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

DavidM.UK david.merritt at bris.ac.uk
Thu Mar 20 12:27:28 CET 2008


If you're dealing with tick data (which is usually extensive) I'd advise you
do any time/date processing outside of R.  My suggestion would be to use
Perl to format the dates and then read the data into R, this is how I deal
with tick data at least.

Best,

David

anass.mouhsine wrote:
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> *************************************************************************
> This message and any attachments (the "message") are con...{{dropped:10}}
> 
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. 
> -- If you want to post, subscribe first.
> 
> 

-- 
View this message in context: http://www.nabble.com/timeDate-conversion--C1--tp15184361p16176711.html
Sent from the Rmetrics mailing list archive at Nabble.com.



More information about the R-SIG-Finance mailing list