I am wondering if there is a good way to work with data that is indexed in
time, via timestamps with a resolution in milliseconds.  As I understand it,
the POSIX classes have a resolution i n terms of seconds, and will not
process fractional seconds from a string.  Is this correct.  I realize that
this may be a little unclear.  Here is what I am trying to do:

 

A data frame with a time series and a price series, there the time series is
of the form:

"2009-09-30 10:00:00.543"

 

I ultimately like to create an xts object out of this data frame, or some
other object where I can easily work with times (find out how much time has
elapsed, between entries, etc).

 

Using, for example, the code:

as.POSIXct("2009-09-30 10:00:00.543", "%Y-%m-%d %H:%M:%S", tz="UTC")

I find this returned:

                "2009-09-30 10:00:00 UTC"

 

>From various experiments similar to the above, and from the forums, it first
seemed like POSIX could not process millisecond time stamps.  However, when
I call:

                Sys.time()

I get a POSIX object that has millisecond timestamps:

                "2011-03-24 13:11:52.79 EDT"

 

 

This has made me confused.  Does anyone know a way to go from a string
containing time data to a POSIX object with millisecond timestamps?

 

Thanks

Madaliso


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