Hi R users:

I have a high frequency dataset with the following two time indexes: TDATE and TTIME. I would like to read in the following series in the specific data format: yyyy-mm-dd and hh-mm, and convert them as xts objects. Could any people can share some advice in this regard?

Many thanks.

Wei-han

TDATE TTIME 
20091009 930 
20091009 1130 
20091009 1500 
20091012 930 
20091012 1130 
20091012 1500 
20091013 930 
20091013 1130 
20091013 1500 
20091014 930 
20091014 1130 
20091014 1500 
20091015 930 
20091015 1130 
20091015 1500 
20091016 930 
20091016 1130 
20091016 1500 
20091019 930 
20091019 1130 
20091019 1500 
20091020 930 
20091020 1130 
20091020 1500 
20091021 930 
20091021 1130 
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