[R-SIG-Finance] select subset from xts time series object.

Noah Silverman 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?


Noah Silverman
Smart Media Corp.
Tel: (323) 653-1900 x5207

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