Open to Close to Open data transformation (quantmod, xts and possibly zoo) + chart.TimeSeries

FWIW, I misread the docs for getSymbols.yahoo which says
? ? ?In the case of xts objects, the indexing will be by Date. This can
? ? ?be altered with the ?index.class? argument. ?See ?indexClass? for
? ? ?more information on changing index classes.
So, this should be perfectly acceptable as well:
medata <- getSymbols("^GSPC",
? ? ? ? from=Sys.Date()-400,
? ? ? ? index.class='POSIXct',
? ? ? ? auto.assign=FALSE)
opens <- Op(medata)
closes <- Cl(medata)
index(opens) <- index(opens) + (60*60*8) + (60*30)
index(closes) <- index(closes) + (60*60*15)
newdata <- rbind(opens,closes)
colnames(newdata) <- "GSPC.OC"

tail(newdata)

? ? ? ? ? ? ? ? ? ? GSPC.OC
2011-09-20 08:30:00 1204.50
2011-09-20 15:00:00 1202.09
2011-09-21 08:30:00 1203.63
2011-09-21 15:00:00 1166.76
2011-09-22 08:30:00 1164.55
2011-09-22 15:00:00 1129.56

On Fri, Sep 23, 2011 at 8:25 AM, G See <gsee000 at gmail.com> wrote:

Hi Costas,
You need an indexClass that can handle times. ?By default getSymbols.yahoo
gives you an object with 'Date' indexClass which you need to change to
something like 'POSIXct' or 'POSIXlt'
(You *can* do this directly in your getSymbols call using the argument
index.class='POSIXct', but the documentation says only "Date" is supported,
so I'll do it the other way)
require(quantmod)
getSymbols("^GSPC",from='1990-01-01')
medata <- tail(GSPC, 400)
indexClass(medata) <- "POSIXct"
opens <- Op(medata)
closes <- Cl(medata)
index(opens) <- index(opens) + (60*60*8) + (60*30)
index(closes) <- index(closes) + (60*60*15)
newdata <- rbind(opens,closes)
colnames(newdata) <- "GSPC.OC"

tail(newdata)

? ? ? ? ? ? ? ? ? ? GSPC.OC
2011-09-20 08:30:00 1204.50
2011-09-20 15:00:00 1202.09
2011-09-21 08:30:00 1203.63
2011-09-21 15:00:00 1166.76
2011-09-22 08:30:00 1164.55
2011-09-22 15:00:00 1129.56
Regards,
Garrett
On Fri, Sep 23, 2011 at 4:50 AM, Costas Vorlow <costas.vorlow at gmail.com>
wrote:

Hello,

I want to put in order (preferably as a zoo or xts object with a suitable
timestamp)
the open anc closing prices of an (say) index downloaded from YAHOO
finance:

require(quantmod)
getSymbols('^GSPC',from='1990-01-01')

medata<- tail((GSPC),400)
opens<-Op(medata)
closes<-Cl(medata)

i.e., I want ?asingle sequence of ?1095.89, ? ?1105.24 , 1101.24 ,
1102.94, and so on ... preferably with a timestamp (morning - evening of
same day as for daily prices zoo does not like the same date in two
consecutive prices...

head(merge(opens,closes))

? ? ? ? ? GSPC.Open GSPC.Close
2010-02-24 ? 1095.89 ? ?1105.24
2010-02-25 ? 1101.24 ? ?1102.94
2010-02-26 ? 1103.10 ? ?1104.49
2010-03-01 ? 1105.36 ? ?1115.71
2010-03-02 ? 1117.01 ? ?1118.31
2010-03-03 ? 1119.36 ? ?1118.79

Probably I could use the OpCl in quantmod and caclulate the Cl price from
Op, though Is there any easy way using some implicit zoo/xts function for
this? I have problems in puting the timestamps in the xts vobject.

Thanks,
Costas