Hello,

I am working on a dataset of some intraday data. I haven't used R for this
too much, so I have a few general questions.

1) What is the best way to structure the data? The CSV is from WRDS, ordered
by symbol and then by datetime. Should I dump this into 1 zoo object, or
have one zoo object per symbol?

2) The questions I would initially like to look at are:
for a given [minute, 2 minute interval, hour, etc], what was the total
volume, average volume, average price, etc. What is a good reference for
learning how to do these kinds of things?

3) What is the best way to plot these time series?

Thanks,
-stephen

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