[R-SIG-Finance] [R-sig-finance] xts. Change the way time series is build ( minutes ).
Pierre8rou
pierre8r-nabble at yahoo.fr
Mon Aug 4 20:04:41 CEST 2008
Hi,
Follow a sample showing how is build a hourly time frame from xts and from a
trading software
There is a difference with the minutes.
Is it possible to change the way time frame is build with xts ?
Hourly time frame build with a trading software
--------------------------------------------
2008.07.01,00:00,1.5754,1.5758,1.5747,1.5748,132
2008.07.01,01:00,1.5747,1.5761,1.5747,1.5760,242
2008.07.01,02:00,1.5761,1.5766,1.5745,1.5746,309
2008.07.01,03:00,1.5745,1.5751,1.5727,1.5739,333
Hourly time frame build with xts
------------------------------
2008.07.01,00:59,1.5754,1.5758,1.5747,1.5748,132
2008.07.01,01:59,1.5747,1.5761,1.5747,1.5760,242
2008.07.01,02:59,1.5761,1.5766,1.5745,1.5746,309
2008.07.01,03:59,1.5745,1.5751,1.5727,1.5739,333
Pierre8r
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