In quantmod you have 'getSymbols.csv' function (as example).

https://r-forge.r-project.org/scm/viewvc.php/pkg/R/getSymbols.R?view=markup&revision=550&root=quantmod

regards,
daniel


2010/10/25 Immanuel <mane.desk@googlemail.com>

> Hey Ryan,
>
> thanks for looking into it.
>
> regards,
> Immanuel
>
> ------------------
> library(quantmod)
> library(chron)
> library(zoo)
>
>
> f <- function(x) chron(paste(x[,1]), paste(x[,2], "00", sep = ":"),
>            format = c(dates = "d.m.y", times = "h:m:s"))
>
>
> z <- read.zoo("FDAX_10_min.csv", index = 1:2, header = TRUE, sep =
> ";",FUN = f)
>
> intradayData <- xts(z, order.by = as.POSIXct(time(z)),unique=FALSE)
>
> chartSeries(intradayData[1:15])
> ---------------------------------
> data file:
> ------------------------------
> Date;Time;Open;Close;High;Low;Volume;
> 10.05.10;08:00;5854.5;5911;5925;5850;2066;
> 10.05.10;08:10;5910.5;5895;5911;5887.5;1055;
> 10.05.10;08:20;5895;5892;5901;5884;913;
> 10.05.10;08:30;5890;5903;5904.5;5888.5;630;
> 10.05.10;08:40;5903;5906.5;5925;5901;418;
> 10.05.10;08:50;5906;5896;5910;5894.5;569;
> 10.05.10;09:00;5896.5;5892;5901.5;5869.5;786;
> 10.05.10;09:10;5892.5;5908.5;5909.5;5885;493;
> 10.05.10;09:20;5908;5915;5916.5;5900;743;
> 10.05.10;09:30;5914;5936;5937;5904.5;740;
> 10.05.10;09:40;5937.5;5953.5;5964.5;5933.5;757;
> 10.05.10;09:50;5953;5942.5;5960;5942;420;
> 10.05.10;10:00;5942.5;5934.5;5947;5933.5;279;
> 10.05.10;10:10;5934;5944.5;5949.5;5926.5;366;
> 10.05.10;10:20;5945;5953.5;5956;5938;261;
> 10.05.10;10:30;5953;5938.5;5955;5933;96;
> 10.05.10;10:40;5939;5943;5945.5;5929.5;145;
> 10.05.10;10:50;5942.5;5972.5;5990;5942.5;248;
> 10.05.10;11:00;5972.5;5964;5981.5;5963.5;184;
> ----------------------------------
> On 10/25/2010 08:02 PM, Jeff Ryan wrote:
> > Immanuel,
> >
> > Not entirely sure what is wrong, but you need to provide reproducible
> > code for me to do anything more than hazard a guess.
> >
> > That said, my guess is that something regarding the # of obs you are
> > plotting or the column ordering is the issue.  I have tried to
> > replicate both, and don't seem to see an error on my end, so I'll wait
> > for your code that can be run by me that replicates your error.
> >
> > Best,
> > Jeff
> >
> > On Mon, Oct 25, 2010 at 12:56 PM, Immanuel <mane.desk@googlemail.com>
> wrote:
> >
> >> Hello all,
> >>
> >> I got some problems while plotting OHLC intraday data
> >> using chartSeries(), ploting of chartSeries(Cl(..) ) works through.
> >>
> >> Who knows whats going on?
> >> best regards,
> >> Immanuel
> >>
> >> -------------------
> >>
> >>> class(intradayData)
> >>>
> >> [1] "xts" "zoo"
> >>
> >>> intradayData[1:5]
> >>>
> >>                      Open  Close   High    Low Volume  X
> >> 2010-05-10 10:00:00 5854.5 5911.0 5925.0 5850.0   2066 NA
> >> 2010-05-10 10:10:00 5910.5 5895.0 5911.0 5887.5   1055 NA
> >> 2010-05-10 10:20:00 5895.0 5892.0 5901.0 5884.0    913 NA
> >> 2010-05-10 10:30:00 5890.0 5903.0 5904.5 5888.5    630 NA
> >> 2010-05-10 10:40:00 5903.0 5906.5 5925.0 5901.0    418 NA
> >>
> >>> chartSeries(intradayData[1:15])
> >>>
> >> Error in `[.xts`(x, xsubset) : subscript out of bounds
> >>
> >> _______________________________________________
> >> 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.
> >> -- Also note that this is not the r-help list where general R questions
> should go.
> >>
> >>
> >
> >
> >
>
> _______________________________________________
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