Merge getSymbols result into one xts object

Question

I have the following code:

library(quantmod)
tckrs <- c(\"TLT\", \"LQD\", \"HYG\", \"SPY\", \"DBC\")
NumTckrs  <-  length(tckrs)
getSymbols(tckrs, from         


        

Answer 1

Joshua's is probably more elegant than mine:

res <- do.call( merge,  lapply(  lapply(tckrs, get) , Ad) )

Answer 2

Load all the data into an environment, then call Ad on each, and merge them. Also note that getSymbols returns an xts object by default, therefore your MainDF is an xts object, not a data.frame.

library(quantmod)
# create new environment
myEnv <- new.env()
# pull all data and load into myEnv
getSymbols("TLT;LQD;HYG;SPY;DBC", env=myEnv)
# eapply calls Ad on each symbol in myEnv and returns a list
# do.call calls merge with each element returned from eapply as an argument
MainXTS <- do.call(merge, c(eapply(myEnv, Ad),all=FALSE))

Answer 3

This is one line of code with my qmao package

library(qmao)
p <- makePriceFrame(tckrs, prefer='Adjusted', silent=TRUE)

For convenience, PF is an alias for makePriceFrame. Also, since by default, the function will find and use the "Adjusted" column if it exists, you can leave out the prefer argument.

p <- PF(tckrs)

You can also combine a bunch of these types of functions

library(FinancialInstrument)
p <- PF(getSymbols(stock(tckrs, currency("USD"))))

Also, note that if you hadn't assigned your Symbol names to tckrs, you'd be able to get them from the PriceFrame.

names(p)
[1] "TLT" "LQD" "HYG" "SPY" "DBC"

If you do not specify a prefer argument, it looks for a column that contains "Adjusted", then "Close", then "Mid", then Price". To see which column was used to make the PriceFrame, look at the "prefer" attribute

attr(p, "prefer")
[1] "Adjusted"

If you keep data in separate environments, PF can handle that as well.

getSymbols(tckrs, env=myEnv)
p <- PF(ls(myEnv), env=myEnv)