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/>
>

	[[alternative HTML version deleted]]

