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

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