Re: [R] pass character vector in instrument field of get.hist.quote function

From: algotr8der <algotr8der_at_gmail.com>
Date: Wed, 06 Apr 2011 09:06:59 -0700 (PDT)

Hi Joshua,

THank you for showing me how to use getSymbols. I am trying to follow the example you provided. However I am having some difficulty using the various combination of functions you have used. I tried to execute one step at a time as follows -

I have a ticker vector that looks like the following:

> tickers
 [1] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" "XLI" "XLB" "XLK" "XLU" "XLV"
[14] "QQQ"

> str(tickers)
 chr [1:14] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" ...

I wrote a function called myX to use in the lapply call. It has the following code:

myX <- function(tickers, start, end) {
require(quantmod)
getSymbols(tickers, from=start, to=end)
}

  1. Call lapply by itself

>lapply(tickers,myX,start="2001-03-01", end="2011-03-11")

> lapply(tickers,myX,start="2001-03-01", end="2011-03-11")
[[1]]
[1] "SPY"

[[2]]
[1] "DIA"

[[3]]
[1] "IWM"

[[4]]
[1] "SMH"

[[5]]
[1] "OIH"

[[6]]
[1] "XLY"

[[7]]
[1] "XLP"

[[8]]
[1] "XLE"

[[9]]
[1] "XLI"

[[10]]
[1] "XLB"

[[11]]
[1] "XLK"

[[12]]
[1] "XLU"

[[13]]
[1] "XLV"

[[14]]
[1] "QQQ"
So this works fine and I can inspect the value of any of the tickers i.e. SPY. Now I want to extract the Closing prices.

2) I did Cl(SPY) and this outputs the data in the Close column as expected. However, I am not sure how to extract the Closing prices of each of the elements inside the data structure returned by lapply, which I believe is a list structure. I want to merge them into one object as you did but I cant seem to follow.

Any guidance would be greatly appreciated.

--
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Received on Wed 06 Apr 2011 - 20:32:43 GMT

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