[R-SIG-Finance] extract a particular hour of tick data from multiple days form xts object

[Muhammad Abuizzah]

Hi,

I have an xts dataframe called a1.  Its tick data for many months.  The data is already in xts format so the first column is the index.
I reviewed the xts manual and on page 5 of the xts package manual it talks about extracting recurring times between 8:30 to 15:00 using the code  .parseISO8601('T08:30/T15:00')
My objective is to assign names to certain recurring times such as to call the ticks prior to 9:30 "premarket" so obviously it's to work on a certain hour across all dates

It wasn't clear from the manual's example above how to construct the code so I tried the following and none worked:-

premkt <- a1 [.parseISO8601('T06:30/T9:30'),]  ## used the example supplied by the manual to specify the rows I want from my dataframe


premkt <- .parseISO8601(a1,'T06:30/T9:30')  ## again I wasn't sure how to use the example in the package so I tried to use the time bracket as an argument for a parseISO8601 function with my dataframe as the first argument



also tried  premkt <- a1['T06:30/T9:30' ]  ## I saw a question by someone in which such or similar code was used.

Thanks for the help in advance!!

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