How to read minutes data from csv files with getSymbol in quantmod?
A workaround would be to use read.zoo directly. Try this:
z <- read.zoo("/tmp2/testeuro.csv", header = TRUE, sep = ",", tz = "")
If you use POSIXct you may wish to set your session to "GMT" to avoid time
zone problems.
Sys.setenv(TZ = "GMT")
or use chron which has no time zones in the first place:
library(chron)
z <- read.zoo("/tmp2/testeuro.csv", header = TRUE, sep = ",", FUN = as.chron)
2008/11/24 Wind <windspeedo at qq.com>:
The following code could read the csv file but the time is trimmed to Dates.
Any way we could read minutes data from csv as easy as getSymbols?
Thanks.
Codes:
require(quantmod)
getSymbols('EURO1',src="csv",dir="d:/datacenter/dataexchange")
Output:
EURO1[1:5]
EURO1.Open EURO1.High EURO1.Low EURO1.Close EURO1.Volume EURO1.Adjusted 2008-11-11 1.25490 1.25495 1.25410 1.25440 0 0 2008-11-11 1.25525 1.25555 1.25490 1.25490 0 0 2008-11-11 1.25665 1.25665 1.25525 1.25525 0 0 2008-11-11 1.25725 1.25725 1.25655 1.25665 0 0 2008-11-11 1.25735 1.25775 1.25715 1.25725 0 0 Warning message: In zoo(rval, x.index[i]) : some methods for "zoo" objects do not work if the index entries in 'order.by' are not unique
Contents of d:/datacenter/dataexchange/EURO1.csv "","Open","High","Low","Close","Volum","Adjusted" "2008/11/14 22:57:00",1.272625,1.27345,1.27225,1.272775,0,0 "2008/11/14 22:56:00",1.2709,1.27265,1.27075,1.27265,0,0 "2008/11/14 22:55:00",1.268925,1.27115,1.268925,1.27085,0,0 "2008/11/14 22:54:00",1.269275,1.269375,1.268725,1.268925,0,0 "2008/11/14 22:53:00",1.26975,1.269775,1.26915,1.26925,0,0 "2008/11/14 22:52:00",1.27005,1.27035,1.26955,1.269725,0,0 "2008/11/14 22:51:00",1.27055,1.27055,1.26975,1.270025,0,0 "2008/11/14 22:50:00",1.2704,1.27075,1.270225,1.27055,0,0 "2008/11/14 22:49:00",1.26995,1.27055,1.26965,1.270375,0,0 "2008/11/14 22:48:00",1.26955,1.26995,1.26885,1.269925,0,0
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