[R-SIG-Finance] Time Series Data Analysis of Financial Data

[Mark Knecht]

On Mon, Mar 3, 2014 at 7:26 AM, Kapil Shukla <shukla.kapil at gmail.com> wrote:
> Thanks Mark for such a quick reply. I follow the following steps
>
> 1. hourly_bid <- read.table("ech14_hourly_bid.csv", header=TRUE, sep=",",
> stringsAsFactors =FALSE)
> 2.  This is how top 10 rows of my data look like.
>
>              Date   OPEN   HIGH    LOW LAST_PRICE NUMBER_TICKS VOLUME
> VALUE
> 1   7/29/2013 7:00 1.3292 1.3296 1.3288     1.3288           23     46
> 61.1444
> 2   7/29/2013 8:00 1.3286 1.3293 1.3284     1.3293           21     42
> 55.8108
> 3   7/29/2013 9:00 1.3294 1.3297 1.3292     1.3293            6     12
> 15.9534
> 4  7/29/2013 10:00 1.3294 1.3295 1.3294     1.3295            2      4
> 5.3178
> 5  7/29/2013 11:00 1.3290 1.3293 1.3288     1.3291            8     16
> 21.2648
> 6  7/29/2013 12:00 1.3286 1.3289 1.3278     1.3283           13     26
> 34.5364
> 7  7/29/2013 13:00 1.3284 1.3285 1.3280     1.3285            8     16
> 21.2528
> 8  7/29/2013 14:00 1.3280 1.3285 1.3267     1.3270           34     68
> 90.2860
> 9  7/29/2013 15:00 1.3271 1.3282 1.3265     1.3276           63    126
> 167.2468
> 10 7/29/2013 16:00 1.3271 1.3298 1.3271     1.3290          132    352
> 467.7688
>
>
> 3. Structure of my data is as follow
>
> 'data.frame': 10 obs. of  8 variables:
>  $ Date        : chr  "7/29/2013 7:00" "7/29/2013 8:00" "7/29/2013 9:00"
> "7/29/2013 10:00" ...
>  $ OPEN        : num  1.33 1.33 1.33 1.33 1.33 ...
>  $ HIGH        : num  1.33 1.33 1.33 1.33 1.33 ...
>  $ LOW         : num  1.33 1.33 1.33 1.33 1.33 ...
>  $ LAST_PRICE  : num  1.33 1.33 1.33 1.33 1.33 ...
>  $ NUMBER_TICKS: int  23 21 6 2 8 13 8 34 63 132
>  $ VOLUME      : int  46 42 12 4 16 26 16 68 126 352
>  $ VALUE       : num  61.14 55.81 15.95 5.32 21.26 ...
>
> 3. When i try to plot the date vs the high i get the below error message. I
> guess its due to fact that R is not able to guess the X asis points plot
>
>
>
>
> plot(a$Date, a$HIGH, type="b")
> Error in plot.window(...) : need finite 'xlim' values
>
>
>
> 4. Now when i try to convert Date using strptime(a$Date, format = "%m/%d/%Y
> %H:%M" my data frame shows correct structure but i still get the same error
> in plotting. Should i use any specific function to plot and what if i want
> to make candle stick chart from the data i have?
>
>
>
>

Kapil,
   Please post _reproducible_ R code. It should be R code in a format
that people can copy straight from your email and if they run it they
get the same results you get. Without reproducible code many/most
requests for help go unanswered or receive a similar response to this.

   Also, please do NOT post HTML code. I generally do not respond to
people that post HTML. There are others that have similar practices.
Best that you read the guideline for this list as well.

Good luck,
Mark