[R-SIG-Finance] reading forex data zoo or xts?

[Gabor Grothendieck]

On Sat, Sep 4, 2010 at 10:49 AM, Andres Susrud <andres.susrud at gmail.com> wrote:
> Hi,
>
> I'm having some problems reading a time series data set with 2 columns of
> time.
> The dataset consist of the following columns:
> "Date","Time","Open","High","Low","Close","TotalVolume"
>
> which would be desirable, easiest for handling the dataset, xts? or zoo?
>
> any suggestions for the read command as well?
>

read.zoo can read date and time in two columns by specifying a vector
or list to index. Be sure you have the latest version of zoo since
this is a feature that was added in recent versions of the package.

Lines <- "Date Time Value
01/23/2000 10:12:15 12.12
01/24/2000 11:10:00 15.00"

library(zoo)
library(chron)
z <- read.zoo(textConnection(Lines), header = TRUE,
	index = list(1, 2), FUN = chron)

read.zoo can read input data with two columns for time.

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