download and merge NASDAQ stock data

downloadMergeStockData

library(lubridate)
library(data.table)
library(plyr)
library(dplyr)

# create data folder
dataDir <- paste0("data",format(Sys.Date(),"_%Y_%m_%d"))
if(file.exists(dataDir)) { 
      unlink(dataDir, recursive = TRUE)
      dir.create(dataDir)
} else {
      dir.create(dataDir)
}

# assumes codes are known beforehand
codes <- c("MSFT", "TCHC")
urls <- paste0("http://www.google.com/finance/historical?q=NASDAQ:",
               codes,"&output=csv")
paths <- paste0(dataDir,"\\",codes,".csv")

# simple error handling in case file doesn't exists
downloadFile <- function(url, path, ...) {
      # remove file if exists already
      if(file.exists(path)) file.remove(path)
      # download file
      tryCatch(            
            download.file(url, path, ...), error = function(c) {
                  # remove file if error
                  if(file.exists(path)) file.remove(path)
                  # create error message
                  c$message <- paste(substr(path, 1, 4),"failed")
                  message(c$message)
            }
      )
}
# wrapper of mapply
Map(downloadFile, urls, paths)

# read all csv files and merge
files <- dir(dataDir, full.name = TRUE)
dataList <- llply(files, function(file){
      data <- fread(file, stringsAsFactors = FALSE)
      # first column's name is funny
      names(data) <- c("Date","Open","High","Low","Close","Volume")
      data$Date <- dmy(data$Date)
      data$Open <- as.numeric(data$Open)
      data$High <- as.numeric(data$High)
      data$Low <- as.numeric(data$Low)
      data$Close <- as.numeric(data$Close)
      data$Volume <- as.integer(data$Volume)
      data
}, .progress = "text")

data <- rbind_all(dataList)