similar to: intraday plot and gaps in data

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

> colnames = c("date","price") > data = read.csv(file="data.csv", sep=",", header=F, nrows=261, skip=5, col.names=colnames) > library(quantmod) > data date price 1 2011-12-18 13.7825 2 2011-12-11 13.5500 ... ... ... 259 2007-01-07 10.8256 260 2006-12-31 10.8531 261 2006-12-24 10.8169 # Here's where I would like to use

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

Hi All, I came across some trouble with this function when trying to plot intraday data. I can't manage to plot candelsticks I get a line instead and I don't understand why. I put below data sample and code. > head(x) open high low close 2010-10-27 08:59:59 13821 13824 13818 13824 2010-10-27 09:05:00 13823 13830 13823 13830 2010-10-27 09:09:59

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 all I have some tick-by-tick data and I have calculated the intraday returns. I want to sum up the intraday squared returns to calculate the daily volatility(or daily variance). I know that the s-plus FinMerics has the function aggregateSeries function that can be apply to daily data: aggregateSeries(x, Fun, by="daily"), but the counterpart function in R:applySeries can not be apply

Hello, I'm new to R and am having trouble plotting intraday data on a chart. I haven't had any success with using ideas from some other posts or other content. My data is in csv format, here's the first few rows: TimeStamp..UTC. Open High Low Close 1 2011-06-15 13:30:00:0000 127175 127500 126925 127425 2 2011-06-15 14:00:00:0000 127400 127575 127225 127225 3 2011-06-15

i am new to the quantmod package . so if the answer is trivial please excuse me. i want to study stock values within a day. i get current stock updates using getQuotes and then want to produce usual quantmod graphs with that values. also the graph should be able of adding technical indicators. please help. in addition it will be helpful if anyone suggests how to run that code continuously to get

Hello Group, I am trying to see if there is way to access data that is inside another namespace. For e.g. the addATR function in the quantmod package calculates the ATR using the TTR package and then plots it to the graph. Now since it has already calculated the info that I need, can I access that data which if I look at the function code is stored in a variable called "atr"

Hello! Please help - can't find any options how to remove very big spaces between two dates containing intraday prices plotted by plot.xts. It looks like the following: on the left side of the plot window is the first bunch of points, the same is for the right hand side and a long line connecting them in the middle. I would want to merge them (cut spaces) somehow. In any case thanks for

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 <-

Hello, I have a series of intraday (high-frequency) price data in the form of POSIX timestamp followed by the value. I sucesfuly loaded that into "its" package object. I would like to create from it a regularly spaced time series of prices (for example 1min, 5min, etc apart) so i could calcualte returns. There is an interpolation function locf() that for timestamp with value NA uses last

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

Hi all, I have this code I want to add two ablines like this abline(h=2400, lty=3, col="lightgrey") abline(h=400, lty=3, col="lightgrey") But doesnt wotk. I alo try to set ylim from 0 to max "Foa"+1000 but I?m not able ?Is it posible? require(latticeExtra) require(ggplot2) require(reshape2) suppressPackageStartupMessages(require(googleVis)) require(quantmod)

I am trying to extract one particular piece of data(Float) from all the data returned by yahooKeystats, but thus far I'm having no luck. This is what I've got so far: > library(fImport) Loading required package: timeSeries Loading required package: timeDate > data<-yahooKeystats("IBM") trying URL 'http://finance.yahoo.com/q/ks?s=IBM' Content type 'text/html;

Looking for a little help figuring out what's driving gaps in data after merging two xts objects (msci.m and x2). The merge statement I'm using is ... y <-merge(x2,msci.m, all=FALSE). Here's info on the output , y: head(y) t-bill msci Sep 1985 7.310 316.963 Mar 1986 6.560 463.471 Jun 1986 6.180 498.791 Jul 1987 6.200 778.898 Aug 1987 6.400 833.519 Nov 1987

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 all, I'm a newbie to R and it has been very helpful to use your website. Unfortunately I've been struggling with my code now for two days so I wanted to ask few questions. I've been trying to create nice graphs to put into a pdf sheet but I'm having little problems with all the packages I've been using. So what I want to accomplish is create one pdf sheet with three graphs

Hi, I realized that when I have irregular series to feed into lineChart, the interval of each point in the chart does not seem to take care of irregular time interval I specified in my input xts time series. But rather, lineChart seems to take each point as equal spaced time series. For example, I have the following code: library(quantmod) options(digits.sec=3) t0 <-

Hello, I have trouble with saving and showing candlestick graph. I want to draw daily 1-minute candle chart per each day and save it repeatedly. The data I saved and is used in my code is as the following format: ----------------------------------------------------- Index,Open,High,Low,Close # header 2011-11-01 9:00:00 ,248.50,248.95,248.20,248.70 ... 2011-11-01 15:15:00