[R-SIG-Finance] Transforming Price Timeseries

[Johannes Lips]

Hello,

I have a little problem for which I don't have a solution. I have 
electricity prices for each hour of the day, since that's the normal 
form of contracts traded at energy exchanges.

The current format looks like this:
         Date EEXHR01 EEXHR02 EEXHR03 ... EEXHR22 EEXHR23 EEXHR24
1 2000-06-16   12.43   12.40   12.40 ... 15.45   14.57   14.57
2 2000-06-17   10.06   10.04   10.04 ... 12.82   12.83   12.82
3 2000-06-18   10.08   10.08    9.00 ... 11.78   11.80   11.78
4 2000-06-19   12.05   12.05   10.05 ...  16.42   14.95   14.95

I now would to transform this daily data into hourly data and make a 
'continous' time series. Something like:
Date			EEXPrice
2000-06-16-01:00	12.43
2000-06-16-02:00	12.40
.			.
.			.
.			.
2000-06-16-24:00	14.57

Is this possible with R or should I use something different?
If you need more information, just ask, pleas.

Thanks in advance!

Best Regards,

Johannes