Hi all,
I am learning since couple of weeks the woderfull language for my sientific
work (I allready tryed out apps like Mathematica etc.) . By now im facing
with following problem.
I use several packages like tseries and rmetrics. My main focus is working
on minute financial data like sp500 and nasdaq. I can read data and mak some
correct plots. But now i like to aggrigate the data by time. I tried to use
time and frequency to make plots about values and time (e. g. plot the date
over one day). Here a example of my standard minute data:
TICKER,DATE,TIME,OPEN,HIGH,LOW,CLOSE
ND,01/02/1997,08:30:00,821.36,821.36,821.36,821.36
ND,01/02/1997,08:30:00,824.55,824.55,824.55,824.55
ND,01/02/1997,08:30:00,824.67,824.67,824.67,824.67
ND,01/02/1997,08:30:00,825.27,825.27,825.27,825.27
ND,01/02/1997,08:31:00,824.80,824.80,824.80,824.80
ND,01/02/1997,08:31:00,825.51,825.51,825.51,825.51
ND,01/02/1997,08:31:00,825.08,825.08,825.08,825.08
ND,01/02/1997,08:31:00,824.80,824.80,824.80,824.80
ND,01/02/1997,08:32:00,825.46,825.46,825.46,825.46
Can someone help me to handle the time in my code to plot over differents
time periode (one day, one month etc.)
Thnaks in advance for your hints!
cheers
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