[R-SIG-Finance] expanding xts object - adding a day

[Hans Grapenthin]

Hello

this does it for one stock. I am struggling when I insert  this expression in a 
loop that worked before:

tickers <- c("MSFT","CSCO","GE")
getSymbols ( tickers, from="2011-07-01::")
qte <- getQuote ( tickers )
for(ticker in tickers) {
tacker <- rbind((ticker), xts(qte[ticker,c(5,6,7,2,82)],Sys.Date()))
...}
gives for tacker "Error in UseMethod("as.xts"), because ticker is read in this 
context as class "character"

Any workaround to get "ticker" into class xts?

Thanks in advance
Hans

Am Donnerstag, 3. November 2011 17:01:56 schrieben Sie:
> Martin,
> 
> You could use `getQuote` to do this a little less manually.
> 
> > getSymbols("SPY", from='2011-10-31')
> 
> [1] "SPY"
> 
> > getQuote("SPY")
> 
>              Trade Time   Last Change % Change   Open   High     Low
>  Volume
> SPY 2011-11-03 11:44:00 125.07   1.08   +0.87% 125.27 125.42 123.595
> 133878480
> 
> > SPY <- rbind(SPY, xts(getQuote("SPY")[,c(5,6,7,2,8,2)], Sys.Date()))
> > SPY
> 
>            SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
> 2011-10-31   127.16   128.62 125.320    125.50  227863700       125.50
> 2011-11-01   122.03   123.51 121.520    122.00  415376200       122.00
> 2011-11-02   123.83   124.40 122.790    123.99  244717600       123.99
> 2011-11-03   125.27   125.42 123.595    125.07  133878480       125.07
> 
> Cheers,
> Garrett
> 
> On Mon, Oct 31, 2011 at 8:10 AM, Brian G. Peterson <brian at braverock.com>wrote:
> > On Mon, 2011-10-31 at 13:58 +0100, Martin Bauer wrote:
> > > Hi Brian,
> > > 
> > > yes rbind finally but I thinking of something like this - not sure if
> > 
> > that could lead to a solution
> > 
> > 
> > <snipped because it doesn't make any sense>
> > 
> > > I'm lost at this point
> > 
> > Clearly.
> > 
> > > getSymbols('SPY')
> > 
> > [1] "SPY"
> > 
> > > tail(SPY)
> > > 
> >           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
> > 
> > 2011-10-21   123.09   124.12  122.72    123.97  278872100       123.97
> > 2011-10-24   124.17   125.80  124.06    125.49  202862400       125.49
> > 2011-10-25   124.89   124.95  122.78    123.05  268433100       123.05
> > 2011-10-26   124.35   124.77  122.21    124.30  288818700       124.30
> > 2011-10-27   127.63   129.42  124.32    128.63  389788900       128.63
> > 2011-10-28   128.00   128.85  127.80    128.60  225638800       128.60
> > 
> > >SPY<-rbind(SPY,xts(matrix(c(126.5,126.6,126.425,126.55,NA,NA),nrow=1),
> > 
> > order.by=as.Date(Sys.Date())))
> > 
> > > tail(SPY)
> > > 
> >           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
> > 
> > 2011-10-24   124.17   125.80 124.060    125.49  202862400       125.49
> > 2011-10-25   124.89   124.95 122.780    123.05  268433100       123.05
> > 2011-10-26   124.35   124.77 122.210    124.30  288818700       124.30
> > 2011-10-27   127.63   129.42 124.320    128.63  389788900       128.63
> > 2011-10-28   128.00   128.85 127.800    128.60  225638800       128.60
> > 2011-10-31   126.50   126.60 126.425    126.55         NA           NA
> > 
> > You don't need anything other than rbind and xts.
> > 
> > --
> > Brian
> > 
> > _______________________________________________
> > R-SIG-Finance at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> > -- Also note that this is not the r-help list where general R questions
> > should go.
> 
> 	[[alternative HTML version deleted]]
> 
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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-----------------------------------------------------------------------------------------------------------------------------------------
Hans Grapenthin
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