[R] irregular time series and multiple, overlaid plots

[falcon]

I am new to R and am trying to solve the following problem:

I have a data file containing tick-by-tick, millisecond level prices for
some stocks.  I have another file or two containing orders and trades,
again, with millisecond time-stamps.  Both of these files are irregularly
spaced and the time stamps are in an iso format (<date>
<time>.<millisecond>)

I would like to create a price chart, and overlay on it the times and prices
at which orders were sent out and trades were received.

My purpose is basically to visualize the data to help me pinpoint problems
and visually describe a day's trading activity.  I am not (yet) interested
in any detailed statistical analysis.

>From what I have read, the basic time series (ts) object is not appropriate
since it is only for regularly spaced time series.  The few examples I have
seen for the 'its' package, generate an artificial time series, rather than
reading from a file, extracting out relevant columns (say a time stamp
column and a price column) and converting that to the right time series
object (including taking care of time stamp formats).

Any idea how I can approach this problem?

Thanks
Falcon
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