search for: tickdat

...cygwin\\home\\Ted\\New.Task\\NKs-01-08-12\\NKs\\tests') x = read.table("quotes_h.2.dat", header = FALSE, sep="\t", skip=0) str(x) y <- data.frame(as.POSIXlt(paste(x$V2,substr(x$V4,4,8),sep=" "),format='%Y-%m-%d %H:%M'),x$V5) colnames(y) <- c("tickdate","price") str(y) plot(y) z <- as.irts(y) str(z) plot(z) str(alpha3) List of 2 $ time : POSIXt[1:98865], format: "2010-06-30 15:47:00" "2010-06-30 15:53:00" "2010-06-30 17:36:00" ... $ value: num [1:98865, 1:4] 9215 9220 9205 9195 9195 ......

...uot;, header = FALSE, sep="\t", skip=0) str(x) # Set up the date column dt<-sprintf("%s %04d",x$V2,x$V4) dt<-as.POSIXlt(dt,format="%Y-%m-%d %H%M") # Prepare a frame that gets converted to an xts object y <- data.frame(dt,x$V5) colnames(y) <- c("tickdate","price") # Make the xts object, and then the OHLC object (as an aside, the tick data includes volume, but I have yet to figure out how to make an OHLC object hat includes volume) z <- xts(y[,2],y[,1]) alpha <- to.minutes3(z, OHLC=TRUE) colnames(alpha) <- c("Open&q...