Going crazy trying to create some type of list/data frame containing xts objects.
I'm trying loop through a vector of strings (each an economic "ticker"), and create an xts object for each (length varies for each "ticker") using the getSymbols function from the quantmod package. Then I want to make each xts object one data point in a data frame. I also plan to have some associated data in the data frame (like, the maximum date in each xts object, and a "title" that I specify elsewhere, etc.), but I can handle that myself.
Just trying to create a list of xts objects is driving me nuts. When I just try something like this, I always wind up getting a list of strings:
test <- list()
for (i in 1:length(fredTickers))
{# import Data from FRED database
# this creates a list of strings, I'm hoping for list of xts objects...
test[i] <- getSymbols(fredTickers[i],src="FRED")
# xts objects are created for each, but not assigned to the list
}
# this creates an xts object named EVANQ.
# The test2 object is just a string with value "EVANQ".
test2 <- getSymbols("EVANQ",src="FRED")
Handling these xts objects is driving me nuts. I've tried many tricks.
Thank you for your help.
It is stated multiple times in the documentation that by default the object is assigned to the global environment, not returned explicitly. Specify auto.assign=FALSE to do the opposite. Also recall the difference between '[' and '[['.
tickers <- c("F", "YHOO")
test <- list()
for (i in 1:length(tickers)) {
test[[i]] <- getSymbols(tickers[i], src="yahoo", auto.assign=FALSE, return.class="xts")
}
head(test[[1]])
F.Open F.High F.Low F.Close F.Volume F.Adjusted
2007-01-03 7.56 7.67 7.44 7.51 78652200 7.18
2007-01-04 7.56 7.72 7.43 7.70 63454900 7.36
2007-01-05 7.72 7.75 7.57 7.62 40562100 7.29
2007-01-08 7.63 7.75 7.62 7.73 48938500 7.39
2007-01-09 7.75 7.86 7.73 7.79 56732200 7.45
2007-01-10 7.79 7.79 7.67 7.73 42397100 7.39
class(test[[1]])
[1] "xts" "zoo"