[R-SIG-Finance] How to merge Date and Time in a single value ?

Gabor Grothendieck ggrothendieck at gmail.com
Tue Jun 17 19:11:20 CEST 2008


Try:

quotes <- read.csv("GBPUSD-30mn.txt", as.is = TRUE)
library(chron)
dt <- chron(DF$date, paste(DF$time, "00", sep = ":"))

Check out R News 4/1 for article on dates.


On Tue, Jun 17, 2008 at 12:47 PM,  <pierre8r-list at yahoo.fr> wrote:
> Hello,
>
> I am a newbie with R.
> I try to import stock quotes in R.
>
> Samples stock quotes :
>
> date ,time ,open ,high ,low ,close ,volume
> 12/29/2006,00:00,1.963,1.963,1.96195,1.96195,-1
> 12/29/2006,00:30,1.96195,1.9624,1.96195,1.962,-1
> 12/29/2006,01:00,1.962,1.9622,1.9608,1.961,-1
> 12/29/2006,01:30,1.961,1.9619,1.96095,1.96105,-1
> 12/29/2006,02:00,1.96105,1.96185,1.96105,1.9617,-1
> 12/29/2006,02:30,1.9617,1.9624,1.9616,1.9621,-1
> 12/29/2006,03:00,1.9621,1.96215,1.96155,1.96175,-1
> 12/29/2006,03:30,1.96175,1.96205,1.9615,1.96205,-1
> 12/29/2006,04:00,1.96205,1.9626,1.962,1.96235,-1
> 12/29/2006,04:30,1.96235,1.96305,1.96215,1.96275,-1
> 12/29/2006,05:00,1.96275,1.96345,1.96245,1.96325,-1
> 12/29/2006,05:30,1.96325,1.9639,1.96325,1.96375,-1
> 12/29/2006,06:00,1.96375,1.9647,1.9637,1.9646,-1
> 12/29/2006,06:30,1.9646,1.9657,1.964,1.964,-1
> 12/29/2006,07:00,1.964,1.96535,1.96385,1.9651,-1
>
>
> I wrote a few lines of R.
>
> Code:
>
> quotes <- read.csv2("GBPUSD-30mn.txt", header = TRUE, sep = ",", dec=".")
> quotes
> names(quotes)
>
>
> The result does not agree me.
> I would like to have the date and time data in a single value.
> The goal is then to display these stock prices as a graph.
>
> Regards,
>
> Pierre8r
>
>
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