[R-SIG-Finance] insert element in IBrokers/XTS time series?

Michael comtech.usa at gmail.com
Sat Jul 4 18:47:04 CEST 2009


I got an error:

Error in xts(data.frame(rep(NA, 6), order.by = as.Date("2009-08-01"))) :
  order.by requires an appropriate time-based object

On Sat, Jul 4, 2009 at 2:26 AM, Sean Carmody<seancarmody at gmail.com> wrote:
> Eliminating a row is straightforward, e.g.
>
> myhist[time(myhist) != as.Date("2009-06-29"),]
>
> will return everything except the entry for 2009-06-29.
>
> Adding a row is, I believe, a bit more fiddly. You can use
>
> rbind(myhist, xts(data.frame(rep(NA,6), order.by=as.Date("2009-08-01")))
>
> although this will give a warning message about column names
> differing. If you have an additional xts with the same column names,
> you can simply use merge()
>
> Sean.
>
> On Sat, Jul 4, 2009 at 10:01 AM, Michael<comtech.usa at gmail.com> wrote:
>> Hi all,
>>
>> Let's say I have the following timeseres in IBrokers and XTS:
>>
>> 2009-06-25      18038      18350     18011       18327         5396     18183
>> 2009-06-26      18420      18708     18331       18515         7367     18499
>> 2009-06-29      18546      18688     18423       18577        28728     18555
>> 2009-07-03      17951      18198     17866       18149        38019     18059
>>
>> I want to add a few more rows, indexed by
>>
>> "2009-06-30", "2009-07-01", "2009-07-02", and using NA's,
>>
>> I did the following:
>>
>> myhist["2009-07-01",]=c(NA, NA, NA, NA, NA, NA, NA, NA)
>>
>> But it didn't really work.
>>
>> What's the good way to insert missing points in time series?
>>
>> Thanks!
>>
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>
>
>
> --
> Sean Carmody
>
> The Stubborn Mule
> http://www.stubbornmule.net
> http://twitter.com/seancarmody
>



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