Message-ID: <350584120.1316695685.102388488.37566@mperl101.rambler.ru>
Date: 2011-09-22T12:48:05Z
From: Artem Simonov
Subject: Problem with RBloomberg and xts.
Dear friends!
I'm trying to get some time series with RBloomberg and then merge them
using merge.xts function
the code is the following:
#install.packages(c("RBloomberg","xts"))
library(RBloomberg)
library(xts)
blpConnect()
symbol1<-"OGZD LI Equity"
symbol2<-"LKOD LI Equity"
s<-as.chron("2011-01-10")
e<-as.chron("2011-07-12")
ts1 <- blpGetData(conn, symbol1, "PX_LAST",
start=s,end=e)
ts2<- blpGetData(conn, symbol2, "PX_LAST",
start=s,end=e)
a_ts1<-index(ts1)
b_ts1<-as.double(ts1)
c_ts1<-as.Date(a_ts1)
m1_ts1<-matrix(b_ts1)
aa1_ts1<-as.POSIXct(c_ts1)
a11_ts1<-xts(m1_ts1,aa1_ts1)
a_ts2<-index(ts2)
b_ts2<-as.double(ts2)
c_ts2<-as.Date(a_ts2)
m1_ts2<-matrix(b_ts2)
aa1_ts2<-as.POSIXct(c_ts2)
a11_ts2<-xts(m1_ts2,aa1_ts2)
e1<-merge.xts(a11_ts1,a11_ts2,method="inner")
I've got the following warning messages:
Warning messages:
1: In merge.xts(a11_ts1, a11_ts2, method = "inner") :
NAs introduced by coercion
2: In merge.xts(a11_ts1, a11_ts2, method = "inner") :
NAs introduced by coercion
Could you please tell me what I am doing wrong or probably a shorter way
to merge two or more time series, downloaded with RBloomberg and which
may have different number of points?
Thank you in advance!
Kind regards,
Art Simonov,
London.