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

[R. Michael Weylandt <michael.weylandt@gmail.com>]

I think you mean to put get(ticker) in the rbind() to get the xts object, not the name. 

Michael

On Nov 6, 2011, at 12:37 PM, Hans Grapenthin <hans at grapenthin.net> wrote:

> 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
>>> 
>>> _______________________________________________
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>> 
>>    [[alternative HTML version deleted]]
>> 
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> 
> -----------------------------------------------------------------------------------------------------------------------------------------
> Hans Grapenthin
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