I've met the  same problem which caused by the POSIXct. I think POSIXlt's
storage is wasting a lot of space  and R should support  the intraday time
handling.  Thank you for your useful comments,  I am reading the
StackOverflow.

As for the "Windows could not handle more than milli-second datetimes and
Linux "almost" micros",  this is decided by the OS standard,  not caused by
other thing.  And so,  I think millisecond is enough for me. 



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