If you're dealing with tick data (which is usually extensive) I'd advise you do any time/date processing outside of R. My suggestion would be to use Perl to format the dates and then read the data into R, this is how I deal with tick data at least. Best, David
anass.mouhsine wrote:
Hello, I am carrying out some research on tick data and I am faced to a date problem when trying to transform my dataset into timeSeries. My date time is written this way "2005-04-08 08:30:35.916" where I used this format "%Y-%m-%d %H:%M:%OS" to benfit from the tick-by-tick information. I have a problem when I convert this character object to timeDate
dates.tmp=timeDate("2005-04-08 08:30:35.916",format="%Y-%m-%d %H:%M:%OS")
Error in if (sum(lt$sec + lt$min + lt$hour) == 0) isoFormat = "%Y-%m-%d" :
missing value where TRUE/FALSE needed
In addition: Warning message:
Unknown Format Specification in: .whichFormat(charvec)
when debugging, I've found the problem coming from the function
..whichFormat(charvec) that don't recognize the format of the input.
Browse[1]> .whichFormat(charvec)
[1] "unknown"
Warning message:
Unknown Format Specification in: .whichFormat(charvec)
Have anyone faced this kind of issue?
Thank you
Anass Mouhsine
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