[R-SIG-Finance] passing fraction of seconds in xts object

[Brian G. Peterson]

?as.POSIXct
?strftime # for the format string

This topic has been covered so many times on this list that a simple 
archive search for 'xts' and 'POSIXct' should have provided enough 
pointers if the documentation did not.

your date_time should not be a column in your data but should be the 
index of your data

something like:

options(digits.secs=6)
x <- data
x.xts <- xts(x[,"price"],order.by=as.POSIXct(x[,"date_time"],"%y-%m-%d 
%H:%M:%OS" ))

Regards,

    - Brian

sunil wrote:
> Dear R User,                   I am creating a xts object for trading data.
> Initially I am passing date_time_stamp and price in xts object as follows
> price
> 12.13
> 12.44
> 12.32
> 12.54
> etc.
> date_time
> "2009-07-23 09:55:01.456"
> "2009-07-23 09:55:01.717"
> "2009-07-23 09:55:02.632"
> "2009-07-23 09:55:02.564"
> etc.
>
> data=xts(price,as.POSIXct(date_time))
>  #don't know better way if there any. If I pass the date_stamp without
> as.POSIXct it gives me an error, since date_time is character object.
>
> here data will not have milliseconds part. Any help?
> Suneel
>
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock