[R-SIG-Finance] Combining instrument data into one xts

[G See]

A common way to do this is to store your data in its own environment.  Then,
use eapply to get a list of close prices.  Finally, construct a merge call
with do.call

    s <- c("SPY", "AAPL")
    myEnv <- new.env()
    getSymbols(s, src='yahoo', env=myEnv)
    p <- do.call(merge, eapply(myEnv, Cl))

this is like calling merge(Cl(SPY), Cl(AAPL)), but it will work for any number
of symbols.

Similarly, if your data are stored in your globalenv(), you can create a list
of Close prices and merge them together using do.call.

    s <- c("SPY", "AAPL")
    getSymbols(s, src="yahoo")
    p <- do.call(merge, lapply(s, function(x) Cl(get(x, pos=globalenv()))))

I also happen to have a function that does this for you in one line in my qmao
package on R-Forge. https://r-forge.r-project.org/R/?group_id=1113

    library(qmao)
    p <- PF(getSymbols(c("SPY", "AAPL")), silent=TRUE)

HTH,
Garrett


On Sat, Dec 15, 2012 at 11:06 PM, Robert A'gata <rhelpacc at gmail.com> wrote:
> Hi,
>
> 1) When I call getSymbols with multiple symbols, is there any way I can
> obtain everything into one xts. Says, I want only close data from google
> for c("SPY","AAPL"). Is there anyway I can get an xts with 2 columns
> corresponding to SPY and AAPL close prices?
> 2) Similar to #1, if I have all symbols loaded from files (.RData), is
> there any better way to combiing them than merging them one-by-one using
> xts?
>
> Thank you.
>
> Robert
>
>         [[alternative HTML version deleted]]
>
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