给定标准普尔500指数中的股票,我如何使用R包或其他来源找到每只股票属于哪个板块,例如金融、能源……?
发布于 2013-05-13 23:29:19
“部门”这个术语本身就是一个模棱两可的术语。一个数据提供商所称的“消费者服务”可能会被另一个数据提供商称为“餐馆”。也就是说,TTR提供了一个名为stockSymbols的函数,该函数从纳斯达克返回约6400 NMS股票的一些信息,包括行业。
library(TTR)
ss <- stockSymbols()
#Fetching AMEX symbols...
#Fetching NASDAQ symbols...
#Fetching NYSE symbols...
head(ss)
# Symbol Name LastSale MarketCap IPOyear Sector Industry Exchange
#1 AA-P Alcoa Inc. 92.300 0 NA Capital Goods Metal Fabrications AMEX
#2 AAU Almaden Minerals, Ltd. 1.620 97228060 NA Basic Industries Precious Metals AMEX
#3 ACU Acme United Corporation. 12.984 40798351 1988 Capital Goods Industrial Machinery/Components AMEX
#4 ACY AeroCentury Corp. 20.280 31297252 NA Technology Diversified Commercial Services AMEX
#5 ADGE American DG Energy Inc. 1.720 83404061 NA Energy Electric Utilities: Central AMEX
#6 ADK Adcare Health Systems Inc 5.800 85018494 NA Health Care Hospital/Nursing Management AMEX如果你只是想要标准普尔500指数中的股票,你可以欺骗并使用SPY持有的股票(或者你可以在很多地方找到标准普尔500指数的股票,包括标准普尔网站)。
#install.packages("qmao", repos="http://r-forge.r-project.org")
library(qmao)
spyh <- getHoldings("SPY", auto.assign=FALSE)
head(ss[ss$Symbol %in% rownames(spyh), ])
# Symbol Name LastSale MarketCap IPOyear Sector
#455 AAPL Apple Inc. 452.97 425179837530 1980 Technology
#490 ADBE Adobe Systems Incorporated 44.02 22095230291 1986 Technology
#493 ADI Analog Devices, Inc. 46.79 14317018779 NA Technology
#495 ADP Automatic Data Processing, Inc. 70.03 33980125863 NA Technology
#500 ADSK Autodesk, Inc. 39.75 8896050000 NA Technology
#535 AKAM Akamai Technologies, Inc. 46.70 8333728621 1999 Miscellaneous
# Industry Exchange
#455 Computer Manufacturing NASDAQ
#490 Computer Software: Prepackaged Software NASDAQ
#493 Semiconductors NASDAQ
#495 EDP Services NASDAQ
#500 Computer Software: Prepackaged Software NASDAQ
#535 Business Services NASDAQhttps://stackoverflow.com/questions/16432512
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