Question

Why can’t I use the & operator in xts objects when querying dates?
For example, these will work:

myts[myts$Symbol == "AAPL" & myts$Size > 100, c("Symbol", "Size")]
myts['2011-09-21', c("Symbol", "Size")]

But this AND condition on a date/time query will not work:

myts[myts$Symbol == "AAPL" & '2011-09-21', c("Symbol", "Size")]
Error in `&.default`("2011-09-21", myts$Symbol == "AAPL") : 
   operations are possible only for numeric, logical or complex types

Answer 1

"2011-09-21" is not a logical vector and cannot be coerced to a logical vector. See ?"&" for details.

xts’ ISO-8601 style subsetting is nice, but there’s nothing we can do to change the behavior of .Primitive("&"). You can do something like this though:

myts[myts$Symbol == "AAPL" & index(myts) == as.POSIXct("2011-09-21"),]