
thanks Joshua,
I appreciate the corretion.
Yes, the intention is to learn - so, don't worry I didn't take anything personally :-)
Happy Holidays!
Cheers,
Bobby

> From: josh.m.ulrich@gmail.com
> Date: Fri, 23 Dec 2011 16:38:02 -0600
> Subject: Re: [R-SIG-Finance] using [ on xts object
> To: fin_engr@hotmail.com
> CC: r-sig-finance@r-project.org
> 
> On Fri, Dec 23, 2011 at 3:17 PM, financial engineer
> <fin_engr@hotmail.com> wrote:
> > Dear Joshua,
> >
> > thanks for your response.
> >
> > I have done the search and have rewritten the code as follows:
> >
> > dt<-cbind(Z11[,1],Z11[,2]) which returned the following:
> >
> > [49994,] "2011-10-31" "0833"
> >  [49995,] "2011-10-31" "0833"
> >  [49996,] "2011-10-31" "0833"
> >  [49997,] "2011-10-31" "0833"
> >  [49998,] "2011-10-31" "0833"
> >  [49999,] "2011-10-31" "0833"
> >
> > and then I tried the following:
> > as.POSIXct(as.Date(strptime(as.character(index(dt)),'%Y%m%d %H:%M')))
> >
> > however, the above returns only NA. It seems like I am making a silly error
> > somewhere, so any help in fixing it would be appreciated.
> >
> Errors, plural.
> 
> 1) You cbind the "date" and "time" columns into a _matrix_ dt.  Then
> you try to extract the index(dt) of the matrix.  Matrix class objects
> don't have an index attribute.
> 2) You pass a matrix to strptime.  ?strptime says "strptime converts
> character _vectors_ to class POSIXlt" (emphasis added).
> 3) Even if you didn't make the first two errors, you use as.Date() to
> effectively remove the time component you set out to add.
> 
> My intent isn't to be rude.  These 'issues' are the result of not
> understanding some very basic concepts.  Doing the work for you and
> giving you the answer won't help you in the long-term.  So, take a
> step back and examine the results of the individual commands to find
> where the output isn't what you expect.  Then read the documentation
> to find out why.
> 
> > thanks,
> > Bobby
> >
> 
> Regards,
> --
> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
> 
> 
> 
> >> From: josh.m.ulrich@gmail.com
> >> Date: Fri, 23 Dec 2011 14:00:18 -0600
> >> Subject: Re: [R-SIG-Finance] using [ on xts object
> >> To: fin_engr@hotmail.com
> >> CC: r-sig-finance@r-project.org
> >
> >>
> >> Dear Mr. or Mrs. Engineer,
> >>
> >> On Fri, Dec 23, 2011 at 1:50 PM, financial engineer
> >> <fin_engr@hotmail.com> wrote:
> >> >
> >> > I have the following sample tick data set (Z11):
> >> > 24990 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24991 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24992 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24993 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24994 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24995 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24996 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24997 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24998 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >> > 24999 á2011-10-31 á á á 0421 á á á á8900 á á á á áB
> >
> >> >
> >> > where the second field is the date, third- time, fourth - price, and
> >> > fifth - bid, ask, or trade
> >> >
> >> > I have converted the above into a xts object using the following command
> >> >
> >> > z<-xts(Z11[,-1],order.by=as.Date(Z11[,1]))
> >> >
> >> > which has resulted in data in the following form
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> > 2011-10-31 "0421" á á "8900" á á á"B"
> >> >
> >> > I want to split my data based on the hour of the day, áso I was trying
> >> > to use the following
> >
> >> > z['2011-10-31 04/'] to get the data starting from the 04 hour through
> >> > the end of the day,
> >> >
> >> > but it returns the following:
> >> > z['2011-10-31 04/']
> >> > á á trade_time trade_price trade_type
> >
> >> >
> >> > can anyone pls. suggest how I can split the data into hourly intervals
> >> > from this xts object.....thanks!
> >> >
> >> You can't. You created an xts object with a Date class index. The
> >> Date class doesn't contain any information about time of day. Use a
> >> date/time class (read ?DateTimeClasses).
> >>
> >> Subsetting xts objects by time of day has been discussed several times
> >> on this list. Please search the list archives (e.g. via rseek.org).
> >>
> >> Regards,
> >> --
> >> Joshua Ulrich | FOSS Trading: www.fosstrading.com
 		 	   		  
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