How do I access coredata from each object in a matrix of xts zoo objects

Question

I used the getFX function from the Quantmod package in R to generate a vector of rates from Oanda, each in xts zoo format.

currency_pairs <- c("GBP/USD", "USD/SGD")
rates <- getFX(currency_pairs, from="2019/01/01", to="2019/01/01"

This returns a vector of xts zoo objects in the form:

(GBPUSD, USDSGD,...)

However I would like to have just the rates, since I only require the rates for one date and therefore know the timestamp.

I have tried looping over the vector like so:

for (i in 1:length(rates){
    rates[i] <- coredata(rates[i])
    }

but this just returns the currency pair name.

Answer 1

What you could do in this case, if you only retrieve data for one date, is use to sapply like this:

library(quantmod)

currency_pairs <- c("GBP/USD", "USD/SGD")

# for 1 date this will return a named vector otherwise use lapply
rates <- sapply(currency_pairs,  getFX, from="2019/01/01", to="2019/01/01", auto.assign = FALSE)
rates

 GBP/USD  USD/SGD 
1.275455 1.362920 

Normally I would suggest using lapply to retrieve all the currencies in a big list and then access the list with lapply / mapply / Map / purrr::map etc.