[R-SIG-Finance] Iterating through subset of XTS object
Noah Silverman
noahsilverman at ucla.edu
Tue Jul 5 07:53:50 CEST 2011
Hi,
I have an xts object with 1 minute bars of trading data.
I want to select a subset, then iterate through each bar. The "obvious" solution doesn't work:
For each bar in the loop, I want to access all the fields (open, close, volume, etc.)
I tried the following, but it doesn't work:
----------------------------------------------
for( one in bars['T10:00/T10"30', ]){
print(one$open)
print(one$close)
}
---------------------------------------------
Note: I DO need the loop for the code I'm writing.
Can someone suggest the proper way to do this?
Thanks!
--
Noah Silverman
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095
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