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how do I convert RBloomberg tick data into xts format?
2 messages · Michael, Brian G. Peterson
?strftime contains your answers. Please at least demonstrate that you've tried. Next time, post a reproducible example.
On Mon, 2011-12-12 at 20:16 -0600, Michael wrote:
Hi all, The RBloomberg returned 1min bar data is a data.frame of the following format: How do I convert it into xts format? since it's 1min bar, I don't need the "seconds" in time stamps... I have been stuck at this for a few hours... please help me! thanks a lot! time open high low close 2011-05-30T22:00:00.000 2011-05-30T22:00:00.000 1330.9 1330.9 1330.9 1330.9 2011-05-30T22:01:00.000 2011-05-30T22:01:00.000 1331.2 1331.4 1331.2 1331.4 2011-05-30T22:02:00.000 2011-05-30T22:02:00.000 1331.5 1331.8 1331.5 1331.8 2011-05-30T22:05:00.000 2011-05-30T22:05:00.000 1331.6 1331.6 1331.6 1331.6 2011-05-30T22:07:00.000 2011-05-30T22:07:00.000 1331.5 1331.5 1331.5 1331.5 2011-05-30T22:11:00.000 2011-05-30T22:11:00.000 1331.6 1331.6 1331.6 1331.6 [[alternative HTML version deleted]]
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Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock