Hello,
I have the following data (xts) (last two columns refer to up and down
volumes).
> head(test,20)
[,1] [,2] [,3]
2012-09-12 16:30:00 144.39 300 0
2012-09-12 16:30:00 144.39 500 0
2012-09-12 16:30:00 144.39 300 0
2012-09-12 16:30:00 144.39 400 0
2012-09-12 16:30:00 144.39 300 0
2012-09-12 16:30:00 144.39 300 0
2012-09-12 16:30:00 144.39 100 0
2012-09-12 16:30:00 144.39 900 0
2012-09-12 16:30:00 144.39 200 0
2012-09-12 16:30:00 144.39 103 0
2012-09-12 16:30:00 144.39 197 0
2012-09-12 16:30:00 144.39 200 0
2012-09-12 16:30:00 144.39 500 0
2012-09-12 16:30:00 144.39 400 0
2012-09-12 16:30:00 144.39 100 0
2012-09-12 16:30:00 144.39 500 0
2012-09-12 16:30:00 144.39 300 0
2012-09-12 16:30:00 144.39 200 0
2012-09-12 16:30:00 144.39 103 0
2012-09-12 16:30:00 144.38 0 100
I can use the to.period to aggregate the above data to seconds
test.Open test.High test.Low test.Close
2012-09-12 16:30:00 144.39 144.47 144.37 144.38
2012-09-12 16:31:00 144.39 144.40 144.33 144.37
2012-09-12 16:32:00 144.37 144.45 144.37 144.45
2012-09-12 16:33:00 144.45 144.47 144.42 144.47
but I am not sure how to do this for the volume columns. I would need to
retrieve the volume sums per second.
Is this functionality built into the xts package? Is there any other
function that could be used to do something like that?
Thanks & best regards,
Costas
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