[R-SIG-Finance] readcsvIts

Armstrong, Whit whit.armstrong at hcmny.com
Tue May 22 17:13:31 CEST 2007


I believe you need:

its(readcsvIts("brenthf.csv",informat="%d/%m/%Y %H:%S"))


> -----Original Message-----
> From: r-sig-finance-bounces at stat.math.ethz.ch 
> [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of 
> Vorlow Constantinos
> Sent: Tuesday, May 22, 2007 10:52 AM
> To: r-help at stat.math.ethz.ch
> Cc: r-sig-finance at stat.math.ethz.ch
> Subject: [R-SIG-Finance] readcsvIts
> 
> Hello,
>  
> I am trying to read a .CSV file from Bloomberg of prices (for an "its"
> series) of the following format:
>  
>              Date	      Price	
> 23/10/2006 09:59	 57.291	
> 23/10/2006 10:01	 57.221	
> 23/10/2006 10:02	 57.201	
> 23/10/2006 10:03	 57.231	
> 23/10/2006 10:04	 57.191	
> 23/10/2006 10:05	 57.191	
> 23/10/2006 10:06	 57.141	
> 23/10/2006 10:07	 57.081	
>  
>  
> I get the following:
>  
> > its.format("%d/%m/%Y %X")
> [1] "%d/%m/%Y %X"
> > brent<-its(readcsvIts(filename="brenthf.csv"))
> Error in validObject(.Object) : invalid class "its" object: 
> Missing values in dates
> > 
> 
> What am I doing wrong? Used %H:%S as well but nothing improved...
>  
> The csv file looks fine...
>  
> Using the latest versions of R and its library on windows XP.
>  
> Thanks in advance,
> Costas
>  
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