R help - Oct 2007 - Dealing with multiple observation per time point in time series

Hi - I think this is a classic question. I'm using fCalendar time series. I
have observations that have multiple instances at second level. Is there anyway
to handle this in R? I can inject millisecond unit arbitrarily inside there but
I don't feel it's a correct way to do. Any ideas would be really
appreciated. Thank you.