[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/
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