[R-SIG-Finance] getSymbols is zoo or xts?

[Jeff Ryan]

Hi Guillaume,

It depends on the ultimate getSymbols call (e.g. getSymbols.yahoo or
getSymbols.rda...) but most return xts.

Docs indicate an xts object with getSymbols.yahoo, though this is
settable with return.class=  Can be almost any time-series class.

Make sure you have the most recent documentation (i.e. using the docs
with the package, not the ones at quantmod.com or elsewhere).

Best,
Jeff

On Fri, Dec 4, 2009 at 6:38 PM, Guillaume Yziquel
<guillaume.yziquel at citycable.ch> wrote:
> Hello.
>
> I'm currently wrapping up quantmod to Objective Caml using the OCaml-R
> binding I've recently been creating. It seems to be working fine, but I'm
> currently wondering things about the S3 typing of quotes retrieved via
> getSymbols.
>
>> # show (R.s3_class yahoo);;
>> - : R.PrettyTypes.t = STRINGS ["xts"; "zoo"]
>
> It seems that getSymbols returns xts time series, but in the documentation,
> I only see zoo mentionned as output returned by getSymbols.
>
> Should I assume that getSymbols returns zoo time series by default, or is it
> sytematically returning xts time series?
>
> All the best,
>
> --
>     Guillaume Yziquel
> http://yziquel.homelinux.org/
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com