# 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.