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<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>Hi,<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'>My xts object : SP500TiSa<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'><o:p> </o:p></span></font></p>
<pre><span class=gjwpqfqdn4acekeyword><font size=2 color=blue
face="Lucida Console"><span style='font-size:10.0pt;font-family:"Lucida Console";
color:blue'>> </span></font></span><span class=gjwpqfqdb4acekeyword><font
color=blue face="Lucida Console"><span style='font-family:"Lucida Console";
color:blue'>head(SP500TiSa)</span></font></span><font color=black
face="Lucida Console"><span style='font-family:"Lucida Console";color:black'><o:p></o:p></span></font></pre>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
</span></span><pre><font size=2 color=black face="Lucida Console"><span
lang=EN-GB style='font-size:10.0pt;font-family:"Lucida Console";color:black'> BID OFR PRICE SIZE<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span style='font-size:10.0pt;
font-family:"Lucida Console";color:black'>2012-01-23 06:00:58 1306.75 1307 1307.00 2<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span style='font-size:10.0pt;
font-family:"Lucida Console";color:black'>2012-01-23 06:00:58 1306.75 1307 1306.75 6<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span style='font-size:10.0pt;
font-family:"Lucida Console";color:black'>2012-01-23 06:00:58 1306.75 1307 1307.00 1<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span style='font-size:10.0pt;
font-family:"Lucida Console";color:black'>2012-01-23 06:00:58 1306.75 1307 1307.00 2<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span style='font-size:10.0pt;
font-family:"Lucida Console";color:black'>2012-01-23 06:00:59 1306.75 1307 1307.00 1<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span style='font-size:10.0pt;
font-family:"Lucida Console";color:black'>2012-01-23 06:00:59 1306.75 1307 1307.00 1<o:p></o:p></span></font></pre>
<p class=MsoNormal><font size=2 face=Arial><span style='font-size:10.0pt;
font-family:Arial'><o:p> </o:p></span></font></p>
</span></span>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'>What I want to do is to calculate the cumulated sum
of the column SIZE of the records of day 2012-01-24 but I want the resulting
selection to keep the time information<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<pre><span class=gjwpqfqdn4acekeyword><font size=2 color=blue
face="Lucida Console"><span lang=EN-GB style='font-size:10.0pt;font-family:
"Lucida Console";color:blue'>> </span></font></span><span
class=gjwpqfqdb4acekeyword><font color=blue face="Lucida Console"><span
lang=EN-GB style='font-family:"Lucida Console";color:blue'>s=cumsum(SP500TiSa$SIZE['2012-01-24'])<o:p></o:p></span></font></span></pre><pre><span
class=gjwpqfqdb4acekeyword><font size=2 color=blue face="Lucida Console"><span
lang=EN-GB style='font-size:10.0pt;font-family:"Lucida Console";color:blue'><o:p> </o:p></span></font></span></pre>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'>When I plot s, that’s ok, I have the time
information on the x-axis of the graph :<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<pre><span class=gjwpqfqdn4acekeyword><font size=2 color=blue
face="Lucida Console"><span lang=EN-GB style='font-size:10.0pt;font-family:
"Lucida Console";color:blue'>> </span></font></span><span
class=gjwpqfqdb4acekeyword><font color=blue face="Lucida Console"><span
lang=EN-GB style='font-family:"Lucida Console";color:blue'>plot(s,type="l")<o:p></o:p></span></font></span></pre><pre><span
class=gjwpqfqdb4acekeyword><font size=2 color=blue face="Lucida Console"><span
lang=EN-GB style='font-size:10.0pt;font-family:"Lucida Console";color:blue'><o:p> </o:p></span></font></span></pre><pre><span
class=gjwpqfqdb4acekeyword><font size=2 color=blue face="Lucida Console"><span
lang=EN-GB style='font-size:10.0pt;font-family:"Lucida Console";color:blue'><img
width=337 height=278 id="_x0000_i1025" src="cid:image002.jpg@01CD279A.C7435D20"><o:p></o:p></span></font></span></pre><pre><span
class=gjwpqfqdb4acekeyword><font size=2 color=blue face="Lucida Console"><span
lang=EN-GB style='font-size:10.0pt;font-family:"Lucida Console";color:blue'><o:p> </o:p></span></font></span></pre><pre><font
size=2 face=Arial><span lang=EN-GB style='font-size:10.0pt;font-family:Arial'>But when I display s on the console :</span></font><font
color=black face="Lucida Console"><span lang=EN-GB style='font-family:"Lucida Console";
color:black'><o:p></o:p></span></font></pre>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
</span></span><pre><span class=gjwpqfqdn4acekeyword><font size=2 color=blue
face="Lucida Console"><span lang=EN-GB style='font-size:10.0pt;font-family:
"Lucida Console";color:blue'>> </span></font></span><span
class=gjwpqfqdb4acekeyword><font color=blue face="Lucida Console"><span
lang=EN-GB style='font-family:"Lucida Console";color:blue'>head(s)<o:p></o:p></span></font></span></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'> SIZE<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'>2012-01-24 4<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'>2012-01-24 5<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'>2012-01-24 6<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'>2012-01-24 16<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'>2012-01-24 17<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'>2012-01-24 32<o:p></o:p></span></font></pre><pre><font
size=2 color=black face="Lucida Console"><span lang=EN-GB style='font-size:
10.0pt;font-family:"Lucida Console";color:black'><o:p> </o:p></span></font></pre></span></span><pre><font
size=2 face=Arial><span lang=EN-GB style='font-size:10.0pt;font-family:Arial'>We have only the day information on the index. The time info is lost, how to keep it ?<o:p></o:p></span></font></pre><pre><font
size=2 face=Arial><span lang=EN-GB style='font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></pre><pre><font
size=2 face=Arial><span lang=EN-GB style='font-size:10.0pt;font-family:Arial'>Thank you</span></font><font
color=black face="Lucida Console"><span lang=EN-GB style='font-family:"Lucida Console";
color:black'><o:p></o:p></span></font></pre>
<p class=MsoNormal><font size=2 face=Arial><span lang=EN-GB style='font-size:
10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
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