Dear R-help,

I have an xts data set that i have subset by date.

now it contains a date-time-stamp, and two columns (price and volume
traded): my objective is to create tables of volume traded at a price - and
i've been successfully using aggregate to do so in interactive use.

say the data looks as follows:

                    px_ym1 vol_ym1
2012-06-01 09:37:00  97.91     437
2012-06-01 09:37:00  97.91      64
2012-06-01 09:37:00  97.91       1
2012-06-01 09:37:00  97.91       5
2012-06-01 09:37:00  97.91       5
2012-06-01 09:37:00  97.92     174
2012-06-01 09:37:00  97.92      64
2012-06-01 09:37:00  97.92     125
2012-06-01 09:37:00  97.92     124
2012-06-01 09:37:00  97.92      64
2012-06-01 09:37:00  97.92     109
2012-06-01 09:37:00  97.92      64
2012-06-01 09:37:00  97.92      19
2012-06-01 09:37:00  97.92      45
2012-06-01 09:37:00  97.92      75
2012-06-01 09:37:00  97.92       3
2012-06-01 09:37:00  97.92      47
2012-06-01 09:37:00  97.91      26
2012-06-01 09:37:00  97.92       4
2012-06-01 09:37:00  97.92       1

the the following gives me what i'm looking for:

> adf <- aggregate(.~px_ym1, data=mm, sum)

which is this table:

px_ym1 vol_ym1
1  97.91     538
2  97.92     918

however now i'm trying to code it to run automatically, and use of the
templated version:

> adf <- aggregate(.~mm[,1], data=mm, sum)

yields the following - which contains what i'd like, but is has also summed
across the price column (not ideal).

  px_ym1  px_ym1 vol_ym1
1  97.91  587.46     538
2  97.92 1370.88     918

how do i code this so that i can enter an xts data-frame with arbitrary
names and still obtain the table with only the information i desire?

on a related point, is there a way to combine the two steps? the function
i've written splits by date and then returns a list containing data-frames
that report the volume traded at each price on each date

- am i re-creating the wheel here? is there canned function that does this?

thanks + best regards

matt johnson

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