Quotes every minute
One quick note: getQuote does _not_ return an xts object. At present that isn't possible since the the timestamps/index values would be duplicates. It is a data.frame. The original purpose of the function was less for data, and more for seeing what is going on in the market without picking my head up. :) That said, the first column _is_ a POSIXct object.
str(getQuote("MS")[1])
'data.frame': 1 obs. of 1 variable: $ Trade Time: POSIXct, format: "2008-10-23 12:44:00" It is quite extensible though. Take a look at ?yahooQF As Brian said, there are quite a few places in recent R-sig-finance history where you will find info on splitting POSIXct into and out of a string. Jeff
On Thu, Oct 23, 2008 at 11:56 AM, Brian G. Peterson <brian at braverock.com> wrote:
Look at the documentation for the date class you are using as an index on the xts object. The date formats are all standard Posix style timestamps, and changing the format is as simple as changing the display. There have also been more than one thread on splitting the date and time into separate fields posted to this list in the past, so some searching should do the trick. - Brian SMS Chauhan wrote:
Ok. Let me be a little more specific. I do the following in R:
MS<-getQuote("MS")
MS
Trade Time Last Change % Change Open High Low Volume MS 2008-10-23 12:28:00 18.37 -0.96 -4.97% 19.21 19.75 17.6 17772846
MS[1]
Trade Time
MS 2008-10-23 12:28:00
As you can see, Trade Time comes in as a concatenated value of Date and
Time. Is there a possible way I could write this vector to a CSV with
Trade
Time split into different columns? Also could you please mention certain
functions using which I can convert this time specific for certain
timezones?
TIA
SMS Chauhan
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Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com