So is there a way to convert into xts object while preserving the ".082225"
part?

Thx

On Thu, Jan 19, 2012 at 1:32 PM, Michael <comtech.usa@gmail.com> wrote:

> Thank you! But it doesn't work...
>
> >
> g1
>
> [1] 46.00 46.00 46.00 45.75 45.75
>
>
> >
> g2
>
> [1] "2006-06-16 12:12:00.082225" "2006-06-16 12:12:00.082225"
>
> [3] "2006-06-16 12:12:00.082225" "2006-06-16 12:07:00.082225"
>
> [5] "2006-06-16 12:12:00.082225"
>
> It doesn't work:
>
> g3=xts(g1, order.by=as.POSIXct(strptime(g2, "%Y-%m-%d %H:%M:%OS3")))
>
> >
> g3
>
> [,1]
>
> <NA> 46.00
>
> <NA> 46.00
>
> <NA> 46.00
>
> <NA> 45.75
>
> <NA> 45.75
>
>
>
> But the following worked:
>
> >
> g3=xts(g1, order.by=as.POSIXct(strptime(g2, "%Y-%m-%d %H:%M:%OS")))
>
> >
>
> >
>
> >
> g3
>
> [,1]
>
> 2006-06-16 12:07:00 45.75
>
> 2006-06-16 12:12:00 46.00
>
> 2006-06-16 12:12:00 46.00
>
> 2006-06-16 12:12:00 46.00
>
> 2006-06-16 12:12:00 45.75
>
>
>
> On Thu, Jan 19, 2012 at 1:07 PM, G See <gsee000@gmail.com> wrote:
>
>> Michael comtech,
>>
>> You might also consider reading one of the 2 e-mails that Brian sent
>> you on-list in the last month that say to look at
>> ?strftime
>>
>> For example ... the second example on that page
>> format(Sys.time(), "%H:%M:%OS3")
>>
>>
>> On Thu, Jan 19, 2012 at 1:01 PM, Jeffrey Ryan <jeffrey.ryan@lemnica.com>
>> wrote:
>> > You should lead with what you have tried, it lets everyone have a
>> > better idea of what you are looking for.
>> >
>> > That said, the .082225 is perfectly acceptable to xts, though
>> > precision-wise you are near the limit of floating point precision on
>> > many platforms.  The previous post in this thread is on target to what
>> > you want.
>> >
>> > Take a good look at ?endpoints and to a lesser extend ?period.apply.
>> >
>> > HTH
>> > Jeff
>> >
>> > On Thu, Jan 19, 2012 at 12:54 PM, Michael <comtech.usa@gmail.com>
>> wrote:
>> >> I have also searched "crazily"... and read into both "xts" and
>> "zoo"... but
>> >> couldn't find a solution...
>> >>
>> >> My questions are:
>> >>
>> >> 1. How to handle the ".082225" part in "xts" and "zoo"?
>> >>
>> >> 2. The "xts/zoo" interval arithmatic only handles OHLC of an interval,
>> not
>> >> median of an interval, right?
>> >>
>> >> Thanks a lot!
>> >>
>> >> On Thu, Jan 19, 2012 at 12:51 PM, Jeffrey Ryan <
>> jeffrey.ryan@lemnica.com>wrote:
>> >>
>> >>> Use a time series class.  This has all been solved thousands of times
>> >>> before in private and on the lists.
>> >>>
>> >>> Jeff
>> >>>
>> >>> On Thu, Jan 19, 2012 at 12:43 PM, Michael <comtech.usa@gmail.com>
>> wrote:
>> >>> > Hi all,
>> >>> >
>> >>> > I have data in the following format:
>> >>> >
>> >>> > How do I bucket the data into 5 min bins and then compute the
>> median of
>> >>> > quotes in the bins?
>> >>> >
>> >>> > Currently the "DateTimeStamps" are "factors" in the data frame and I
>> >>> > ordered the rows according to these DateTimeStamps
>> >>> >
>> >>> > Thanks a lot!
>> >>> >
>> >>> > Bid           Offer      DateTimeStamps
>> >>> >
>> >>> > 46.00       46.10     2006-06-16 12:12:00.082225
>> >>> >
>> >>> >        [[alternative HTML version deleted]]
>> >>> >
>> >>> > _______________________________________________
>> >>> > R-SIG-Finance@r-project.org 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.
>> >>>
>> >>>
>> >>>
>> >>> --
>> >>> Jeffrey Ryan
>> >>> jeffrey.ryan@lemnica.com
>> >>>
>> >>> www.lemnica.com
>> >>> www.esotericR.com <http://www.esotericr.com/> <
>> http://www.esotericr.com/>
>> >>>
>> >>
>> >>        [[alternative HTML version deleted]]
>> >>
>> >> _______________________________________________
>> >> R-SIG-Finance@r-project.org 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.
>> >
>> >
>> >
>> > --
>> > Jeffrey Ryan
>> > jeffrey.ryan@lemnica.com
>> >
>> > www.lemnica.com
>> > www.esotericR.com <http://www.esotericr.com/>
>> >
>> > _______________________________________________
>> > R-SIG-Finance@r-project.org 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.
>>
>
>

	[[alternative HTML version deleted]]

