[R-SIG-Finance] XTS: creating daily bars from tick data with specific starting/ending times

soren wilkening me at censix.com
Fri Jun 10 11:11:52 CEST 2011


you may want to look at the endpoints() function. I think it is either
included in the 'xts' package or in 'quantmod'. You can pretty much generate
endpoints for any scale that you can think of. Use the k=... parameter of
the function to do funky aggregates.



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