NYMEX/COMEX daily settle txt files

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NYMEX/COMEX daily settle txt files

ecjbosu
This is not an true R Finance question, but I thought some here might be
able to help.  I have some R and perl scripts that download the NYMEX
and Comex files every night then load them into a database.

The CME changed the file formats and URLs this past week and I missed
three days before I fixed my download scripts.  The days were 10/9,
10/10, and 10/12.  I was wondering if anyone out there also downloaded
these files (formerly called innf, inno, inco, incf dot txt).  I am
using the old test format.  I have continuous data since 2005 and would
like to keep the series going.

If I can find the xml schema for the cme xml files I will add changing
the data source to my to do list. :)

Thank you very much.

Joe Byers

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Order a XTS object by value

Zanella Marco
Sirs,
a simple question about how I can order an XTS object by time series value (return, in my case). Can I do it only via a previous transformation to a matrix object and consequent ordering with classic order() command?

Many thanks.

Marco

PS: for the record I'm trying to run a time window analysis (es top 10 MAX returns,etc...) of funds time series.

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Re: Order a XTS object by value

Jeffrey Ryan
Marco,

xts, like zoo, only represents 'ordered' time series, so the answer is
no. If an xts object could be unordered the rest of the assumptions
made internally and externally for the class would be invalid.

You will need to use as.matrix() or coredata() to allow for re-ordering.

Best,
Jeff

On Tue, Nov 17, 2009 at 5:55 AM, Zanella Marco <[hidden email]> wrote:

> Sirs,
> a simple question about how I can order an XTS object by time series value (return, in my case). Can I do it only via a previous transformation to a matrix object and consequent ordering with classic order() command?
>
> Many thanks.
>
> Marco
>
> PS: for the record I'm trying to run a time window analysis (es top 10 MAX returns,etc...) of funds time series.
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>



--
Jeffrey Ryan
[hidden email]

ia: insight algorithmics
www.insightalgo.com

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