library(yfR)

tickers <- c("TSLA", "MMM")


enddate<- Sys.Date()
begdate <- Sys.Date() - 356


df<- yf_get(tickers = tickers,first_date = begdate,last_date = enddate)

head(df)

> head(df)
# A tibble: 6 × 11
  ticker ref_date   price_open price_high price_low price_close  volume price_adjusted ret_adjusted_prices
  <chr>  <date>          <dbl>      <dbl>     <dbl>       <dbl>   <dbl>          <dbl>               <dbl>
1 MMM    2023-06-13       84.7       86.2      84.3        85.9 3926827           80.6            NA      
2 MMM    2023-06-14       86.3       86.7      84.6        85.2 3888196           80.0            -0.00769
3 MMM    2023-06-15       85.2       87.0      85.0        86.8 3375590           81.5             0.0182 
4 MMM    2023-06-16       87.2       87.7      86.3        87.4 7412210           82.1             0.00703
5 MMM    2023-06-20       85.9       86.1      84.5        85.5 3284455           80.3            -0.0214 
6 MMM    2023-06-21       85.0       85.5      84.3        84.8 3011648           79.7            -0.00811