intraday zoo
On Fri, Dec 3, 2010 at 7:37 AM, Santosh Srinivas
<santosh.srinivas at gmail.com> wrote:
I'm trying to read intraday zoo but running into issues (again) ... what am I missing here? (the date doesn't seem to read in correctly)
head(dat)
? TrdDate ?TrdTime impliedVol 1 20090102 09:55:03 ?0.3610715 2 20090102 09:55:04 ?0.3637943 3 20090102 09:55:05 ?0.3752375 4 20090102 09:55:05 ?0.4190025 5 20090102 09:55:06 ?0.3696080 6 20090102 09:55:06 ?0.4944981
?f <- function(x) chron(x[,1],x[,2], format=c(dates="ymd", times="h:m:s"))
head(z)
(741031 09:55:03) (741031 09:55:04) (741031 09:55:05) (741031 09:55:05) (741031 09:55:06) (741031 09:55:06) ? ? ? ?0.3610715 ? ? ? ? 0.3637943 ? ? ? ? 0.3752375 0.4190025 ? ? ? ? 0.3696080 ? ? ? ? 0.4944981 Warning message: In zoo(rval[i], x.index[i]) : ?some methods for ?zoo? objects do not work if the index entries in ?order.by? are not unique
Try using as.chron:
chron(20090102, "09:55:06", format = c("ymd", "h:m:s"))
[1] (741031 09:55:06)
as.chron("20090102 09:55:06", "%Y%m%d %H:%M:%S")
[1] (01/02/09 09:55:06) You need to show the actual statement you used but I suspect that the problem
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