Hello I have the following dataframe returned using the RBloomberg library:
> tt <- bdh(conn, secs, \"last price\", \"20110501\")
> tt
tic
Have a look at the dcast function in package reshape2:
library(reshape2)
dcast(tt, date ~ ticker)
date EURUSD USDBRL USDINR USDTRY USDZAR
1 2011-05-01 NA NA NA NA NA
2 2011-05-02 1.4830 1.5893 44.3350 1.5218 6.6090
3 2011-05-03 1.4825 1.5876 44.5150 1.5336 6.6394
4 2011-05-04 1.4827 1.6182 44.4675 1.5471 6.6837
5 2011-05-05 1.4539 1.6220 44.7625 1.5488 6.7250
6 2011-05-06 1.4316 1.6149 44.7950 1.5445 6.7051
7 2011-05-07 NA NA NA NA NA
8 2011-05-08 NA NA NA NA NA