[R-SIG-Finance] Time indexation after selection in an xts object

[Karim]

Hi,

 

My xts object : SP500TiSa

 

> head(SP500TiSa)

 

                        BID  OFR   PRICE SIZE
2012-01-23 06:00:58 1306.75 1307 1307.00    2
2012-01-23 06:00:58 1306.75 1307 1306.75    6
2012-01-23 06:00:58 1306.75 1307 1307.00    1
2012-01-23 06:00:58 1306.75 1307 1307.00    2
2012-01-23 06:00:59 1306.75 1307 1307.00    1
2012-01-23 06:00:59 1306.75 1307 1307.00    1

 

What I want to do is to calculate the cumulated sum of the column SIZE of
the records of day 2012-01-24 but I want the resulting selection to keep the
time information

 

> s=cumsum(SP500TiSa$SIZE['2012-01-24'])
 

 

When I plot s, that's ok, I have the time information on the x-axis of the
graph :

 

> plot(s,type="l")
 

 
But when I display s on the console :

 

> head(s)
           SIZE
2012-01-24    4
2012-01-24    5
2012-01-24    6
2012-01-24   16
2012-01-24   17
2012-01-24   32
 
We have only the day information on the index. The time info is lost, how to
keep it ?
 
Thank you

 

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