Downloads and Organizes Financial Data for Multiple Tickers

Makes it easy to download a large number of trade data from Yahoo or Google Finance.

One of the great things of working in finance is that financial datasets from capital markets are freely available from sources such as Google and Yahoo Finance. This is an excelent feature for building up to date content for classes and conducting academic research.

In the past I have used function GetSymbols from the CRAN package quantmod in order to download end of day trade data for several stocks in the financial market. The problem in using GetSymbols is that it does not aggregate or clean the financial data for several tickers. In the usage of GetSymbols, each stock will have its own xts object with different column names and this makes it harder to store data from several tickers in a single dataframe.

Package BatchGetSymbols is my solution to this problem. Based on a list of tickers and a time period, the function will download the data by automatically choosing the correct source, yahoo or google, and output two dataframes: a single dataframe with all the information for the stocks in the list and a dataframe with a report of the download process. User can also set a benchmark ticker in order to compare dates and eliminate assets with a low number of observations from the resulting dataframe.

Main features:

  • Organizes data in a tabular format, returning prices and returns
  • A cache system was implemented in version 2.0, meaning that the data is saved locally and only missings portions of the data are downloaded, if needed.
  • User can choose a complete/balanced dataset output. NA values are set when missing data.
  • Allows the choice for the wide format, with dates as columns


# CRAN (official release)

# Github (dev version)

A simple example

See vignette


Version 2.0 (2018-01-22)

Major update:

  • New fct GetIBovStocks for downloading current composition of Ibovespa
  • New fct for changing to wide format
  • Now the output includes returns and not only prices
  • removed annoying startup message
  • implemented clever caching system for financial data
  • simplified input dates (no need for Date class any more)

Version 1.2 (2017-06-26)

  • Fixed issue with GetSP500(). The wikipedia page changed its code..

Version 1.1 (2016-12-05)

  • Fixed CRAN NOTE (stats not used in imports)
  • Fixed typos and improved vignette
  • Couple of fixes in documentation
  • Added citation message on startup

Version 1.0 (2016-11-06)

  • First commit

Reference manual

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2.2 by Marcelo Perlin, 9 days ago

Browse source code at

Authors: Marcelo Perlin [aut, cre]

Documentation:   PDF Manual  

GPL-2 license

Imports stringr, curl, quantmod, XML, tidyr, lubridate

Depends on rvest, dplyr

Suggests knitr, rmarkdown, testthat, ggplot2

See at CRAN