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

[Jeff Ryan]

To directly answer the question though, that format is ISO 8601, which is just the standard way of unambiguously representing dates and times. 

Best,
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Apr 3, 2012, at 8:14 PM, algotr8der <algotr8der at gmail.com> wrote:

> Hi Alain - thanks for the suggestion.
> 
> I tried to feed the first column of the data frame object created by
> RBloomberg  to with_tz() and I got the following error:
> 
>> head(SMH)
>                                           time  open   high    low close
> numEvents volume
> 2011-09-19T13:30:00.000 2011-09-19T13:30:00.000 30.52 30.550 30.460 30.49      
> 319 105000
> 2011-09-19T13:31:00.000 2011-09-19T13:31:00.000 30.48 30.520 30.470 30.50      
> 198  63700
> 2011-09-19T13:32:00.000 2011-09-19T13:32:00.000 30.49 30.590 30.480 30.56      
> 260  98800
> 2011-09-19T13:33:00.000 2011-09-19T13:33:00.000 30.56 30.610 30.530 30.53      
> 106  20900
> 2011-09-19T13:34:00.000 2011-09-19T13:34:00.000 30.53 30.545 30.525 30.53       
> 89  24900
> 2011-09-19T13:35:00.000 2011-09-19T13:35:00.000 30.53 30.540 30.495 30.53      
> 648 159000
> 
>> with_tz(SMH[,1], "EST")
> Error in UseMethod("reclass_date", orig) : 
>  no applicable method for 'reclass_date' applied to an object of class
> "character"
> 
>> with_tz(SMH[,1], tz="America/New_york")
> Error in UseMethod("reclass_date", orig) : 
>  no applicable method for 'reclass_date' applied to an object of class
> "character"
> 
> Firstly, I'm not sure why RBloomberg creates the date/timestamp as follows:
> 
> 2011-09-19T13:35:00.000
> 
> Why attach a 'T' between the date and the time? This type of format looks
> very foreign to me and my guess is this is why with_tz returns an exception. 
> 
> Any thoughts would be greatly appreciated. Thank you.
> 
> 
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