Column header in XTS and Data frame in R
Column header in XTS and Data frame in R
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Balasubrahmanyam Ira · External communityPost link
External question — Data Science Stack Exchange
Author: Balasubrahmanyam Ira
Original post: https://datascience.stackexchange.com/questions/46003
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
I used quandl function extract stock data with object type as
xts
.
a <- Quandl("NSE/ICICIBANK", start_date = "2011-01-01", end_date = "2019-02-21", collapse = "daily", type = "xts",order = "asc")
then I printed the output a with
head(a)
,
the output is
Open High Low Last Close Total Trade Quantity Turnover (Lacs)
2011-01-03 1154.00 1158.40 1138.95 1140.35 1144.85 1379646 15845.58
2011-01-04 1145.70 1149.20 1098.10 1107.25 1104.05 4175490 46519.73
2011-01-05 1097.20 1099.00 1065.00 1068.80 1069.35 5307600 57075.28
2011-01-06 1074.25 1078.45 1047.25 1050.00 1053.45 4769781 50447.94
2011-01-07 1045.00 1077.90 1041.00 1042.00 1049.20 6178882 65700.46
2011-01-10 1044.25 1058.85 1005.10 1012.05 1014.00 6510410 67029.00
then I did the same without the object type as
xts
,
the output of
head(a)
:
Date Open High Low Last Close Total Trade Quantity Turnover (Lacs)
1 2011-01-03 1154.00 1158.40 1138.95 1140.35 1144.85 1379646 15845.58
2 2011-01-04 1145.70 1149.20 1098.10 1107.25 1104.05 4175490 46519.73
3 2011-01-05 1097.20 1099.00 1065.00 1068.80 1069.35 5307600 57075.28
4 2011-01-06 1074.25 1078.45 1047.25 1050.00 1053.45 4769781 50447.94
5 2011-01-07 1045.00 1077.90 1041.00 1042.00 1049.20 6178882 65700.46
6 2011-01-10 1044.25 1058.85 1005.10 1012.05 1014.00 6510410 67029.00
Why the date column field heading is missed out in
xts
object type but in data frame date field column heading is appearing?
How to handle the same in
xts
object type?
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knb · External communityPost link
External answer — Data Science Stack Exchange
Author: knb
Original post: https://datascience.stackexchange.com/a/46381
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
Because an R xts object stores the date-column in a special column called
index
, and the programmers who implemented the xts package have decided to not print a label such as "Date" in the table header of an xts output.
When the
print()
method is called with an xts object as argument, the first column of the output is actually printed without any label, like a rowname "column" of a data frame.
Why? I don't know. Perhaps "Date" is not always right. It could just be a different label that your time series needs (e.g. "Microseconds" for some timeseries object of Sensor measurements)
# returned as data frame by Quandl
R> str(a)
'data.frame': 1985 obs. of 8 variables:
$ Date : Date, format: "2011-01-03" "2011-01-04" "2011-01-05" "2011-01-06" ...
$ Open : num 1154 1146 1097 1074 1045 ...
$ High : num 1158 1149 1099 1078 1078 ...
$ Low : num 1139 1098 1065 1047 1041 ...
$ Last : num 1140 1107 1069 1050 1042 ...
$ Close : num 1145 1104 1069 1053 1049 ...
$ Total Trade Quantity: num 1379646 4175490 5307600 4769781 6178882 ...
$ Turnover (Lacs) : num 15846 46520 57075 50448 65700 ...
- attr(*, "freq")= chr "daily"
# returned as xts timeseries object
R> str(ax)
An ‘xts’ object on 2011-01-03/2019-01-04 containing:
Data: num [1:1985, 1:7] 1154 1146 1097 1074 1045 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:7] "Open" "High" "Low" "Last" ...
Indexed by objects of class: [Date] TZ: UTC
xts Attributes:
NULL
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Quoted from Forex.com.bd-Editorial External question — Data Science Stack Exchange Author: Balasubrahmanyam Ira Source score (net votes, not local likes): 1 Original post: https://datascience.stackexchange.com/questions/46003 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I used quandl function extract stock data with object type as xts . a <- Quandl("NSE/ICICIBANK", start_date = "2011-01-01", end_date = "2019-02-21", collapse = "daily", type = "xts",order = "asc") then I printed the output a with head(a) , the output is Open High Low Last Close Total Trade Quantity Turnover (Lacs) 2011-01-03 1154.00 1158.40 1138.95 1140.35 1144.85 1379646 15845.58 2011-01-04 1145.70 1149.20 1098.10 1107.25 1104.05 4175490 46519.73 2011-01-05 1097.20 1099.00 1065.00 1068.80 1069.35 5307600 57075.28 2011-01-06 1074.25 1078.45 1047.25 1050.00 1053.45 4769781 50447.94 2011-01-07 1045.00 1077.90 1041.00 1042.00 1049.20 6178882 65700.46 2011-01-10 1044.25 1058.85 1005.10 1012.05 1014.00 6510410 67029.00 then I did the same without the object type as xts , the output of head(a) : Date Open High Low Last Close Total Trade Quantity Turnover (Lacs) 1 2011-01-03 1154.00 1158.40 1138.95 1140.35 1144.85 1379646 15845.58 2 2011-01-04 1145.70 1149.20 1098.10 1107.25 1104.05 4175490 46519.73 3 2011-01-05 1097.20 1099.00 1065.00 1068.80 1069.35 5307600 57075.28 4 2011-01-06 1074.25 1078.45 1047.25 1050.00 1053.45 4769781 50447.94 5 2011-01-07 1045.00 1077.90 1041.00 1042.00 1049.20 6178882 65700.46 6 2011-01-10 1044.25 1058.85 1005.10 1012.05 1014.00 6510410 67029.00 Why the date column field heading is missed out in xts object type but in data frame date field column heading is appearing? How to handle the same in xts object type?
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