Question

I am trying to create a zoo object in R from the following csv file:
http://www.cboe.com/publish/scheduledtask/mktdata/datahouse/Skewdailyprices.csv

The problem seems to be that there are a few minor inconsistencies in the period from 2/27/2006 to 3/20/2006 (some extra commas and an “x”) that lead to problems.

I am looking for a method that reads the complete csv file into R automatically. There is a new data point every business day and when doing manual prepocessing you would have to re-edit the file every day by hand.

I am not sure if these are the only problems with this file but I am running out of ideas how to create a zoo object out of this time series. I think that with some more knowledge of R it should be possible.

Answer 1

Use colClasses to tell it that there are 4 fields and use fill so it knows to fill them if they are missing on any row. Ignore the warning:

library(zoo)
URL <- "http://www.cboe.com/publish/scheduledtask/mktdata/datahouse/Skewdailyprices.csv"
z <- read.zoo(URL, sep = ",", header = TRUE, format = "%m/%d/%Y", skip = 1, 
         fill = TRUE, colClasses = rep(NA, 4))