[R-SIG-Finance] save XTS

[Joshua Ulrich]

Did you load xts via "library(xts)" before you tried to use the xts object?

Best,
Josh
--
http://www.fosstrading.com



On Mon, Nov 2, 2009 at 5:18 PM, zubin <binabina at bellsouth.net> wrote:
> Hello, have an XTS object, simply trying to save, but when i open the
> saved file and review the XTS object, its different, and most of the
> data does not exist.  How does one save an XTS object correctly?
>
> Found this link but no mention;
> http://old.nabble.com/write.xts%28%29-and-read.xts%28%29-td25613485.html
>
>
> example:  XTS object called VDF
>  > str(vdf)
> An 'xts' object from 2009-10-16 09:30:02 to 2009-10-16 15:59:56 containing:
>  Data: num [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
>  Indexed by objects of class: [POSIXt,POSIXct] TZ: GMT
>  xts Attributes:
>  NULL
>  > head(vdf)
>                      FAS   VIX  UUP   USO    GLD   HYG  term   spread   TNX
> 2009-10-16 09:30:02 87.26 21.72 22.5 39.88 102.74 85.99 4.214 0.826827 3.443
> 2009-10-16 09:30:10 87.24 21.72 22.5 39.88 102.77 85.99 4.214 0.826827 3.443
> 2009-10-16 09:30:17 87.23 21.72 22.5 39.88 102.74 85.99 4.214 0.826827 3.443
> 2009-10-16 09:30:25 87.23 21.72 22.5 39.89 102.74 85.99 4.209 0.826827 3.438
> 2009-10-16 09:30:33 87.23 21.72 22.5 39.90 102.74 85.99 4.209 0.826827 3.438
> 2009-10-16 09:30:40 87.23 21.72 22.5 39.90 102.76 85.99 4.209 0.826827 3.438
>
> I now save:
>  > save(vdf,file="vdf.Rdata")
>
> I then open up vdf.Rdata, very different and i lose data.
>
> str(vdf)
>  xts [1:2919, 1:9] 87.3 87.2 87.2 87.2 87.2 ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : chr [1:9] "FAS" "VIX" "UUP" "USO" ...
>  - attr(*, "index")= num [1:2919] 1.26e+09 1.26e+09 1.26e+09 1.26e+09
> 1.26e+09 ...
>  - attr(*, ".indexTZ")= Named chr "GMT"
>  ..- attr(*, "names")= chr "TZ"
>  - attr(*, ".indexCLASS")= chr [1:2] "POSIXt" "POSIXct"
>  - attr(*, "class")= chr [1:2] "xts" "zoo"
>
>  > head(vdf)
> [1] 87.26 87.24 87.23 87.23 87.23 87.23
>  >
>
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