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

[Hasan Diwan]

On 16 April 2011 10:01, 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

ticks['2010-08-04 11:50:00::2011-08-04 11:55:00'] works brilliantly
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