Convertion of a zoo object to a ts object

Dear All,

I use get.hist.quote to read historical prices on various quotes from 
Finance Yahoo. It works fine on daily prices and most of the time on 
monthly prices but it is sometimes difficult to synchronize monthly 
data without duplicating months when extracting more than one quote.

Here is an example where many months are duplicated (see at the end of 
the time series that 2006-05 is duplicated because CAC40 is quoted on 
2006-05-02 and AXA on 2006-05-01):
x <- get.hist.quote("^FCHI", compression = "m", start = as.Date(0), 
quote =
"Close")
x <- cbind( xx, get.hist.quote("CS.PA", compression = "m", start = 
as.Date(0), quote = "Close") )

For the moment, to avoid these problems, I use something like:
readFromYahooM <- function(nam,quote) {  xx.0 <- get.hist.quote(nam, 
compression = "m", start = as.Date(0), quote =
quote)
 xx <- ts( coredata(xx.0), frequency = 12, start =
as.numeric(as.yearmon(as.Date(start(xx.0)[1]))) )  xx } x <- 
readFromYahooM("^FCHI","Close") x <- cbind(x, 
readFromYahooM("CS.PA","Close"))
colnames(x) <- c("FCHI","CS.PA")

It works, but there is a strong assumption that all the months are 
present in the two time series and the fact is that xx is a zoo object 
and zoo objects can contain irregular time series ! I am sure that 
there should be a more elegant way to do a conversion from a zoo 
object to a ts object or to replace the "start" parameter by the exact 
vector of zoo dates and or yearmon but I don't find any way do to that.

I anyone can help me, I would appreciate.
Thanks in advance.

---
Sylvain Barth?l?my
Head of Quantitative Research, TAC
www.tac-financial.com | www.sylbarth.com




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