[R-SIG-Finance] Converting Data From DB (MSSQL) for use in quantmod

[Cedrick Johnson]

Howdy-

Another silly beginner Q from me:

I have a data table with a bunch of daily closing yields. I'm not so
much interested in o-h-l for these symbols, so I set everything
(o-h-l-c) to the daily closing yield I get at the end of the day.


          Date Open High  Low Close
1   2008-01-02 3.70 3.70 3.70  3.70
2   2008-01-03 3.68 3.68 3.68  3.68
3   2008-01-04 3.52 3.52 3.52  3.52
4   2008-01-07 3.52 3.52 3.52  3.52

This is the initial data set that is returned by my SQL query into R.

Now, I attempted to get this into XTS:
USSP2X <- xts(USSP2, order.by=USSP2$Date)

Ok, fine and dandy, EXCEPT:

           Date       Open High Low  Close
2008-01-02 2008-01-02 3.70 3.70 3.70 3.70 
2008-01-03 2008-01-03 3.68 3.68 3.68 3.68 
2008-01-04 2008-01-04 3.52 3.52 3.52 3.52

Which obviously won't work with quantmod that I'd like to run on this
set of fixed income data. 

I tried MySQL, having some issues with that, else I would just use the
mysql wrapper provided by quantmod to load the data I need. (I'm still
attempting to get mysql to work, it's *not* a quantmod issue)

What steps am I missing to convert data that I am retrieving from a DB >
xts for use in quantmod?

If anyone knows of any documentation that I skipped over that would help
me solve this, please let me know.

Thanks,
Cedrick





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