r - Get 1st Friday of every month and subsequent day (merging xts objects) -

i have xts object hourly prices, , want @ price behavior after non farm payrolls (nfp) economic releases. nfp take place on first friday of every month. want create subset prices first friday of every month , monday after. achieve looked @ question get 4th wednesday of each november in r , put following code:

library(xts)          datsxts <- structure(c(1069.4, 1070.7, 1070.4, 1070.3, 1068.7, 1068.7, 1069.4, 1069.7, 1069.5, 1068.1, 1069.3, 1069.2, 1069.3, 1070.7, 1070.9, 1070.7, 1070.8, 1070.5, 1070.5, 1069.7, 1068.9, 1070.2, 1067.3, 1067.8, 1067.9, 1061.7, 1060.8, 1061.7, 1060.9, 1060.2, 1060.9, 1061, 1060.3, 1061.2, 1061.9, 1062, 1061.9, 1062.5, 1062.3, 1062.3, 1062, 1062.7, 1063, 1062, 1062.6, 1062.4, 1061.8, 1058.9, 1061.5, 1062.4, 1061.4, 1060.9, 1062, 1060.6, 1059.4, 1060.5, 1061.3, 1063.1, 1064.6, 1063.5, 1064.3, 1063.7, 1065.3, 1068.7, 1069.8, 1071.3, 1072.8, 1073.8, 1072.9, 1072.7, 1072.6, 1078.8, 1080.6, 1078.2, 1073.7, 1076.4, 1075.2, 1075.4, 1075.4, 1074.7, 1073.2, 1076, 1076.5, 1076.2, 1077.1, 1077.6, 1078.5, 1079.1, 1077, 1077, 1078.1, 1077.7, 1080, 1079.7, 1075.6, 1077.2, 1077.2, 1080, 1080, 1078.8, 1079, 1078.9, 1077.8, 1078, 1077.7, 1076.1, 1077, 1078.4, 1078.6, 1079.5, 1080.5, 1082.1, 1083.3, 1083.5, 1085.6, 1085.2, 1088.8, 1085.1, 1090.5, 1088, 1091.1, 1091.4, 1094.3, 1094.4, 1094.2, 1094.1, 1093.1, 1093.1, 1097.6, 1098.7, 1098.2, 1100.1,     1099.4, 1100.1, 1097.6, 1096.1, 1097, 1096.4, 1098.5, 1100.8, 1101.8, 1106.4, 1103.5, 1106.4, 1109.5, 1108.7, 1110.4, 1109.8, 1109.5, 1109.9, 1109.1, 1104.3, 1105.2, 1104.1, 1103.5, 1104, 1102.9, 1101.7, 1099.8, 1096.8, 1098.6, 1100, 1100.1, 1100, 1101.9, 1103.7, 1103.8, 1101.2, 1098.9, 1103.1, 1104.6, 1104.9, 1107.2, 1107.1, 1106.1, 1105.2, 1104.5, 1104.4, 1105.6, 1107.4, 1106.7, 1100.8, 1100, 1104.4, 1103.4, 1104, 1101.4, 1102, 1100, 1098.9, 1099.6, 1097.3, 1096.8, 1095.4, 1094.5, 1096.3, 1095.4, 1095.8, 1096, 1097.4, 1098.4, 1096.3, 1095, 1095.4, 1096.9, 1095.4, 1092.3, 1091.6, 1087.8, 1089, 1085.8, 1088.8, 1086.8, 1086.8, 1087.5, 1090.3, 1090, 1086.8, 1087.1, 1086.6, 1086.2, 1085, 1084.4, 1083.9, 1085.7, 1085.9, 1082.9, 1082.7, 1081.7, 1082.7, 1083.3, 1083.2, 1082.2, 1088.7, 1089.5, 1092.4, 1091.6, 1093, 1094.4, 1095.2, 1094.1, 1095.8, 1094.5, 1093.1, 1093.7, 1093.1, 1095.4, 1092.3, 1091.5, 1089.1, 1092.5, 1092.4, 1091.4, 1092.3, 1086.1, 1084.8, 1088.7, 1082.9, 1082.6, 1078.4, 1073.6, 1076.9, 1077.6, 1079.1, 1077.7, 1078.6, 1078.8, 1080.4, 1081.2, 1081.5, 1081.1, 1083.6, 1084.9, 1084.2, 1083.9, 1081.3, 1082.4, 1084.6, 1094.6, 1094.1, 1091.1, 1090.7, 1090.8, 1090.3, 1089.3, 1088.8, 1089.4, 1091, 1091.5, 1091.9, 1093.3, 1092.4, 1093.1, 1090.9, 1090.6, 1091, 1089.3, 1091.8, 1091.2, 1090.5, 1091, 1090.6, 1089.8, 1089.7, 1090.1, 1089.7, 1089.3, 1089.1, 1086.4, 1090.6, 1090.3, 1089, 1089.3, 1089.5, 1090.8, 1093.3, 1089.5, 1087.8, 1084.7, 1085.3, 1086.7, 1086.8, 1086.9, 1087.7, 1090.1, 1090.8, 1088.3, 1087.9, 1088.1, 1088.6, 1090.1, 1092.2, 1091.6, 1093.3, 1093.3, 1091.9, 1092.7, 1094.8, 1096.3, 1094.1, 1095.5, 1095.9, 1102.5, 1100.5, 1101.9, 1102.8, 1104.3, 1106.8, 1105.6, 1104.5, 1102.7, 1101.8, 1100.4, 1099.7, 1100.7, 1100.3, 1100.9, 1103, 1104.3, 1103.8, 1104.1, 1101.4, 1099.7, 1098.3, 1100.2, 1100.6, 1098.6, 1097.2, 1095.7, 1095.4, 1096, 1101.8, 1101.6, 1103.5, 1102.2, 1101.7, 1100.3, 1100.4, 1100.1, 1102.1, 1100.6, 1099.8, 1099.5, 1097.8, 1096.4, 1098.1, 1098.7, 1099.1, 1098.9, 1096.2, 1097.3, 1101.3, 1100, 1099, 1097, 1097.8, 1098.8, 1099, 1099.1, 1099.3, 1101.3, 1102.1, 1102.9, 1103.1, 1101.9, 1102.3, 1105.2, 1104.3, 1105.7, 1105.1, 1107.5, 1105.4, 1107.9, 1107.4, 1107.5, 1108.8, 1107, 1106.4, 1106.5, 1109.6, 1108.9, 1109.7, 1109.4, 1110.9, 1112.2, 1114.1, 1113.5, 1113.5, 1115.9, 1117.3, 1115.2, 1114.5, 1114.9, 1112.7, 1113.2, 1114.2, 1114.9, 1119.6, 1118.8, 1119.6, 1122.1, 1123.1, 1122.6, 1120.7, 1120.5, 1121.4, 1121.3, 1122, 1122.3, 1121, 1121.5, 1120.4, 1119, 1118.4, 1119.7, 1117.9, 1118.9, 1119.8, 1119.4, 1117.6, 1117.2, 1117.5, 1118.2, 1117.3, 1128.3, 1126.4, 1125.7, 1125.3, 1122.8, 1120.6, 1121, 1122.3, 1121.1, 1120.3, 1118, 1118.5, 1119.3, 1118.2, 1118.9, 1122.1, 1120.3, 1120.8, 1114, 1115.9, 1116.5, 1116.1, 1115.8, 1115.9, 1114.3, 1115.6, 1114.6, 1114.8, 1116.3, 1114.9, 1112.7, 1115.7, 1114.6, 1115.5, 1113.4, 1111.7, 1113.4, 1112.8, 1112.1, 1115.4, 1113.5, 1112.4, 1118, 1117, 1117.1, 1116.6, 1116.5, 1117.9, 1118.4, 1117.8, 1118.4, 1120.4, 1121.4, 1122.5, 1122.3, 1122.3, 1121.8, 1122.9, 1122, 1122, 1123, 1121.8, 1123.9, 1122.9, 1126.4, 1126.3, 1126.7, 1127.2, 1127.6, 1128.8, 1129.7, 1128.6, 1128.6, 1129.5, 1127.6, 1127.4, 1126.1, 1125.8, 1125.8, 1125.9, 1126.1, 1126.4, 1125.8, 1125.2, 1124.8, 1125.4, 1127.4, 1128.9, 1128.3, 1125, 1126.3, 1128, 1128.3, 1130.1, 1129.6, 1127.9, 1127.6, 1128.4, 1128.7, 1127.8, 1127.1, 1128.5, 1128.5, 1124.9, 1126.8, 1128.2, 1130.4, 1128.6, 1130.2, 1126.7, 1132.5, 1138.2, 1138.6, 1140, 1144.2, 1138.9, 1142.8, 1143, 1142.6, 1143.5, 1141.8, 1141.3, 1141.2, 1141.8, 1143.5, 1143.9, 1142.4, 1145.4, 1146.4, 1147.6, 1145.8, 1148.2, 1153.5, 1155.3, 1152.1, 1154.6, 1155.9, 1155.5, 1156.4, 1156.4, 1156, 1156, 1156.1, 1154.8, 1156.4, 1156.1, 1155.7, 1155.3, 1154.8, 1154.8, 1156.3, 1157.9, 1159.4, 1159.4, 1159, 1151.5, 1149.9, 1154, 1155.3, 1157.6, 1157.9, 1162.8, 1174.5, 1174.1, 1174.1, 1165.3, 1168.5, 1165.4, 1165.5, 1166.2, 1166.7, 1166.2, 1166.4, 1165.8, 1168.5, 1173.8, 1176.4, 1175.9, 1182.5, 1182.1, 1192.1, 1193.6, 1194.4, 1195.6, 1201, 1195.5, 1190.7, 1189.6, 1191.5,     1193.2, 1193.9, 1194, 1193.2, 1193.1, 1191.8, 1193.4, 1186.7, 1188.7, 1189.5, 1189.3, 1191.7, 1196.6, 1198.5, 1189.7, 1195.5, 1195.6, 1197.3, 1195.2, 1190.8, 1187.9, 1189.4, 1189.6, 1192.1, 1193.4, 1191.5, 1191.3, 1191.8, 1191.8, 1191.2, 1188, 1187, 1182.3, 1182.6, 1182.8, 1183.7, 1187.9, 1191, 1192.6, 1193.3, 1192.1, 1192.5, 1194, 1196.9, 1197.4, 1197.4, 1199, 1208.7, 1208.4, 1207, 1206.1, 1209.3, 1206.7, 1208.2, 1207.6, 1217.6, 1217.6, 1224.8, 1237.3, 1235.9, 1236, 1233, 1247.1, 1254.5, 1248.4, 1249.4, 1245, 1245.1, 1247, 1240.7, 1238.6, 1236.3, 1238.2, 1233.9, 1233.5, 1239.3, 1245, 1242.6, 1239.5, 1238.4, 1242.6, 1238, 1238.7, 1236, 1239.5, 1238.4, 1237.8, 1236.9, 1239.3, 1238.7, 1238.5, 1238.5, 1233.8, 1228.1, 1223.7, 1224.7, 1221, 1220.6, 1219.8, 1219.5, 1212.4, 1210.1, 1209.5, 1210.2, 1209.9, 1209.6, 1211.7, 1210, 1205.7, 1207.4, 1209.4, 1208.4, 1208.4, 1204.7, 1198.4, 1193.4, 1194.2, 1197.9, 1201.3, 1196.2, 1200, 1211, 1212, 1215.4, 1213.9, 1215.3, 1211.2, 1216.4, 1213, 1209.1, 1204.2, 1204.2, 1200.4, 1200.9, 1203.2, 1198.2, 1202.6, 1203.7, 1209.3, 1209.1, 1206.8, 1207.3, 1211.5, 1204.6, 1202.9, 1203, 1202.3, 1207, 1209.4, 1210.9, 1210.6, 1212.8, 1210.2, 1210.3, 1208.9, 1208.3, 1209, 1207.4, 1209.3, 1209.1, 1210.5, 1210.1, 1209.5, 1209.9, 1208.1, 1207.5, 1207.6, 1206.8, 1203.4, 1204.3, 1205.8, 1206.9, 1210.8, 1215.8, 1218.8, 1227.8, 1232.9, 1234.7, 1237.5, 1231.3, 1231.6, 1232.8, 1227.2, 1227.5, 1228.4, 1228, 1226.7, 1226.5, 1224.4, 1224.2, 1221.5, 1222.9, 1230.8, 1231.7, 1230.7, 1229.3, 1231.6, 1233, 1231.3, 1231.9, 1232.7, 1229.6, 1226.6, 1226.1, 1225.9, 1223.5, 1223.3, 1217.1, 1216.3, 1217, 1217.7, 1211, 1209.5, 1206.6, 1205.2, 1204, 1207.6, 1209.1, 1212.6, 1212.2, 1210.3, 1211.1, 1209.2, 1208.2, 1207.9, 1208.9, 1209.3, 1211.2, 1215.8, 1215.7, 1221.1, 1220.5, 1216.6, 1216.7, 1217.8, 1216.9, 1219.2, 1218.8, 1217.4, 1219.3, 1218.6, 1221.6, 1225.6, 1224.6, 1223.8, 1222.8, 1223.6, 1226.1, 1226, 1231.1, 1230, 1225.9, 1228, 1228.6, 1228.7, 1228.1, 1226, 1224.2, 1226.2, 1230.6, 1237.1, 1238, 1236.1, 1244.4, 1250.2, 1248.6, 1245.6, 1238.4, 1239.7, 1230.5, 1230.3, 1229.4, 1225, 1228.5, 1236.3, 1233.3, 1234.4, 1233.4, 1234.5, 1237.2, 1241, 1239.5, 1237.4, 1236, 1233.3, 1236.5, 1234.8, 1236.4, 1239.2, 1239.8, 1242.1, 1235.1, 1239.1, 1233.6, 1233.7, 1234.5, 1237.5, 1239, 1237.6, 1236.5, 1238.1, 1240, 1239.6, 1237, 1231.4, 1233.1, 1233.4, 1236.6, 1237.1, 1229.3, 1227.6, 1217.5, 1219.2, 1220.4, 1222.3, 1226.2, 1224.9, 1222.8, 1221.9, 1221.8, 1226.4, 1226.4, 1225.2, 1226.8, 1229, 1227.3, 1230.8, 1234.1, 1235.1, 1234.9, 1229.9, 1231.3, 1229.2, 1234.6, 1232.4, 1233.8, 1232.6, 1234.6, 1239.6, 1240.9, 1239.3, 1241.1, 1241.4, 1247.2, 1244.8, 1244.4, 1245.7),     .dim = c(1000l, 1l), index = structure(c(1451386800, 1451390400, 1451394000, 1451397600, 1451401200, 1451404800, 1451408400, 1451412000, 1451415600, 1451419200, 1451422800, 1451430000, 1451433600, 1451437200, 1451440800, 1451444400, 1451448000, 1451451600, 1451455200, 1451458800, 1451462400, 1451466000, 1451469600, 1451473200, 1451476800, 1451480400, 1451484000, 1451487600, 1451491200, 1451494800, 1451498400, 1451502000, 1451505600, 1451509200, 1451516400, 1451520000, 1451523600, 1451527200, 1451530800, 1451534400, 1451538000, 1451541600, 1451545200, 1451548800, 1451552400, 1451556000, 1451559600, 1451563200, 1451566800, 1451570400, 1451574000, 1451577600, 1451581200, 1451584800, 1451588400, 1451592000, 1451595600, 1451862000, 1451865600, 1451869200, 1451872800, 1451876400, 1451880000, 1451883600, 1451887200, 1451890800, 1451894400, 1451898000, 1451901600, 1451905200, 1451908800, 1451912400, 1451916000, 1451919600, 1451923200, 1451926800, 1451930400, 1451934000, 1451937600, 1451941200, 1451948400, 1451952000, 1451955600, 1451959200, 1451962800, 1451966400, 1451970000, 1451973600, 1451977200, 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1456329600, 1456333200, 1456336800, 1456340400, 1456344000, 1456347600, 1456354800, 1456358400, 1456362000, 1456365600, 1456369200, 1456372800, 1456376400, 1456380000, 1456383600, 1456387200, 1456390800, 1456394400, 1456398000, 1456401600, 1456405200, 1456408800, 1456412400, 1456416000, 1456419600, 1456423200, 1456426800, 1456430400, 1456434000, 1456441200, 1456444800, 1456448400, 1456452000, 1456455600, 1456459200, 1456462800, 1456466400, 1456470000, 1456473600, 1456477200, 1456480800, 1456484400, 1456488000, 1456491600, 1456495200, 1456498800, 1456502400, 1456506000, 1456509600, 1456513200, 1456516800, 1456520400, 1456700400, 1456704000, 1456707600, 1456711200, 1456714800, 1456718400, 1456722000, 1456725600, 1456729200, 1456732800, 1456736400, 1456740000, 1456743600, 1456747200, 1456750800, 1456754400, 1456758000, 1456761600, 1456765200, 1456768800, 1456772400, 1456776000, 1456779600, 1456786800, 1456790400, 1456794000, 1456797600, 1456801200, 1456804800),     tzone = "", tclass = c("posixlt","posixt")), class = c("xts", "zoo"), .indexclass = c("posixlt", "posixt"), tclass = c("posixlt", "posixt"), .indextz = "", tzone = "", .class = "double")  #get 1st friday of every month nfpfri <- datsxts[.indexmday(datsxts) >= 1 & .indexmday(datsxts) <= 7 &.indexwday(datsxts) == 5] #1st friday of every month  #get following monday => if 1st friday days 1:4 1st monday, otherwise 2nd monday ifelse (.indexwday(nfpfri) >=1 &  .indexwday(nfpfri) <= 4 , postnfpmon <- datsxts[.indexmday(datsxts) >= 4 & .indexmday(datsxts) <= 7 &.indexwday(datsxts) == 1], postnfpmon <- datsxts[.indexmday(datsxts) >= 8 & .indexmday(datsxts) <= 10 &.indexwday(datsxts) == 1])   #merge friday , monday, put 1 column, , eliminate na's nfp <- merge(nfpfri, postnfpmon) nfp <- rowsums(nfp,na.rm = true)  

code provides subset called nfp containing prices 2 days. has 1 problem: using rowsums results in nfp having no datetime index.

• question: how merge xts objects 1 column without losing datetime information?
• bonus: possible achieve same subset 1 line of code? (i.e. use of ifelse, merge , rowsums seems inefficient)

****(note: odd reason if put data/xts code in less 8 lines loading data gives error message)****

edit: replaced cbind merge preserve column names.

the bls website has listed recent , forthcoming dates http://www.bls.gov/schedule/news_release/empsit.htm :

reference month release date    release time october 2015    nov. 06, 2015   08:30 november 2015   dec. 04, 2015   08:30 december 2015   jan. 08, 2016   08:30 january 2016    feb. 05, 2016   08:30 february 2016   mar. 04, 2016   08:30 march 2016  apr. 01, 2016   08:30 april 2016  may 06, 2016    08:30 may 2016    jun. 03, 2016   08:30 june 2016   jul. 08, 2016   08:30 july 2016   aug. 05, 2016   08:30 august 2016 sep. 02, 2016   08:30 september 2016  oct. 07, 2016   08:30 october 2016    nov. 04, 2016   08:30 november 2016   dec. 02, 2016   08:30 

notice 2 items not "first friday". method suggested dirk in cited posting fridays implemented with:

 library(rcppbdt)  for( y in 2015:2016){ for(m in 1:12){print( getnthdayofweek(first, fri, m, y))}}  [1] "2015-01-02" [1] "2015-02-06" [1] "2015-03-06" [1] "2015-04-03" [1] "2015-05-01" [1] "2015-06-05" [1] "2015-07-03" [1] "2015-08-07" [1] "2015-09-04" [1] "2015-10-02" [1] "2015-11-06" [1] "2015-12-04" [1] "2016-01-01" [1] "2016-02-05" [1] "2016-03-04" [1] "2016-04-01" [1] "2016-05-06" [1] "2016-06-03" [1] "2016-07-01" [1] "2016-08-05" [1] "2016-09-02" [1] "2016-10-07" [1] "2016-11-04" [1] "2016-12-02" 

and fridays:next mondays request, added device:

i=-1; for( y in 2015:2016){ for(m in 1:12){                                 i=i+2;                                 x[i] <- getnthdayofweek(first, fri, m, y)                                 x[i+1] <- x[1] + 3 }} #---------  x  [1] "2015-01-02" "2015-01-05" "2015-02-06" "2015-01-05" "2015-03-06" "2015-01-05"  [7] "2015-04-03" "2015-01-05" "2015-05-01" "2015-01-05" "2015-06-05" "2015-01-05" [13] "2015-07-03" "2015-01-05" "2015-08-07" "2015-01-05" "2015-09-04" "2015-01-05" [19] "2015-10-02" "2015-01-05" "2015-11-06" "2015-01-05" "2015-12-04" "2015-01-05" [25] "2016-01-01" "2015-01-05" "2016-02-05" "2015-01-05" "2016-03-04" "2015-01-05" [31] "2016-04-01" "2015-01-05" "2016-05-06" "2015-01-05" "2016-06-03" "2015-01-05" [37] "2016-07-01" "2015-01-05" "2016-08-05" "2015-01-05" "2016-09-02" "2015-01-05" [43] "2016-10-07" "2015-01-05" "2016-11-04" "2015-01-05" "2016-12-02" "2015-01-05" 

note: i'm on mac r 3.3.0 , new gfortran compiler, seems still "just work".