Rblpapi, unlist data.frame zoo xts - r

Question

Using the Rblpapi, I get stockdata of 3 indices in a data.frame with several lists.
Then, I want to get it in either a zoo or preferably xts format. However, I first have to unlist properly.
Since not everyone has access to Rblpapi and therefore cannot replicate, please look at the str output and suggest me how to unlist.
Any leads or help appreciated!
library(Rblpapi)
library(zoo)
library(xts)
str(res)
List of 3
$ :'data.frame': 9 obs. of 2 variables:
..$ date : Date[1:9], format: ...
..$ PX_LAST: num [1:9] 201 194 188 190 190 ...
$ :'data.frame': 9 obs. of 2 variables:
..$ date : Date[1:9], format: ...
..$ PX_LAST: num [1:9] 4891 4686 4477 4568 4517 ...
$ :'data.frame': 9 obs. of 2 variables:
..$ date : Date[1:9], format: ...
..$ PX_LAST: num [1:9] 19.3 22.5 26.1 22.5 22 ...
head(res)
[[1]]
date PX_LAST
1 2016-01-05 201.3600
2 2016-01-12 193.6608
3 2016-01-19 188.0600
4 2016-01-26 190.2000
5 2016-02-02 190.1600
6 2016-02-09 185.4300
7 2016-02-16 189.7800
8 2016-02-23 192.3200
9 2016-03-01 197.9700
[[2]]
date PX_LAST
1 2016-01-05 4891.430
2 2016-01-12 4685.919
3 2016-01-19 4476.950
4 2016-01-26 4567.673
5 2016-02-02 4516.946
6 2016-02-09 4268.763
7 2016-02-16 4435.956
8 2016-02-23 4503.583
9 2016-03-01 4680.479
[[3]]
date PX_LAST
1 2016-01-05 19.34
2 2016-01-12 22.47
3 2016-01-19 26.05
4 2016-01-26 22.50
5 2016-02-02 21.98
6 2016-02-09 26.54
7 2016-02-16 24.11
8 2016-02-23 20.98
9 2016-03-01 17.85
Unlist to get one data.frame / zoo / xts object with (date, pricedata1, pricedata2, pricedata3)
df <- data.frame(matrix(unlist(res), nrow=9))
head(df)
X1 X2 X3 X4 X5 X6
1 16805 201.36 16805 4891.43 16805 19.34
2 16812 193.6608 16812 4685.919 16812 22.47
3 16819 188.06 16819 4476.95 16819 26.05
4 16826 190.2 16826 4567.673 16826 22.5
5 16833 190.16 16833 4516.946 16833 21.98
6 16840 185.43 16840 4268.763 16840 26.54
However, this is not what I want. column X3 en X5 should not be there. Plus the date format is not good. Therefore getting it to zoo or xts doesn't work:
price<-read.zoo(df, format="%Y%m%d")
df$date <-as.Date(as.character(df$date),format="%Y%m%d")
x<-xts(df$date, df$px_last)
Error in read.zoo(df, format = "%Y%m%d") : index has bad entries at data rows: 1 2 3 4 5 6 7 8 9
Error in xts(df$date, df$px_last) : order.by requires an
appropriate time-based object

Answer 1

I believe all you need is to join each list element by the date.
However, for that, first you need to rename all those variables PX_LAST to something unique. For example:
require(data.table)
for (i in 1:length(res)) {
setnames(res[[i]],"PX_LAST",paste("PX_LAST",i,sep="_"))
}
Then you can join, either by pairwise mergeing, or using the plyr::join_all function:
require(plyr)
df <- join_all(res, by="date", type="full")
# date PX_LAST_1 PX_LAST_2 PX_LAST_3
# 1 2016-01-05 201.3600 4891.430 19.34
# 2 2016-01-12 193.6608 4685.919 22.47
# 3 2016-01-19 188.0600 4476.950 26.05
# 4 2016-01-26 190.2000 4567.673 22.50
# 5 2016-02-02 190.1600 4516.946 21.98
# 6 2016-02-09 185.4300 4268.763 26.54
# 7 2016-02-16 189.7800 4435.956 24.11
# 8 2016-02-23 192.3200 4503.583 20.98
# 9 2016-03-01 197.9700 4680.479 17.85
Then finally you can use
include(zoo)
price<-read.zoo(df)
include(xts)
xts(df, df$date)