similar to: Plotting intraday data in quantmod

Hello,   I would like to create a function that computes intraday returns of a financial asset on a calendar time basis, without making any loop. For instance, I want to get price returns every 60 seconds. The main problem is that the times series of prices is irregularly spaced in time. I have looked in the "zoo" or "its" classes but have not found any answer to my problem.

Hi, You may need to add "dec=","" in the read.csv. dat1<- read.table(text=" Time;Mid 31/01/2013 00:00;1,35679 31/01/2013 00:01;1,35678 31/01/2013 00:02;1,356785 31/01/2013 00:03;1,35689 31/01/2013 00:04;1,3569 31/01/2013 00:05;1,3569 31/01/2013 00:06;1,356885 31/01/2013 00:07;1,35691 31/01/2013 00:08;1,357

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 <-

Hi Everyone. I am downloading intraday Bloomberg data from R. The code I give is: library(zoo) library(chron) library(RBloomberg) conn<-blpConnect(show.days="trading",na.action="previous.days",periodici ty="daily") dat<-blpGetData(conn, "VG1 Index", c("LAST_PRICE"), start=as.chron(as.Date("2006-9-01",

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

I want to create a open/high/low/last plot of intraday data. I try to use the function plotOHLC from the tsteries package. I create my own multiple time series and then try to plot it. raw Data Format (file eurusd2.csv): "Date (GMT)" "Open" "High" "Low" "Last" 17-03-2008 00:00:00 1,5764 1,5766 1,5747 1,5750 17-03-2008 00:05:00 1,5749 1,5750 1,5741

Hello all, I'm trying to use zoo.read but can't figure out how to deal with the time format. (example below) would be nice if someone could help. best regards, Immanuel --------------------------- L <- "Date,Time,Open,High,Low,Close,Up,Down 05.02.2001,00:30,421.20,421.20,421.20,421.20,11,0 05.02.2001,01:30,421.20,421.40,421.20,421.40,7,0

Hello, I have a question regarding PGO instrumented BBs (I use IR-level instrumentation). It seems that instrumented BBs do not match between the two compilations for profile-gen and profile-use for some cases. Here is an example from SPECcpu 2006 lbm (a simple case consisting of just two modules). In the first compilation, we have 5 instrumentation points for the main function as follows: $

Hi all, I''m trying to run a Story Runner integration test that uploads a file through Attachment-fu. I''ve tried various ways of specifying the file data, from custom mocks: class MockFile < Struct.new (:original_filename, :read, :content_type); end fdata = MockFile.new "test_upload.txt", "Test Upload", "text/plain" to

All - I'm having an issue with trying to plot a model derived from nls() onto a simple plot.? I have included a sample data set and the code that I've been using. ?? year month day?????? date location mileage? cost gallon????? cpg ? mpg????????? x 2009???? 1?? 4?? 1/4/2009????? BZN? 124585 19.39? 14.37 1.349339 10.71677 2009-01-04 2009???? 1? 15? 1/15/2009????? BZN? 124888? 23.2? 16.12

Hello, I just began digging through the source last night. I hope nobody minds if I just jump in and start sending some patches. The return of extent_map_init is not checked at module startup. The net effect of this function is checked at inode space allocation time though, so my patch decides to quit early on if the alloc fails. Thanks, Wyatt Banks diff -r 29b8cc7794ac extent_map.c ---

I don''t even know how it''d be possible (through Selenium?), but I want it. I want to see if my stupid CSS hacks break. I want to say: describe "#nav-column" do body = something("#body-column") it "should line up at the top" do dom[:top].should_be == body.dom[:top] end it "should always be to the right" do

Hello all, I have a few strange errors in my messages log I can't fix. My system works great, it just bugs me that I have error (or apparent errors) that I don't know about. I get automount errors regurlarly (daily) that are reflected in the last four lines of the log file excerpt below. My misc and net directories are there, but I can't write to them either. The properties say that