[R-SIG-Finance] select subset from xts time series object.
noah at smartmediacorp.com
Sat Apr 16 19:01:06 CEST 2011
Thanks to Jeff Ryan's help, I was able to get my data into a nice XTS format. I then followed his suggestion to use the make.index.unique() function to ensure that each tick had a slightly different time. Everything looks great!
Now, I want to select subsets of the data for short intervals - perhaps 5 minutes in size.
For example, I want all the entries between:
2010-08-04 11:50:00 and 2010-08-04 11:55:00
I tried: ticks[' 2010-08-04 11:50:00' :'2010-08-04 11:55:00' , ] It failed
Then: ticks[as.POSIXct(' 2010-08-04 11:50:00') : asPOSIXct('2010-08-04 11:55:00' ), ] Also fails
Can anyone point me in the right direction?
Smart Media Corp.
Tel: (323) 653-1900 x5207
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