multivariate zoo and looping

Hello, I am working on some data input routines and learning zoo.

I have a SQL database with stock price data by ticker, data looks like
below. Tickers stacked in the db.

LQD
? ?ticker ? ? ? ? ? ? ? ?time ? open ? ?bid ? ?ask volume
currentsystemtime
1 ? ? ?LQD 2009-09-10 10:39:00 104.99 104.96 104.99 199253 2009-09-10
07:48:28
2 ? ? ?LQD 2009-09-10 10:39:00 104.99 104.96 104.99 199446 2009-09-10
07:49:04
3 ? ? ?LQD 2009-09-10 10:40:00 104.99 104.96 ? ?105 200184 2009-09-10
07:50:04
4 ? ? ?LQD 2009-09-10 10:41:00 104.99 104.96 104.99 200684 2009-09-10
07:51:04
5 ? ? ?LQD 2009-09-10 10:42:00 104.99 104.98 104.99 201124 2009-09-10
07:52:04
6 ? ? ?LQD 2009-09-10 10:43:00 104.99 104.96 104.97 201874 2009-09-10
07:53:04

My objective is to create a multivariate ZOO object so i can perform
modeling tasks. ? I am successful at doing this manually, now automating
with loops.
I can do this manually, create a POSIXct from currentsystemtime and
generate a zoo object.


Question 1) ?From this data set above i create a zoo object:

d$time_system <- as.character(LQD$currentsystemtime)
d$time_system <- as.POSIXct(d$time_system, "%Y-%m-%d %H:%M:%S", tz="")
dzoo <- zoo(d$ask, d$time_system)

If i wanted to create a zoo object with not only the ask prices but
multiple columns, I cant figure out how this is done? ?Do i need to
create a set of zoo objects and merge?


Okay moving on now to the looping:


Step1) Fetch tickernames only from dataset

tickernames<-dbGetQuery(conn,"SELECT distinct ticker from zstockdata");

works fine get: ?> tickernames
sample tickers, there are 23
1 ? ? ?EEM
2 ? ? ?FAS
3 ? ? ?GLD
4 ? ? ?HYG
5 ? ? ?IWM
6 ? ? ?LQD
7 ? ? QQQQ

?> tickernames
its a factor

'data.frame': ? ?23 obs. of ?1 variable:
$ ticker: Factor w/ 23 levels "^IRX","^TNX",..: 5 6 7 8 9 10 11 12 13 14
...

2) Now i loop thru each ticker, create a data frame object in R.

for(i in 1:nrow(tickernames))
{
? ? ? ?sqlstring <- paste("select * from zstockdata where TICKER
=","'",tickernames[i,1],"'",sep="")
? ? ? ?tname <- as.character(tickernames[i,1])
??A ? ? assign(tname, dbGetQuery(conn,sqlstring))

#perform some conversions and create a zoo object

??B ? ?tname$ticker <- as.character(tname$ticker) ???????

}

a) Questions from here: ? ??A, Works well, generates a data frame object
for each query by ticker. ?But this may be inefficient, i was thinking
of using an array to store each dataframe. ? I tried this:

mvtime[[i]] <-dbGetQuery(conn,sqlstring)

double brackets, when i run this i get object "mvtime" not found

How do i initialize an array to store multiple data frames. ?A data
frame array object? ?is there such a thing. ?That would be optimal i
think vs an object for each ticker.


b) ??B, ?Now i need to reference each data frame object, do some data
cleanups, conversion, etc..

(example: one of many conversions: ?convert ticker from factor to a
character)

tname$ticker <- as.character(tname$ticker)
Error in tname$ticker : $ operator is invalid for atomic vectors
?> tname
[1] "EEM"

However, this works:
EEM$ticker <- as.character(EEM$ticker)

So i don't understand R well enough, the tname is not being rendered
into "EEM"?

The end game is a cleansed multivariate zoo object with all the tickers
and all the columns of data in one object.

-zubin


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