[R-SIG-Finance] Concatenating time series objects?

[Gabor Grothendieck]

Do it in zoo and then convert to xts at the end:

z1 <- zooreg(1:10, as.Date("2008-01-01"))
z2 <- zooreg(1:10, as.Date("2008-02-01"))
z <- c(z1, z2)
x <- as.xts(z)

On Tue, Dec 2, 2008 at 12:55 AM, Marc Delvaux <mdelvaux at gmail.com> wrote:
> I am trying to do an incremental download of time series financial
> data, with say 5 new points every time I do an download.  I am trying
> to find a simple way to perform concatenation but I cannot seem to
> find an easy way to do that.  I did find a way using
> xts(c(coredata(seq1),coredata(seq2)),
> order.by=c(time(seq1),time(seq2))), but this loses some information
> that was present in seq1, and I was thinking there should be a simpler
> way.
>
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