Message-ID: <CAGgJW76xkM9x6jUAdfm2GLq06Y0GWd91YmJP8NqfmQ5Gikst8A@mail.gmail.com>
Date: 2025-12-29T06:17:36Z
From: Eric Berger
Subject: getSymbols() quantmod library doubt
In-Reply-To: <CAPZA_qKb8v9qi+_ufSYri1u+2is=Oz8pJ05bGV1S82xdVke_+w@mail.gmail.com>
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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