[R] pass character vector in instrument field of get.hist.quote function

algotr8der algotr8der at gmail.com
Wed Apr 6 18:06:59 CEST 2011

Hi Joshua,

THank you for showing me how to use getSymbols. I am trying to follow the
example you provided. However I am having some difficulty using the various
combination of functions you have used. I tried to execute one step at a
time as follows - 

I have a ticker vector that looks like the following:

> tickers
 [1] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" "XLI" "XLB" "XLK" "XLU"
[14] "QQQ"
> str(tickers)
 chr [1:14] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" ...

I wrote a function called myX to use in the lapply call. It has the
following code: 

myX <- function(tickers, start, end) {
getSymbols(tickers, from=start, to=end)

1) Call lapply by itself

>lapply(tickers,myX,start="2001-03-01", end="2011-03-11")

> lapply(tickers,myX,start="2001-03-01", end="2011-03-11")
[1] "SPY"

[1] "DIA"

[1] "IWM"

[1] "SMH"

[1] "OIH"

[1] "XLY"

[1] "XLP"

[1] "XLE"

[1] "XLI"

[1] "XLB"

[1] "XLK"

[1] "XLU"

[1] "XLV"

[1] "QQQ"

So this works fine and I can inspect the value of any of the tickers i.e.

Now I want to extract the Closing prices. 

2) I did Cl(SPY) and this outputs the data in the Close column as expected.
However, I am not sure how to extract the Closing prices of each of the
elements inside the data structure returned by lapply, which I believe is a
list structure. I want to merge them into one object as you did but I cant
seem to follow.

Any guidance would be greatly appreciated.

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