Hi,
 
I have a .CSV file that goes like this:
 
1/2/2008 18:21,90.75
1/2/2008 18:22,89.29
1/2/2008 18:24,89.3
1/2/2008 18:27,89.33
1/2/2008 19:22,88.6
1/2/2008 19:52,88.26
1/2/2008 20:03,88.12
1/2/2008 21:28,88.45
1/2/2008 21:43,88.37
2/2/2008 0:14,88.37
4/2/2008 16:35,88.37
4/2/2008 17:09,88.33
4/2/2008 17:23,89.05
4/2/2008 17:52,88.91
4/2/2008 18:30,89.13
4/2/2008 18:49,89
4/2/2008 18:54,88.95
4/2/2008 21:27,89.3

of high freq. intradaily data (prices by the minute of an asset
downloaded from Bloomberg LP) and I am trying to use th following lines
to read them into R:


>    its.format("%d/%m/%Y %H:%M")


It seems that R reads them ok (readcsvIts(filename="a.csv")) as it
recognizes times and dates and aligns them to the corresponding prices :

19/08/2008 12:18 112.03
19/08/2008 12:19 112.05
19/08/2008 12:20 112.14
19/08/2008 12:21 112.23
19/08/2008 12:22 112.16
19/08/2008 12:23 112.15
19/08/2008 12:24 112.18
19/08/2008 12:25 112.18
19/08/2008 12:27 112.14
19/08/2008 12:28 112.09
19/08/2008 12:31 111.94
19/08/2008 12:32 111.95
19/08/2008 12:33 111.95


However, when I try to pass them to a variable I get:


> CL1<-its(readcsvIts(filename="a.csv"))
Error in validObject(.Object) : 
  invalid class "its" object: Missing values in dates
> 


I checked the data file and everything is fine. I think I have a problem
with the format (date/time)... 

Can anybody help?

Also:

Can I read them into a ZOO object instad of an ITS???

Many TKS in advance,

Costas

 


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