Hi All,
I'm pretty new to R, so would really appreciate it if someone could point me
in the right direction on this problem.
I am trying to "unflatten" a table in R, and can't seem to find a function
or method to complete this task, (hopefully efficiently).
My data table is full of historical stock-market data. Daily, each
ticker-symbol has four data points: open, close, high, and low.
Right now the table looks like the following. (Note, each ticker symbol has
a unique numeric 'SymbolID'.
SymbolID MarketDate Open Close High Low
1 4 11/3/2008 1.5790 1.5788 1.5790 1.5788
2 4 11/4/2008 1.5891 1.5892 1.5892 1.5891
3 4 11/5/2008 1.5937 1.5931 1.5937 1.5931
4 4 11/6/2008 1.5727 1.5727 1.5727 1.5727
5 4 11/7/2008 1.5673 1.5669 1.5673 1.5669
6 5 11/3/2008 0.8433 0.8435 0.8435 0.8433
7 5 11/4/2008 0.8672 0.8672 0.8672 0.8672
8 5 11/5/2008 0.8597 0.8594 0.8597 0.8594
9 5 11/6/2008 0.8412 0.8410 0.8412 0.8410
10 5 11/7/2008 0.8407 0.8409 0.8411 0.8407
...
I'm envisioning a solution with a two-way lookup, something like:
SymbolID 11/3/2008 11/4/2008 11/5/2008 ...
4 (open, close, high,low)
5
...
where each entry in the table is actually a vector of the four points for
that symbol and date.
or even something like
SymbolID 11/3/2008-open 11/3/2008-close 11/3/2008-high 11/3/2008-low
11/4/2008-open ...
4 ...
where in this case, each entry would just be the appropriate numeric entry
from above.
Again, any help or suggestions on this one is greatly appreciated...
Thanks!
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