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)
? 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"))
(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