Skip to content
Prev 203116 / 398500 Next

Subset of time observations where timediff > 60 secs

There is an example at the end of the Prices and Returns section of
the zoo-quickref vignette in the zoo package.

library(zoo)
vignette("zoo-quickref")

If speed is your main concern check this recent thread that was posted
on R-sig-finance:
http://n4.nabble.com/SUMMARY-Reducing-an-intra-day-dataset-into-one-obs-per-second-td949612.html
On Mon, Dec 7, 2009 at 10:57 AM, Karl Ove Hufthammer <karl at huftis.org> wrote: