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rtime-seriesquantmod

AlphaVantager Time series set YYYY MM DD HH MM SS

I have downloaded data using the alphavantager package in R. I am trying to set minute data as a time series xts object.

rm(list = ls())

library(alphavantager)

AlphaKey <- av_api_key("YOUR API Key (Free) - (obtainable here: https://www.alphavantage.co/support/#api-key)  ")
print(AlphaKey)

args(av_get)

GOOG <- av_get(symbol = "GOOG", av_fun = "TIME_SERIES_INTRADAY", interval = "1min", outputsize = "full")
plot(GOOG$close)   

close_price <- GOOG$close

times <- as.POSIXct(GOOG$timestamp, format="%d/%m/%Y %H:%M")
times
times <-format(GOOG$timestamp, format="%H:%M:%S")
df <- cbind(times, close_price)

When I run is.xts(df), I get an output FALSE. I am trying to set the GOOG$timestamp as an xts object with the following format: YYYY MM DD HH MM SS so that I can run chartSeries from the quantmod package.

head(GOOG$timestamp)

[1] "2017-10-30 09:30:00 UTC"
[2] "2017-10-30 09:31:00 UTC"
[3] "2017-10-30 09:32:00 UTC"
[4] "2017-10-30 09:33:00 UTC"
[5] "2017-10-30 09:34:00 UTC"
[6] "2017-10-30 09:35:00 UTC"

How can I go about doing this in R?

EDIT: The error I get from the chartSeries function:

chartSeries(df, TA=NULL)

> Error in try.xts(x, error = "chartSeries requires an xtsible object") : 
  chartSeries requires an xtsible object
Solution

  • Unlike quantmod, alphavantager does not convert data into an xts object. Therefore, you must do it yourself. This should work:

    df <- xts(GOOG[,-1], order.by = as.POSIXct(GOOG$timestamp))