[R-SIG-Finance] Filtering Tick Data

[Oliver Faulhaber]

Hi all!

After trying various approaches throughout the last two hours, I hope to 
get help from this list:

- I have a timeSeries object with tick data for a whole day:

   2007-01-01 09:00:00 6000
   2007-01-01 09:00:15 6001
   2007-01-01 09:00:20 6002
   2007-01-01 09:00:50 6003
   2007-01-01 09:01:00 6004
   2007-01-01 09:01:35 6005
   2007-01-01 09:01:55 6006
   2007-01-01 09:02:05 6008

- I want to get a timeSeries object with data at an one-minute interval.
   If there exists no price for the specific time, the function should
   return an interpolated value:

   2007-01-01 09:00:00 6000
   2007-01-01 09:01:00 6004
   2007-01-01 09:02:00 6007

Can I just modify the existing alignDailySeries function or is there a 
easier way to achieve this?

Many thanks for your help in advance
Oliver