[R-sig-Finance] Data management question

[Gabor Grothendieck]

This will create a zoo object.  Replace textConnection(Lines), which
I have used here to keep it self contained, with your file name, e.g.
"myfile.dat"


# test data
Lines <- "Date    ticker  price
06/1/06 A       1
06/2/06 A       2
06/1/06 B       1
06/2/06 B       2
06/1/06 C       1
06/2/06 C       2
"

library(zoo)
z <- read.zoo(textConnection(Lines), header = TRUE, format = "%m/%d/%y")
do.call(merge, split(z[,2], z[,1]))


On 6/30/06, Daye, Wilfred <wilfred.daye at dbzco.com> wrote:
> I have a text file data that looks like this
>
> Date    ticker  price
> 06/1/06 A       x1
> 06/2/06 A       x2
> ;;      ;;      ;;
> 06/1/06 B       y1
> 06/2/06 B       y2
> ;;      ;;      ;;
> 06/1/06 C       z1
> 06/2/06 C       z2
> ;;      ;;      ;;
>
> So on
>
> I want to arrange tickers as column fields and match the time series
> price by date.
> To be
>
> Date    A       B       C
> 06/1/06 x1      y1      z1
>
>
> The time series per ticker does not necessarily equal to those of others
>
> Thx in advance
>
>
>
>
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