Download Stock Data - Part II

1library(knitr)
2library(lubridate)
3library(stringr)
4library(plyr)
5library(dplyr)

 1# assumes codes are known beforehand
 2codes <- c("MSFT", "TCHC") # codes <- c("MSFT", "1234") for testing
 3files <- paste0("http://www.google.com/finance/historical?q=NASDAQ:",
 4                codes,"&output=csv")
 5
 6dataList <- llply(files, function(file, ...) {
 7      # get code from file url
 8      pattern <- "Q:[0-9a-zA-Z][0-9a-zA-Z][0-9a-zA-Z][0-9a-zA-Z]"
 9      code <- substr(str_extract(file, pattern), 3, nchar(str_extract(file, pattern)))
10      
11      # read data directly from a URL with only simple error handling
12      # for further error handling: http://adv-r.had.co.nz/Exceptions-Debugging.html
13      tryCatch({
14            data <- read.csv(file, stringsAsFactors = FALSE)
15            # first column's name is funny
16            names(data) <- c("Date","Open","High","Low","Close","Volume")
17            data$Date <- dmy(data$Date)
18            data$Open <- as.numeric(data$Open)
19            data$High <- as.numeric(data$High)
20            data$Low <- as.numeric(data$Low)
21            data$Close <- as.numeric(data$Close)
22            data$Volume <- as.integer(data$Volume)
23            data$Code <- code
24            data               
25      },
26      error = function(c) {
27            c$message <- paste(code,"failed")
28            message(c$message)
29            # return a dummy data frame
30            data <- data.frame(Date=dmy(format(Sys.Date(),"%d%m%Y")), Open=0, High=0,
31                               Low=0, Close=0, Volume=0, Code="NA")
32            data
33      })
34})
35
36# dummy data frame values are filtered out
37data <- filter(rbind_all(dataList), Code != "NA")