getSymbols() quantmod library doubt
library(quantmod)
keepohlc <- function(x) {
ohlc <- c(".Open",".High",".Low",".Close")
iV <- sapply(ohlc, \(s) {grep(s,colnames(x))})
x[,iV]
}
getSymbols("MSFT")
head(MSFT)
MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Volume MSFT.Adjusted
2007-01-03 29.91 30.25 29.40 29.86 76935100 21.12207
2007-01-04 29.70 29.97 29.44 29.81 45774500 21.08670
2007-01-05 29.63 29.75 29.45 29.64 44607200 20.96644
2007-01-08 29.65 30.10 29.53 29.93 50220200 21.17159
2007-01-09 30.00 30.18 29.73 29.96 44636600 21.19280
2007-01-10 29.80 29.89 29.43 29.66 55017400 20.98060
MSFT <- keepohlc(MSFT)
head(MSFT)
MSFT.Open MSFT.High MSFT.Low MSFT.Close
2007-01-03 29.91 30.25 29.40 29.86
2007-01-04 29.70 29.97 29.44 29.81
2007-01-05 29.63 29.75 29.45 29.64
2007-01-08 29.65 30.10 29.53 29.93
2007-01-09 30.00 30.18 29.73 29.96
2007-01-10 29.80 29.89 29.43 29.66
On Sun, Dec 28, 2025 at 11:51?PM Andre Luiz Tietbohl Ramos
<andreltramos at gmail.com> wrote:
Hello,
I'm downloading quote data using the getSymbols() function. It works very
well but downloads two additional columns for a few symbols,
namely _mean_log and _sd_log.
Therefore, the traditional 5 column OHLCV data frame has two more columns
in some symbols.
I move all downloaded symbols to a list in order to ease some required
computation. At the same time, my routine depends on OHLCV data only.
Thus, I need to have a new list discarding the additional columns that
exist in some symbols on the current list. The symbols with the "extra"
columns must be kept. However their additional columns must be removed.
Could anyone suggest a solution to this problem, please?
Thanks in advance for any help,
--
Andre Luiz Tietbohl Ramos, PhD
[[alternative HTML version deleted]]
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