[R-SIG-Finance] Sum volume by day and plot in xts

Joshua Ulrich josh.m.ulrich at gmail.com
Sat Mar 12 14:57:27 CET 2016


On Sat, Mar 12, 2016 at 3:26 AM, Peter Neumaier
<peter.neumaier at gmail.com> wrote:
> Hi all,
>
> I am looking at half hourly OHLC in xts:
>
>                    NGFH6.Open NGFH6.High NGFH6.Low NGFH6.Close NGFH6.Volume
> 2016-01-06 07:30:00     0.3395     0.3395    0.3375      0.3380           45
> 2016-01-06 08:00:00     0.3400     0.3400    0.3387      0.3395          140
> 2016-01-06 08:30:00     0.3395     0.3395    0.3379      0.3379           70
>
> I'd like to plot my closing price for the day and sum up the volume (for
> that day).
>
> My current work around is
>
> cbind(NGF[,"NGFH6.Close"],NGF[,"NGFH6.Volume"])
>
> Summing up the daily volume and then plot (in manual steps).
>
> Is there a more elegant way than above work around, i.e. select columns to
> plot (without cbind), sum up volume by day and the plot closing price and
> the daily sum (probably in one statement)?
>
As I said in my reply to one of your other messages: please read the
manuals.  What you want is described in section 3.4 of the xts
vignette.  Use to.period.

> I am thankful for any directions on that.
> Peter
>
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>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2016 | www.rinfinance.com



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