[R-SIG-Finance] save XTS

[J Ryan]

The fact that you see a class attribute is a red flag that you haven't  
loaded the appropriate package, as Josh has also alluded to.

This is due to the fact that R hasn't any methods to handle zoo or xts  
natively, so you just see attributes. print.xts hides this normally.

HTH
Jeff

Jeffrey A. Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com

On Nov 2, 2009, at 5:23 PM, Joshua Ulrich <josh.m.ulrich at gmail.com>  
wrote:

> 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
>>  >
>>
>>        [[alternative HTML version deleted]]
>>
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