R help - Jul 2011 - intraday plot and gaps in data

Hi,
I have an intraday timeseries of financial data (see below) which has gaps
due to market opening and closing hours. I am trying to plot it, but the
time gap is always visible in the plot. I tried converting data to xts, zoo,
timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo.
The only way to make it work was with function 'chartSeries' in the
quantmod
package which excludes non existing data from the plot.
I still would like to use the plot, plot.zoo or plot.xts functions if
possible.  I spent a lot of time looking through forums and could not find
anything that would help. Is this possible at all?

Thanks

2009-09-08 20:40:00 169
2009-09-08 20:45:00 170
2009-09-08 20:50:00 170
2009-09-08 20:55:00 170
2009-09-09 07:00:00 175
2009-09-09 07:05:00 176
2009-09-09 07:10:00 176
2009-09-09 07:15:00 176


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On Tue, Jul 26, 2011 at 4:48 AM, djdjoko <djdjoko at googlemail.com>
wrote:
> Hi,
> I have an intraday timeseries of financial data (see below) which has gaps
> due to market opening and closing hours. I am trying to plot it, but the
> time gap is always visible in the plot. I tried converting data to xts,
zoo,
> timeSeries and plotting it with different functions i.e. plot.xts,
plot.zoo.
> The only way to make it work was with function 'chartSeries' in the
quantmod
> package which excludes non existing data from the plot.
> I still would like to use the plot, plot.zoo or plot.xts functions if
> possible. ?I spent a lot of time looking through forums and could not find
> anything that would help. Is this possible at all?
>
> Thanks
>
> 2009-09-08 20:40:00 169
> 2009-09-08 20:45:00 170
> 2009-09-08 20:50:00 170
> 2009-09-08 20:55:00 170
> 2009-09-09 07:00:00 175
> 2009-09-09 07:05:00 176
> 2009-09-09 07:10:00 176
> 2009-09-09 07:15:00 176
Perhaps something like this. First we read in the data and then plot
an auxiliary series, z0, which is the same but with time points 1, 2,
3 and so on.  We suppress the X axis and add our own.

Lines <- "2009-09-08 20:40:00 169
2009-09-08 20:45:00 170
2009-09-08 20:50:00 170
2009-09-08 20:55:00 170
2009-09-09 07:00:00 175
2009-09-09 07:05:00 176
2009-09-09 07:10:00 176
2009-09-09 07:15:00 176"
library(zoo)
z <- read.zoo(textConnection(Lines), index = 1:2, tz = "")
z0 <- zoo(coredata(z))
plot(z0, xaxt = "n")
axis(1, time(z0), lab = format(time(z), "%d\n%Hh"), cex.axis = .7)

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