On Wed, Jan 11, 2012 at 11:10 AM, Ted Byers <r.ted.by...@gmail.com> wrote: > Hi Joshua, > > Thanks. > > I had used irts because I thought I had to. The tick data I have has some > minutes in which there is no data, and others when there are hundreds, or > even thousands. If xts supports irregular data, the that is one less step > for me to worry about. > > Alas, your suggestion didn't help: > >> z <- xts(y[,2], y[,1]) >> alpha3 <- to.minutes3(z, OHLC=TRUE) >> plotOHLC(alpha3) > Error in plotOHLC(alpha3) : x is not a open/high/low/close time series
plotOHLC requires a 4-column ts object with columns explicitly named Open, High, Low, Close, in that order. alpha3, as I've defined above, will have 4 columns but may not have those explicit column names. You would have to set them yourself. Then you could run: plotOHLC(as.ts(alpha3)) For example, this works: library(xts) data(sample_matrix) x <- as.ts(sample_matrix) plotOHLC(x) >> str(alpha3) > An ‘xts’ object from 2010-06-30 15:47:00 to 2011-10-31 15:14:00 containing: > Data: num [1:98865, 1:4] 9215 9220 9205 9195 9195 ... > - attr(*, "dimnames")=List of 2 > ..$ : NULL > ..$ : chr [1:4] "z.Open" "z.High" "z.Low" "z.Close" > Indexed by objects of class: [POSIXct,POSIXt] TZ: > xts Attributes: > NULL > > Is there anything else I might try? > You could try quantmod::chartSeries(to.minutes3(z, OHLC=TRUE)). I'm not familiar with the charting capabilities in the tseries package, but those in quantmod are quite extensive. See also www.quantmod.com. > Thanks again, > > Ted > Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.