R/GetStockIndex.R

In bfatemi/rvantage: Client for Finance Historical Data API

#' Index of all Tickers
#' 
#' Get an Index of All Tickers listed on the three primary exchanges: NYSE, NASDAQ, and AMEX
#' 
#' @param bfull boolean defaults to false. If set true, does not filter out based on data issues
#' 
#' @importFrom stringr str_replace_all
#' @importFrom httr GET content build_url parse_url
#' @import data.table
#' 
#' @export
GetStockIndex <- function(bfull = FALSE){
  ll <- httr::parse_url("https://www.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=&render=download")
  
  DT <- rbindlist(lapply(c("nasdaq", "nyse", "amex"), function(i, ll){
    ll$query$exchange <- i
    resp <- httr::GET(httr::build_url(ll))
    parsed <- httr::content(resp, "text")
    dt <- fread(parsed, header = TRUE)[, !"V9"]
    dt[, "Exchange" := i ]
    dt[]
  }, ll))
  
  if(bfull == TRUE)
    return(DT)
  
  for(cnam in names(DT)){
    set(x = DT, 
        i = NULL, 
        j = cnam, value = stringr::str_replace_all(DT[, get(cnam)], 
                                                   pattern = "n\\/a", 
                                                   replacement = NA_character_))
  }
  set(x = DT, 
      i = NULL, 
      j = "MarketCap", 
      value = stringr::str_replace_all(DT$MarketCap, 
                                       pattern = "\\$|[A-Z]", 
                                       replacement = ""))
  
  DT[, "LastSale" := as.numeric(get("LastSale")) ]
  DT[, "MarketCap" := as.numeric(get("MarketCap")) ]
  DT[, "IPOyear" := as.integer(get("IPOyear")) ]
  
  return( DT[ !is.na(get("MarketCap")) & !is.na(get("IPOyear")) ] )
}