I have this following data frame:
> head(table,10)
Date Open High Low Close Volume Adj.Close
1 2014-04-11 32.64 33.48 32.15 32.87 2804
An alternative using the timetk package tk_xts(). This will convert most objects (data frames with time series column, zoo, etc) to xts.
Example:
library(tidyquant)
library(timetk)
# Get stock prices
stock_prices <- "AAPL" %>%
tq_get(get = "stock.prices",
from = "2007-01-01",
to = "2017-01-01")
stock_prices
#> # A tibble: 2,518 × 7
#> date open high low close volume adjusted
#>
#> 1 2007-01-03 86.29 86.58 81.90 83.80 309579900 10.85709
#> 2 2007-01-04 84.05 85.95 83.82 85.66 211815100 11.09807
#> 3 2007-01-05 85.77 86.20 84.40 85.05 208685400 11.01904
#> 4 2007-01-08 85.96 86.53 85.28 85.47 199276700 11.07345
#> 5 2007-01-09 86.45 92.98 85.15 92.57 837324600 11.99333
#> 6 2007-01-10 94.75 97.80 93.45 97.00 738220000 12.56728
#> 7 2007-01-11 95.94 96.78 95.10 95.80 360063200 12.41180
#> 8 2007-01-12 94.59 95.06 93.23 94.62 328172600 12.25892
#> 9 2007-01-16 95.68 97.25 95.45 97.10 311019100 12.58023
#> 10 2007-01-17 97.56 97.60 94.82 94.95 411565000 12.30168
#> # ... with 2,508 more rows
# Coerce to xts object
stock_prices %>%
tk_xts()
#> open high low close volume adjusted
#> 2007-01-03 86.29 86.58 81.90 83.80 309579900 10.85709
#> 2007-01-04 84.05 85.95 83.82 85.66 211815100 11.09807
#> 2007-01-05 85.77 86.20 84.40 85.05 208685400 11.01904
#> 2007-01-08 85.96 86.53 85.28 85.47 199276700 11.07345
#> 2007-01-09 86.45 92.98 85.15 92.57 837324600 11.99333
#> 2007-01-10 94.75 97.80 93.45 97.00 738220000 12.56728
#> 2007-01-11 95.94 96.78 95.10 95.80 360063200 12.41180
#> 2007-01-12 94.59 95.06 93.23 94.62 328172600 12.25892
#> 2007-01-16 95.68 97.25 95.45 97.10 311019100 12.58023
#> 2007-01-17 97.56 97.60 94.82 94.95 411565000 12.30168
#> 2007-01-18 92.10 92.11 89.05 89.07 591151400 11.53987
#> 2007-01-19 88.63 89.65 88.12 88.50 341118400 11.46602
#> 2007-01-22 89.14 89.16 85.65 86.79 363506500 11.24447
#> 2007-01-23 85.73 87.51 85.51 85.70 301856100 11.10325