How to load a price set using getSymbols and save them in the order in which it was requested?

Question

I load historical prices with the quantmod getSymbols function for several tickers and convert them to a list or multidimensional XTS with the following code:

 library(quantmod) myenv <- new.env() tickers <- c("^GSPC", "AAPL", "MSFT", "GOOG", "^RUT") getSymbols(tickers, env=myenv) ll <- eapply(myenv, function(x) x) # Convert to list ts <- do.call(merge, (eapply(myenv, Ad))) # Convert to multivariate XTS and extract only the adjusted price 

The problem with this approach is that the order of the tickers in the list and XTS does not match what I specified in tickers :

 > names(ll) [1] "AAPL" "GSPC" "GOOG" "RUT" "MSFT" > names(ts) [1] "AAPL.Adjusted" "GSPC.Adjusted" "GOOG.Adjusted" "RUT.Adjusted" [5] "MSFT.Adjusted" 

I think this is because eapply performs operations randomly, as described in the eapply man pages:

Note that the order of the components is arbitrary for hashed environments.

How do I perform the same operations above but have output that is in the same order as in my tickers vector? That is, the first element of the list / first column of the XTS should correspond to the first element of the tickers vector, etc.

Answer 1

You can simply multiply the results eapply in the order you want.

 library(quantmod) tickers <- c("^GSPC", "AAPL", "MSFT", "GOOG", "^RUT") myenv <- new.env() symnames <- getSymbols(tickers, env=myenv) # getSymbols returns adjusted names ts <- do.call(merge, eapply(myenv, Ad)[symnames]) 

Answer 2

Try mget instead of eapply . Note. You must use gsub to remove ^ from the ticker names in order to get the object names in myenv .

 library(quantmod) myenv <- new.env() tickers <- c("^GSPC", "AAPL", "MSFT", "GOOG", "^RUT") getSymbols(tickers, env = myenv) ## [1] "GSPC" "AAPL" "MSFT" "GOOG" "RUT" test <- mget(gsub("\\^", "", tickers), envir = myenv) ts <- do.call(merge, lapply(test, Ad)) names(ts) ## [1] "GSPC.Adjusted" "AAPL.Adjusted" "MSFT.Adjusted" "GOOG.Adjusted" "RUT.Adjusted" tickers ## [1] "^GSPC" "AAPL" "MSFT" "GOOG" "^RUT"