[R-SIG-Finance] How to read minutes data from csv files with getSymbol in quantmod?
Wind
windspeedo at qq.com
Mon Nov 24 17:06:21 CET 2008
The following code could read the csv file but the time is trimmed to Dates.
Any way we could read minutes data from csv as easy as getSymbols?
Thanks.
Codes:
require(quantmod)
getSymbols('EURO1',src="csv",dir="d:/datacenter/dataexchange")
Output:
> EURO1[1:5]
EURO1.Open EURO1.High EURO1.Low EURO1.Close EURO1.Volume EURO1.Adjusted
2008-11-11 1.25490 1.25495 1.25410 1.25440 0 0
2008-11-11 1.25525 1.25555 1.25490 1.25490 0 0
2008-11-11 1.25665 1.25665 1.25525 1.25525 0 0
2008-11-11 1.25725 1.25725 1.25655 1.25665 0 0
2008-11-11 1.25735 1.25775 1.25715 1.25725 0 0
Warning message:
In zoo(rval, x.index[i]) :
some methods for “zoo” objects do not work if the index entries in ‘order.by’ are not unique
>
Contents of d:/datacenter/dataexchange/EURO1.csv
"","Open","High","Low","Close","Volum","Adjusted"
"2008/11/14 22:57:00",1.272625,1.27345,1.27225,1.272775,0,0
"2008/11/14 22:56:00",1.2709,1.27265,1.27075,1.27265,0,0
"2008/11/14 22:55:00",1.268925,1.27115,1.268925,1.27085,0,0
"2008/11/14 22:54:00",1.269275,1.269375,1.268725,1.268925,0,0
"2008/11/14 22:53:00",1.26975,1.269775,1.26915,1.26925,0,0
"2008/11/14 22:52:00",1.27005,1.27035,1.26955,1.269725,0,0
"2008/11/14 22:51:00",1.27055,1.27055,1.26975,1.270025,0,0
"2008/11/14 22:50:00",1.2704,1.27075,1.270225,1.27055,0,0
"2008/11/14 22:49:00",1.26995,1.27055,1.26965,1.270375,0,0
"2008/11/14 22:48:00",1.26955,1.26995,1.26885,1.269925,0,0
More information about the R-SIG-Finance
mailing list