[R-SIG-Finance] select subset from xts time series object.
hasan.diwan at gmail.com
Sat Apr 16 19:12:57 CEST 2011
On 16 April 2011 10:01, Noah Silverman <noah at smartmediacorp.com> wrote:
> 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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