[R-SIG-Finance] timeDate conversion [C1]

[anass.mouhsine at sgcib.com]

Hello,

I am carrying out some research on tick data and I am faced to a date
problem when trying to transform my dataset into timeSeries.
My date time is written this way
"2005-04-08 08:30:35.916"
where I used this format "%Y-%m-%d %H:%M:%OS" to benfit from the
tick-by-tick information.
I have a problem when I convert this character object to timeDate

> dates.tmp=timeDate("2005-04-08 08:30:35.916",format="%Y-%m-%d %H:%M:%OS")
Error in if (sum(lt$sec + lt$min + lt$hour) == 0) isoFormat = "%Y-%m-%d" :
        missing value where TRUE/FALSE needed
In addition: Warning message:
Unknown Format Specification in: .whichFormat(charvec)

when debugging, I've found the problem coming from the function
..whichFormat(charvec) that don't recognize the format of the input.
Browse[1]> .whichFormat(charvec)
[1] "unknown"
Warning message:
Unknown Format Specification in: .whichFormat(charvec)

Have anyone faced this kind of issue?

Thank you

Anass Mouhsine





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