Hi there,

I am looking for a way to fetch a specific time range (not a date range)
from an XTS object (a price series).

As input, I have an xts object that looks roughly like this:

..........
2010-08-20 19:54:49   2537.5
2010-08-20 19:55:58   2550.0
2010-08-20 19:58:59   2587.5
2010-08-20 19:59:42   2675.0
2010-08-20 20:02:50   2675.0
2010-08-20 20:03:50   2675.0
2010-08-20 20:06:59   2675.0
2010-08-20 20:07:59   2675.0
2010-08-20 20:08:59   2687.5
2010-08-20 20:09:57   2750.0
2010-08-20 20:10:35   2750.0
2010-08-20 20:11:59   2750.0
2010-08-20 20:12:58   2750.0
2010-08-20 20:13:49   2812.5
........


I would like to know if there is a way to fetch something like ****-**-**
**:10:00 to ****-**-** **:20:00. Meaning, over the whole data set, all
information between 10th and 20th minute.
So, I would expect something like this:

....
2010-08-19 23:10:01     123
2010-08-19 23:19:01     123
2010-08-19 23:20:01     123
2010-08-20 00:10:01     123
2010-08-19 00:11:01     123
2010-08-19 00:20:01     123
2010-08-19 01:10:01     123
...

Is such a function available?

Thanks,
Ulrich

-- 
Ulrich Staudinger
ustaudinger@activequant.org
http://www.activequant.org

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