ price.high : num [1:6762] 32.8 32.4 32.4 33 32.8 ...
..$ price.low : num [1:6762] 32 31.9 31.6 31.6 31.7 ...
..$ price.close : num [1:6762] 32.1 32.3 32.1 31.8 32.6 ...
..$ volume : num [1:6762] 8983000 10932900 6534500 9408400 8184400 ...
..$ price.adjusted : num [1:6762] 28.1 28.4 28.1 27.9 28.6 ...
..$ ref.date : Date[1:6762], format: "2014-02-03" "2014-02-04" "2014-02-05" "2014-02-06" ...
..$ ticker : chr [1:6762] "MRO" "MRO" "MRO" "MRO" ...
..$ ret.adjusted.prices: num [1:6762] NA 0.00873 -0.00742 -0.00903 0.02483 ...
..$ ret.closing.prices : num [1:6762] NA 0.00873 -0.00742 -0.00903 0.02483 ...
batch_stocks will be a list of 2 data.frames. The first is a control data.frame that shows if all the tickers have been downloaded correctly. The second data.frame contains all the ticker data. An advantage of BatchGetSymbols is that it can run in parallel if you use it in combination with the future package. Also, if you already have the data locally it will not download the data again. So running this 3 times in a row, it will only download the data once, and get the rest from the temporarily stored data.