[R-SIG-Finance] Filtering Tick Data

[Brian G. Peterson]

On Sunday 25 February 2007 19:04, Oliver Faulhaber wrote:
> - 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:

I would suggest the "aggregate" function from library "zoo" to coerce your 
irregular timeseries into a regular one-minute (or whatever) timeseries.

Regards,

   - Brian

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