[R-SIG-Finance] Extracting OHLC from trade price series

[adschai at optonline.net]

Hi - I have a trade price series whose file is really big. My first question is, is there any existing routine in R to extract OHLC (Open-High-Low-Close) of specified interval from irregular trade price series?

My second question is from my attempt to do this. The logic is not difficult but I am not familiar with fCalendar package especially timeDate object.

First of all, I do:

timeDate('2007-11-01',zone='GMT'); # I expect '2007-11-01 00:00:00 GMT'

The result sometimes show '2007-11-01 GMT' or '2007-10-31 18:00:00 Central standard time'. My question is how do I specify display format, says in 'EST' consistently? Note that my machine time locale is CST.

Third question, I try to generate a sequence of OHLC bar given a user input date. For example, I am interested in extracting OHLC from 6:00:00 EST to 14:30:00 EST on every weekday. How can I do that? 

Thank you,

- adschai