Skip to content
Prev 14027 / 15274 Next

Question on Capturing Open, High, Low, Close, with a timestamp

Daniel Mack 
Hello,  I looking for a function that would automatically list the timestamp of the OHLC data.   The open and close are obvious but the format I am looking would be some like

2016-09-23	AAPL    114.52  09:30:00	114.58  09:31:00	111.90  13:58:00	112.22  16:00:00

I have seen a the regular inclusion of time stamp meta data, and that would require the downloading and sorting of all intraday data and then taking the max and min of the data.  I am hoping not to have to due this to sane on data transfer time and additional processing. This takes more time than the analysis does.

I currently use the getSymbols from quant mod

Thanks  Dan

Thread (3 messages)

Daniel Mack Question on Capturing Open, High, Low, Close, with a timestamp Sep 24 Brian G. Peterson Question on Capturing Open, High, Low, Close, with a timestamp Sep 25 Mark McClellan Question on Capturing Open, High, Low, Close, with a timestamp Sep 25