# One more question, Joshua: let instead of merging tickers
# I would like to put prices from an OHLC object
# in weekly format, then selecting just the close prices.
# What would be a code to do it?
# I guess:

data = new.env()
ticker.list <- c('SPY', 'TLT', 'GLD')
getSymbols(ticker.list, env = data)
X <- do.call(to.weekly, list(data))

# or something like this, but it doesn't work.
# What could I do? 

--
View this message in context: 
http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708p4636162.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Reply via email to