[R-SIG-Finance] how do I convert RBloomberg tick data into xts format?

Brian G. Peterson brian at braverock.com
Tue Dec 13 03:36:40 CET 2011


?strftime

contains your answers.  Please at least demonstrate that you've tried.
Next time, post a reproducible example.

On Mon, 2011-12-12 at 20:16 -0600, Michael wrote:
> Hi all,
> 
> The RBloomberg returned 1min bar data is a data.frame of the following
> format:
> 
> How do I convert it into xts format?
> 
> since it's 1min bar, I don't need the "seconds" in time stamps...
> 
> I have been stuck at this for a few hours... please help me! thanks a lot!
> 
> time open high low close
> 
> 2011-05-30T22:00:00.000 2011-05-30T22:00:00.000 1330.9 1330.9 1330.9 1330.9
> 
> 2011-05-30T22:01:00.000 2011-05-30T22:01:00.000 1331.2 1331.4 1331.2 1331.4
> 
> 2011-05-30T22:02:00.000 2011-05-30T22:02:00.000 1331.5 1331.8 1331.5 1331.8
> 
> 2011-05-30T22:05:00.000 2011-05-30T22:05:00.000 1331.6 1331.6 1331.6 1331.6
> 
> 2011-05-30T22:07:00.000 2011-05-30T22:07:00.000 1331.5 1331.5 1331.5 1331.5
> 
> 2011-05-30T22:11:00.000 2011-05-30T22:11:00.000 1331.6 1331.6 1331.6 1331.6
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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