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

[Jeff Ryan]

Very close. 

Try:
ticks[' 2010-08-04 11:50:00/2010-08-04 11:55:00' , ]

The subsetting works off of one string, your were applying the : operator in R to a character string instead. 

HTH
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Apr 16, 2011, at 12:01 PM, Noah Silverman <noah at smartmediacorp.com> wrote:

> Hi,
> 
> 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?
> 
> Thanks!
> 
> --
> Noah Silverman
> Smart Media Corp.
> WebClipping.com
> Tel: (323) 653-1900 x5207
> 
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