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I would like to optimize the time it takes me to go and retrieve stock prices

I have used this method suggested at http://blog.quanttrader.org/2011/03/downloading-sp-500-data-to-r/:

I store a list of the index components in .csv file 

library(tseries)
library(timeDate)


symbols <- read.csv("/home/robo/workspace/R-Test/sp500.csv", header = F, stringsAsFactors = F)
nrStocks = length(symbols[,1])

dateStart<-"2000-01-01"

z <- zoo()

for (i in 1:nrStocks) {

    cat("Downloading ", i, " out of ", nrStocks , "\n")
    x <- get.hist.quote(instrument = symbols[i,], start = dateStart, quote = "AdjClose", retclass = "zoo", quiet = T)
    z <- merge(z, x)
}

This process takes quite some time. I remember there being another way of doing this by scraping components from html site.

There must be a more efficient, faster way.

Thank you

ps: here is a good post on retrieving multiple symbols. Downloading Yahoo stock prices in R My questions differs in that I want to find fastest way run through a large quantity of symbols

Reproducible Example on smaller subset of stocks:

library(tseries)
library(timeDate)


symbols <- c("AAPL","IBM","CSCO")
nrStocks = length(symbols)

dateStart<-"2000-01-01"

z <- zoo()

for (i in 1:nrStocks) {

    cat("Downloading ", i, " out of ", nrStocks , "\n")
    x <- get.hist.quote(instrument = symbols, start = dateStart, quote = "AdjClose", retclass = "zoo", quiet = T)
    z <- merge(z, x)
}
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Rhodo
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    You say you want to use quantmod, but haven't shown any attempt to use it. – GSee Oct 31 '13 at 19:39
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    Can you simply replace the nrStocks vector with some actual symbols to make this reproducible. – sckott Oct 31 '13 at 19:41
  • Scott- added subset example, but dont know if its apples to apples as I want to retrieve large number of tickers. Thanks – Rhodo Oct 31 '13 at 20:32

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