R help - May 2017 - getting a subset corresponding to a list element

I'm not sure how to ask this with the proper terminology, but here goes:

The BDH() function in RBLPAPI returns, for a list of symbols (e.g., 'SPX
Index','RIY Index','IBM Equity') a list of closing prices.
The problem is that the result is not a matrix or a dataframe, but a list.

So, if I run the query with 3 symbols, I get a list with 3 elements. For
example, in this case, if

symbolist <-c("SPX Index","MXWO Index","MXEA
Index")
resultlist <- bdh(symbollist, "PX_LAST",
options=opt,start.date=as.Date(begdate))

then resultlist is a list with 3 elements, and as many rows as there are dates
between "begdate" and today (or as many month-ends, if "opt"
declares monthly periodicity). Suppose in this case I've set this up to
retrieve 60 dates.

But I don't WANT a list. I want a zoo object containing each of these as an
element. I thought about starting by trying to put each element in a matrix by

data<-matrix(nrow=60,ncol=length(symbollist))

and then looping through from 1 to length(symbolist), letting

data[,i] <- resultlist$symbollist[i][,2]

but this clearly doesn't work since what I really want is

data[,1] <-resultlist$'SPX Index'[,2]
data[,2] <-resultlist$'MXWO Index'[,2]
etc

But there's probably a much easier way to do this.

I am sending this to both the general help list and the r-sig-finance list since
there is probably both a general way to stuff a list into a zoo object and a way
to do it cleanly with the BDH() command. Thanks in advance for help.

Mike


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Hi Michael,
  Try not to post twice - this is really more of a general R question.  To
answer the question, however, turn each element of your resultlist into an
xts (or zoo)  object so that you have a list of xts objects (called xtsList
for example.)  Then call do.call("merge", xtsList).  Also, your
example is
tough because it requires access to bloomberg, which isn't necessarily the
case for the vast majority of R users.
Bob

On Fri, May 26, 2017 at 4:58 PM, Michael Ashton <
m.ashton at enduringinvestments.com> wrote:
> I'm not sure how to ask this with the proper terminology, but here
goes:
>
> The BDH() function in RBLPAPI returns, for a list of symbols (e.g.,
'SPX
> Index','RIY Index','IBM Equity') a list of closing
prices. The problem is
> that the result is not a matrix or a dataframe, but a list.
>
> So, if I run the query with 3 symbols, I get a list with 3 elements. For
> example, in this case, if
>
> symbolist <-c("SPX Index","MXWO Index","MXEA
Index")
> resultlist <- bdh(symbollist, "PX_LAST",
options=opt,start.date=as.
> Date(begdate))
>
> then resultlist is a list with 3 elements, and as many rows as there are
> dates between "begdate" and today (or as many month-ends, if
"opt" declares
> monthly periodicity). Suppose in this case I've set this up to retrieve
60
> dates.
>
> But I don't WANT a list. I want a zoo object containing each of these
as
> an element. I thought about starting by trying to put each element in a
> matrix by
>
> data<-matrix(nrow=60,ncol=length(symbollist))
>
> and then looping through from 1 to length(symbolist), letting
>
> data[,i] <- resultlist$symbollist[i][,2]
>
> but this clearly doesn't work since what I really want is
>
> data[,1] <-resultlist$'SPX Index'[,2]
> data[,2] <-resultlist$'MXWO Index'[,2]
> etc
>
> But there's probably a much easier way to do this.
>
> I am sending this to both the general help list and the r-sig-finance list
> since there is probably both a general way to stuff a list into a zoo
> object and a way to do it cleanly with the BDH() command. Thanks in advance
> for help.
>
> Mike
>
>
>         [[alternative HTML version deleted]]
>
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> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> -- Also note that this is not the r-help list where general R questions
> should go.
>
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