[R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?

[Jeffrey Ryan]

Use a time series class.  This has all been solved thousands of times
before in private and on the lists.

Jeff

On Thu, Jan 19, 2012 at 12:43 PM, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
>
> I have data in the following format:
>
> How do I bucket the data into 5 min bins and then compute the median of
> quotes in the bins?
>
> Currently the "DateTimeStamps" are "factors" in the data frame and I
> ordered the rows according to these DateTimeStamps
>
> Thanks a lot!
>
> Bid           Offer      DateTimeStamps
>
> 46.00       46.10     2006-06-16 12:12:00.082225
>
>        [[alternative HTML version deleted]]
>
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
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