[R-SIG-Finance] subsetting based on date and time of an xts?
Raghuraman Ramachandran
optionsraghu at gmail.com
Thu Oct 2 13:24:32 CEST 2014
Dear guRus
I have an xts variable res which is as below:
>str(res)
An ‘xts’ object on 2014-09-03 23:30:00/2014-10-01 21:45:00 containing:
Data: num [1:1837, 1] 1991 1991 1991 1991 1991 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr "Data"
Indexed by objects of class: [POSIXct,POSIXt] TZ:
xts Attributes:
List of 4
$ from : chr "20140911 22:00:00"
$ to : chr "20141001 22:00:00"
$ src : chr "IB"
$ updated: POSIXct[1:1], format: "2014-10-02 10:59:31.125498"
How do I build a new xts out of this which is a time series that
starts and ends at particular times everyday. As an example if I want
the data series to start at 2014-09-03 14:30:00 and end at 2014-09-03
21:15:00 and then continue with 2014-09-04 14:30:00 and end at
2014-09-04 21:15:00 and so on please?
Basically I am trying to rbind multilple subsets of the xts data based
on time everyday.
Many thanks for the kind assistance,
R
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