search for: trdtime

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2010 Dec 03
1
intraday zoo
I'm trying to read intraday zoo but running into issues (again) ... what am I missing here? (the date doesn't seem to read in correctly) > head(dat) TrdDate TrdTime impliedVol 1 20090102 09:55:03 0.3610715 2 20090102 09:55:04 0.3637943 3 20090102 09:55:05 0.3752375 4 20090102 09:55:05 0.4190025 5 20090102 09:55:06 0.3696080 6 20090102 09:55:06 0.4944981 > f <- function(x) chron(x[,1],x[,2], format=c(dates="ymd", times="h:m:s")...