[R-SIG-Finance] Adding milliseconds to zoo object
Yuri Volchik
volchik2000 at list.ru
Wed Dec 26 12:01:47 CET 2007
I've read already some discussions concerning milliseconds as an index in
zoo index and was wondering if there is a simple solution to differentiate
ticks which come with 1 second timestamp resolution by adding index for rows
with the same timestamp.
One of the solutions would be just to create an index with length of
nrows(x) and consider them as milli(micro)seconds, so my index will look
like:
2007-12-24 06:14:00.154 22.00
2007-12-24 06:14:00.155 22.00
2007-12-24 06:15:00.156 22.00
2007-12-24 06:15:00.157 22.00
So with solution order of the observations(ticks) is preserved, though the
solution is not very nice.
Is there a way to create index in the following way?
2007-12-24 06:14:00.154 22.00
2007-12-24 06:14:00.155 22.00
2007-12-24 06:15:00.001 22.00
2007-12-24 06:15:00.002 22.00
So this index will be in effect number(position) of the tick in the second.
Thanks
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