[R-SIG-Finance] XTS plot of intra-daily stock prices

Jeffrey Ryan jeffrey.ryan at lemnica.com
Fri Jul 13 21:35:55 CEST 2012

plot.xts is designed to have time intervals properly represented on
the x-axis, whereas something like chart_Series will simply use
1:length(x) for the spacing (i.e. constant delta).  This is useful as
it faithfully represents the intervals between events, but in some
cases (weekend in market data), it can look a bit sketchy.

You can either use chart_Series or remove the 'xts' part via coredata,
and use a generic plot command.


On Fri, Jul 13, 2012 at 1:50 PM, Costas Vorlow <costas.vorlow at gmail.com> wrote:
> Hello,
> When I plot more than a day's xts time series data on a stock (intra-daily
> frequency) I get gaps during the non-trading hours.
> I placed some examples here:
> http://users.hol.gr/~laurarvc/Costas/R/
> Can I homogenize the plots i.e., skip those gaps so I have more continuous
> plots of high frequency prices?
> I can't find something on the help page of the relevant plot command...
> Best regards,
> Costas
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Jeffrey Ryan
jeffrey.ryan at lemnica.com


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