https://www.r-bloggers.com/stock-market-data-scenario-set-generation-sp-100/

more_working.R

library(quantmod)
library(rvest)

table_id <- 3
url <- "https://en.wikipedia.org/wiki/S%26P_100"
sp100 <- url %>%
  read_html() %>%
  html_nodes("table") %>%
  .[[table_id]] %>%
  html_table()


sp100_ticker <- sp100$Symbol
sp100_company <- sp100$Name

quantmod::getSymbols(sp100_ticker)

sp100_data_complete <- list()
for(current_ticker in sp100_ticker) {
  c_ticker<-try(get(current_ticker), silent=T)
  sp100_data_complete[[length(sp100_data_complete) + 1]] <- c_ticker
}

rows <- sapply(sp100_data_complete, function(x) nrow(x))
nrow.cutoff <- 1500
nrows <- unlist(rows)
pos <- which(nrows < nrow.cutoff)
sp100_ticker[pos]
sp100_data_complete <- sp100_data_complete[-pos]
sp100_company <- sp100_company[-pos]
sp100_ticker <- sp100_ticker[-pos]


current_pos <- 1
sp100_adjusted <- Ad(sp100_data_complete[[current_pos]])
for(current_pos in 2:length(sp100_ticker)) {
  sp100_adjusted <- merge(sp100_adjusted, 
                          Ad(sp100_data_complete[[current_pos]]))
}
names(sp100_adjusted) <- sp100_ticker