[R-SIG-Finance] NA's in xts object index

[Muhammad Abuizzah]

I created an xts object using POSIXct from tick market data.  I have used this before without problems, but for some reason today I am getting all NAs in my xts object.
I had that problem before when I used package chron, but I am not using chron today.
Other things that caused similar results in the past was when there was inconsistencies with timezone or the original start date was not defined.  I recreated the data defining the timezone,  and origin = "1970-01-01"
but the issue was not resolved.

When I run this code: head(.index(myxts)) i get NA NA NA NA NA.  I run it without the dot head(index(myxts)) and I get the same results, 5 NAs

My understanding is that if you have an xts object, it must have an index made of time that is ordered.  How can I have NAs then if class(myxts) shows xts