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.
Problem with RBloomberg and xts.
4 messages · Artem Simonov, John Laing, Brian Leidich
Art,
The version of RBloomberg on CRAN (and therefore the version you're
using) is very old. Please do
install.packages("RBloomberg", repos = "r.findata.org")
for the most recent version.
Upgrading should help, but if you're still having issues after that
please let us know.
John
On Thu, Sep 22, 2011 at 8:48 AM, Artem Simonov <scherrzo at rambler.ru> wrote:
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.
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Sorry, that should be:
install.packages("RBloomberg",repos="http://r.findata.org/")
On Thu, Sep 22, 2011 at 9:35 AM, John Laing <john.laing at gmail.com> wrote:
Art,
The version of RBloomberg on CRAN (and therefore the version you're
using) is very old. Please do
install.packages("RBloomberg", repos = "r.findata.org")
for the most recent version.
Upgrading should help, but if you're still having issues after that
please let us know.
John
On Thu, Sep 22, 2011 at 8:48 AM, Artem Simonov <scherrzo at rambler.ru> wrote:
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.
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
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