Message-ID: <F51065C7-B1D0-44CC-B8EE-D01DE9F7D5FF@verizon.net>
Date: 2016-09-24T15:49:01Z
From: Daniel Mack
Subject: Question on Capturing Open, High, Low, Close, with a timestamp
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