[R-SIG-Finance] subset section of trading day from RBloomberg bar download
Tim Meggs
twmeggs at gmail.com
Thu Jul 25 21:19:45 CEST 2013
Thanks Michael.
I think I was too hasty in posting up my sample code, the as.xts() call was
not supposed to be included. It was there because I had tried to convert to
an xts object exactly so I could use the subsetting method you suggested.
However, I don't think the conversion works (and hence I can't use that
subset method) because the 'time' column returned in the xts object after
running as.xts contains character strings and I don't think you can sunset
easily on these.
I have a feeling I'm being a massive dullard about how to approach this, so
please anyone feel free to point out the correct way for me to do this.
Thanks,
Tim
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