[R-SIG-Finance] Converting Data From DB (MSSQL) for use in quantmod

[Josh Ulrich]

Hi Cedrick,

I think it's as simple as:
USSP2X <- xts(USSP2[,-1], order.by=USSP2$Date)

Best,
Josh
--
http://quantemplation.blogspot.com



On Mon, Nov 24, 2008 at 7:45 PM, Cedrick Johnson
<cedrick.johnson at chicagotrading.com> wrote:
> Howdy-
>
> Another silly beginner Q from me:
>
> I have a data table with a bunch of daily closing yields. I'm not so
> much interested in o-h-l for these symbols, so I set everything
> (o-h-l-c) to the daily closing yield I get at the end of the day.
>
>
>          Date Open High  Low Close
> 1   2008-01-02 3.70 3.70 3.70  3.70
> 2   2008-01-03 3.68 3.68 3.68  3.68
> 3   2008-01-04 3.52 3.52 3.52  3.52
> 4   2008-01-07 3.52 3.52 3.52  3.52
>
> This is the initial data set that is returned by my SQL query into R.
>
> Now, I attempted to get this into XTS:
> USSP2X <- xts(USSP2, order.by=USSP2$Date)
>
> Ok, fine and dandy, EXCEPT:
>
>           Date       Open High Low  Close
> 2008-01-02 2008-01-02 3.70 3.70 3.70 3.70
> 2008-01-03 2008-01-03 3.68 3.68 3.68 3.68
> 2008-01-04 2008-01-04 3.52 3.52 3.52 3.52
>
> Which obviously won't work with quantmod that I'd like to run on this
> set of fixed income data.
>
> I tried MySQL, having some issues with that, else I would just use the
> mysql wrapper provided by quantmod to load the data I need. (I'm still
> attempting to get mysql to work, it's *not* a quantmod issue)
>
> What steps am I missing to convert data that I am retrieving from a DB >
> xts for use in quantmod?
>
> If anyone knows of any documentation that I skipped over that would help
> me solve this, please let me know.
>
> Thanks,
> Cedrick
>
>
>
>
>
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