[R-SIG-Finance] [R-sig-finance] Importing intra day data

[ehxpieterse]

Hi,

I am reading intra day data into R using:

EWW <- read.table("EWW.txt", sep=",", header =TRUE)

EWW text file:

"Date","Time","Open","High","Low","Close","Volume"
07/01/1998,10:07:00,12.63,12.63,12.63,12.63,500
07/01/1998,10:27:00,12.75,12.75,12.75,12.75,100
07/01/1998,10:29:00,12.75,12.75,12.75,12.75,100
07/01/1998,11:07:00,12.75,12.75,12.75,12.75,100
07/01/1998,13:49:00,12.75,12.75,12.75,12.75,1000
07/01/1998,14:15:00,12.94,12.94,12.94,12.94,600

I think I am having trouble converting the data to xts type, due to the date
and time fields being contained in seperate variables. 

> EWW.xts <- as.xts(EWW)
Error in as.POSIXlt.character(x, tz, ...) : 
  character string is not in a standard unambiguous format

Has anyone come across a similar problem before?

Thanks,
Eduard

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