[R] Two time measures

[Bill.Venables at csiro.au]

I think all you need is 

?split 

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Eduardo de Oliveira Horta
Sent: Sunday, 28 November 2010 8:02 AM
To: r-help at r-project.org
Subject: [R] Two time measures

Hello!

I have a csv file of intra-day financial data (5-min closing prices) that
looks like this: (obs - the dates are formated as day/month/year, as is
usual here in Brazil)

Date;Time;Close
01/09/2009;10:00;56567
01/09/2009;10:05;56463
01/09/2009;10:10;56370
##(goes on all day)
01/09/2009;16:45;55771
01/09/2009;16:50;55823
01/09/2009;16:55;55814
##(jumps to the subsequent day)
02/09/2009;10:00;55626
02/09/2009;10:05;55723
02/09/2009;10:10;55659
##(goes on all day)
02/09/2009;16:45;55742
02/09/2009;16:50;55717
02/09/2009;16:55;55385
## (and so on to the next day)

I would like to store the intra-day 5-min prices into a list, where each
element would represent one day, something like
list[[1]]
"price at time 1, day 1"
"price at time 2, day 1"
...
"price at time n_1, day 1"

list[[2]]
"price at time 1, day 2"
"price at time 2, day 2"
...
"price at time n_2, day 2"

and so on.

As the "n_1", "n_2", etc, suggest, each day have its own number of
observations (this reflects the fact that the market may open and close at
varying daytimes). I have guessed that a list would be a better way to store
my data, since a matrix would be filled with NA's and that is not exactly
what I'm looking for.

Thanks in advance, and best regards,

Eduardo Horta

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