Stergios,

You can still use the functionality of saveSymbols() and getSymbols()
albeit with an extra step.

Here is an example of my daily routine to manage FX data using EURUSD and
GBPUSD.
I download history files from FXPro platform into C:\fxdata\"fxpair".csv

I fire up R and read in the data. My data format is slightly different than
yours.
#LOAD EURUSD DATA
EURUSD <- as.xts(read.zoo("C:\\fxdata\\EURUSD1440.csv", header = FALSE,
sep=",", format = '%Y.%m.%d', split = 2))
colnames(EURUSD) <- c("Open","High","Low","Close","Volume")

#LOAD GBPUSD DATA
GBPUSD <- as.xts(read.zoo("C:\\fxdata\\GBPUSD1440.csv", header = FALSE,
sep=",", format = "%Y.%m.%d", split = 2))
colnames(GBPUSD) <- c("Open","High","Low","Close","Volume")

#list the symbols
symbols = c("EURUSD", "GBPUSD")

#Specify the directory that the files are saved into
mydir = "C:\\Users\\rbennett\\Documents\\R\\data"

#save the symbols
saveSymbols.common(symbols, base_dir = mydir)

#clear the workspace
rm(EURUSD,GBPUSD,mydir,symbols)

#####################################
#Now to load the symbols
#Specify the directory that the files are saved in
mydir = "C:\\Users\\rbennett\\Documents\\R\\data"

#Specify the symbols
symbols = c("EURUSD", "GBPUSD")

#Load the data
getSymbols(symbols, src='FI', dir=mydir, split_method='common',
index.class=c("POSIXt","POSIXct"))
###########################

I just noticed that Jeffrey Ryan already responded as I was typing my reply
so it may not be relevant.

Anyway, that is just one example of managing your custom and FX data. I got
the idea from this posting in the archives.
https://stat.ethz.ch/pipermail/r-sig-finance/2011q4/008913.html

Ross

On Tuesday, March 6, 2012, Stergios Marinopoulos <
stergios_marinopoulos@yahoo.com> wrote:
> Hi Ross,
> Thanks for the alternative ideas.  While I did manage to get the csv
loaded properly by looking at the source code to getSymbols.csv(), my
primary motivation for posting the bug report was to help improve the
quantmod package by offering feedback.  One of the downsides of
getSymbols.csv() not working besides the obvious is that one cannot then
use saveSymbols() as it only works with data loaded via getSymbols() ( I
think this is enforced via attribute setting in getSymbols() )
> I'll look into using quantstrat's loading and saving.
> Thanks again Ross,
>
> --
> Stergios Marinopoulos
>
> Stergios,
>
> Saw your question on the R-SIG-Finance mailing list. I use FX pairs in
testing that I have saved on my computer and ran into a similar problem. I
have found the GetSymbols.csv to be unreliable, as mentioned in the help
documentation, to load the data files into R for use in quantstrat.
>
> The easiest way to do this is using the read.zoo function
>
> My data is stored in a directory such as C:\fxdata\EURUSD.csv
>
> Step 1: use read.zoo to load the file into R
> EURUSDzoo <- read.zoo("C:\\fxdata\\EURUSD.csv", header = TRUE, sep=",",
format = '%Y-%m-%d')
> Step 2: coerce to xts format
> EURUSD <- as.xts(EURUSDzoo)
> You could also just do
> EURUSD <- as.xts(read.zoo("C:\\fxdata\\EURUSD.csv", header = TRUE,
sep=",", format = '%Y-%m-%d'))
> Let me know if this works.
> Ross
>
>
>
>

	[[alternative HTML version deleted]]

