Hi Brian,
yes rbind finally but I thinking of something like this - not sure if that could lead to a solution
library(xts)
library(quantmod)
sym=getSymbols("SPY",from="1900-01-01")
l=list()
L$Open <- xts(222, as.Date("2011-10-30"))
L$High <- xts(224, as.Date("2011-10-30"))
L$Low <- xts(220, as.Date("2011-10-30"))
L$Close <- xts(224, as.Date("2011-10-30"))
L$Volume <- xts(999, as.Date("2011-10-30"))
L$Adjusted <- xts(224, as.Date("2011-10-30"))
do.call("merge", L)
rbind(SPY,L)
but I get this error msg
Error in try.xts(list(Open = 222, High = 224, Low = 220, Close = 224, :
Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied to an object of class "list"
I try this too
instead l=list() I replaced it with l=xts()
also
L<- xts(as.Date("2011-10-30",222,224,220,224,999,224))
ended with this error
Error in strptime(x, format, tz = "GMT") : invalid 'x' argument
I'm lost at this point
-------- Original-Nachricht --------
Datum: Mon, 31 Oct 2011 07:11:26 -0500 Von: "Brian G. Peterson" <brian at braverock.com> An: Martin Bauer <Bauermartin at gmx.at> CC: R Sig Finance <r-sig-finance at r-project.org> Betreff: Re: [R-SIG-Finance] expanding xts object - adding a day
On Mon, 2011-10-31 at 08:39 +0100, Martin Bauer wrote:
library(quantmod)
indexes<-c("T","DIA")
running the script today - would give me data till last Friday. Now I
want to fill ie the DIA xts object with today's intraday price to
simulate today's close
How can I do this ?
?rbind
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