[R-SIG-Finance] R Bloomberg for intraday prices

[Ledon, Alain]

Use the lubridate package. Here are some links

http://cran.r-project.org/web/packages/lubridate/index.html

http://www.jstatsoft.org/v40/i03/paper

http://www.r-statistics.com/2012/03/do-more-with-dates-and-times-in-r-with-lubridate-1-1-0/


Alain

(646)781-2698

-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of algotr8der
Sent: Sunday, April 01, 2012 3:36 PM
To: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] R Bloomberg for intraday prices

Were you able to get an answer to this question?

The timestamp is in UTC time - so how does one convert this time to US
trading hours i.e 9:30 to 4pm? How does one handle the day light savings
hours etc...    

Appreciate the feedback.

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