[R-SIG-Finance] Milliseconds to proper date/time class

guiseppe.milicia at hsbcib.com guiseppe.milicia at hsbcib.com
Fri Feb 8 11:49:25 CET 2008


Guys,

I'm importing high frequency time series data into R. I'm using the zoo
timeseries class which works quite well.

At the moment the times of my series are specified as milliseconds since
epoch. The issue is that the X axis in plots is not all that useful, the
same goes for things like window, etc.

I was wondering what would be the reccomended way to convert from that
representation to a proper date/time representation that works with zoo,
e.g. Posixct?

I would imagine this to be a rather common  problem, but my searches have
been unfruitful...

Cheers,

-- Giuseppe

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