R can handle this type of data if your machine has enough RAM to deal with
the size of your tic data.

try converting your char dates vector using strptime and see if that works.
I'm not sure if timeDate is using strptime underneath, but it is a good
place to start to check for obvious errors in the data like inconsistent
formats.

-Whit


On Thu, Mar 20, 2008 at 7:26 AM, DavidM.UK <david.merritt@bris.ac.uk> wrote:

>
> If you're dealing with tick data (which is usually extensive) I'd advise
> you
> do any time/date processing outside of R.  My suggestion would be to use
> Perl to format the dates and then read the data into R, this is how I deal
> with tick data at least.
>
> Best,
>
> David
>
> anass.mouhsine wrote:
> >
> >
> >
> > Hello,
> >
> > I am carrying out some research on tick data and I am faced to a date
> > problem when trying to transform my dataset into timeSeries.
> > My date time is written this way
> > "2005-04-08 08:30:35.916"
> > where I used this format "%Y-%m-%d %H:%M:%OS" to benfit from the
> > tick-by-tick information.
> > I have a problem when I convert this character object to timeDate
> >
> >> dates.tmp=timeDate("2005-04-08 08:30:35.916",format="%Y-%m-%d
> %H:%M:%OS")
> > Error in if (sum(lt$sec + lt$min + lt$hour) == 0) isoFormat = "%Y-%m-%d"
> :
> >         missing value where TRUE/FALSE needed
> > In addition: Warning message:
> > Unknown Format Specification in: .whichFormat(charvec)
> >
> > when debugging, I've found the problem coming from the function
> > ..whichFormat(charvec) that don't recognize the format of the input.
> > Browse[1]> .whichFormat(charvec)
> > [1] "unknown"
> > Warning message:
> > Unknown Format Specification in: .whichFormat(charvec)
> >
> > Have anyone faced this kind of issue?
> >
> > Thank you
> >
> > Anass Mouhsine
> >
> >
> >
> >
> >
> > *************************************************************************
> > This message and any attachments (the "message") are con...{{dropped:10}}
> >
> > _______________________________________________
> > R-SIG-Finance@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only.
> > -- If you want to post, subscribe first.
> >
> >
>
> --
> View this message in context:
> http://www.nabble.com/timeDate-conversion--C1--tp15184361p16176711.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
>
> _______________________________________________
> R-SIG-Finance@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

	[[alternative HTML version deleted]]

