[R-SIG-Finance] as.POSIXct issue

[Joshua Ulrich]

This is really more suited for R-help.  I'm surprised you weren't able
to find the answer in the documentation.

>From ?as.POSIXct:

  format: character string giving a date-time format as used by ‘strptime’.

Which points you to 'strptime'.  From ?strptime:

  format: A character string.  The default for the ‘format’ methods is
          ‘"%Y-%m-%d %H:%M:%S"’ if any component has a time component
          which is not midnight, and ‘"%Y-%m-%d"’ otherwise.  If
          ‘options("digits.secs")’ is set, up to the specified number
          of digits will be printed for seconds.

--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



On Wed, Dec 29, 2010 at 12:09 PM, Nick Torenvliet
<nick.torenvliet at gmail.com> wrote:
> Hey all, happy new year to everyone!
>
> Little problem with some intraday data...
>
> I am working with a data.frame with the following format
>
>                 Date          amp1      amp2       amp3      amp4
> amp5      amp6
> 1 19-10-2010 10:00:00 107.9531 105.6093 107.7965 109.1090 105.7922 107.4480
> 2  19-10-2010 9:00:00 110.4417 104.5610 106.9595 108.7497 105.5956 106.2880
> 3  19-10-2010 8:00:00 107.9917 105.0005 107.3482 108.6856 105.7174 107.6556
> 4  19-10-2010 7:00:00 109.1250 105.3563 107.8153 106.7011 106.5455 107.4221
> 5  19-10-2010 6:00:00 106.9048 104.7166 107.6824 106.0305 105.4604 108.3743
> 6  19-10-2010 5:00:00 108.2507 105.9069 107.6404 107.9394 106.0853 108.6718
>
> I would like to convert to xts So I do something like
>
>> xamps <- as.xts(amps[,-1],order.by=as.POSIXct(amps[,1]))
>
> and get
>
>> head(xamps)
>                  amp1      amp2       amp3      amp4      amp5      amp6
> 0009-10-20 111.4689 109.7270 106.1861 106.6256 106.0793 103.8423
> 0009-10-20 108.7130 109.9188 105.9373 106.9048 104.9599 104.5320
> 0009-10-20 109.7888 110.9390 107.3443 103.5092 105.9069 104.9364
> 0009-10-20 108.3422 110.2832 105.6447 106.0327 105.0138 103.5630
> 0009-10-20 109.1262 109.6370 106.2502 106.6233 104.6663 103.3754
> 0009-10-20 108.1395 110.4855 105.2810 104.1202 105.0546 103.2907
>
> I've narrowed the issue down to the as.POSIXct statement... and have
> consulted the literature/experimented to no avail.
>
> So what arguments do I need to supply the as.POSIXct to convert a character
> vector fomatted as "dd-mm-YYYY hh:mm:ss" to an equivalent xts index?
>
> Thanks in advance,
>
> Nick
>
>        [[alternative HTML version deleted]]
>
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