[R-SIG-Finance] [R-sig-finance] xts feature
kafkaz
kafka at centras.lt
Mon Jan 26 18:12:28 CET 2009
Hi,
I have xts object like this:
Open High Low Close Volume WAP hasGaps Count
2009-01-07 15:30:00 917.25 920.00 913.75 918.00 213846 917.00 0 27968
2009-01-07 16:00:00 918.25 919.75 909.50 912.00 324639 913.00 0 43038
2009-01-07 17:00:00 912.25 918.50 910.75 917.25 216257 914.75 0 28348
2009-01-07 18:00:00 917.50 917.50 910.50 911.00 151387 914.00 0 21369
2009-01-07 19:00:00 911.00 914.50 906.25 906.50 185240 910.50 0 23381
2009-01-07 20:00:00 906.50 907.75 902.25 903.00 231738 905.00 0 30068
2009-01-07 21:00:00 903.00 905.25 898.75 904.25 365659 902.00 0 42882
2009-01-07 22:00:00 904.00 905.50 903.00 905.25 79034 904.25 0 6445
2009-01-08 15:30:00 898.50 900.75 893.75 895.75 195798 897.50 0 24943
2009-01-08 16:00:00 895.50 903.75 893.50 902.00 314974 898.25 0 39624
2009-01-08 17:00:00 902.00 904.75 895.75 897.00 223484 900.00 0 31627
2009-01-08 18:00:00 897.00 902.25 896.50 898.75 122442 899.25 0 17533
2009-01-08 19:00:00 898.75 899.00 894.25 897.50 138558 896.50 0 19243
2009-01-08 20:00:00 897.50 905.50 896.50 904.00 217668 901.25 0 28658
2009-01-08 21:00:00 904.00 907.75 899.00 907.50 301768 903.50 0 36725
2009-01-08 22:00:00 907.50 907.50 905.50 907.00 52999 906.50 0 4100
Is it possible to find the average volume per hour?
I want to see, what was the volume at 15:30, 16:00 and so on.
Should I write my own function? Can I find something useful?
Thank you.
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