Hi Gabor et al. the f3 <- function(...) as.POSIXct(paste(...), format = "%Y%m%d %H:%M:%S" )
helped me to read intraday data from file ###### <TICKER>,<NAME>,<PER>,<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>,<OPENINT> ICE.BRN,ice.brn_m5,5,20100802,10:40:00,79.21000,79.26000,79.16000,79.20000,238,0 ICE.BRN,ice.brn_m5,5,20100802,10:45:00,79.19000,79.26000,79.19000,79.21000,413,0 ###### ##intraday data 5m file fnameId= "./finam_brn_m5.csv" pDateTimeColumns <- list(4,5) b <- read.zoo(fnameId, index=pDateTimeColumns , sep=",", header=TRUE, FUN=f3 ) xb <- as.xts(b) > head(b,2) ## X.TICKER. X.NAME. X.PER. X.OPEN. X.HIGH. X.LOW. X.CLOSE. X.VOL. X.OPENINT. 2010-08-02 10:40:00 ICE.BRN ice.brn_m5 5 79.21 79.26 79.16 79.20 238 0 2010-08-02 10:45:00 ICE.BRN ice.brn_m5 5 79.19 79.26 79.19 79.21 413 0 problem is that after the conversion to xts numeric values got converted to chars > head(xb,2) X.TICKER. X.NAME. X.PER. X.OPEN. X.HIGH. X.LOW. X.CLOSE. X.VOL. X.OPENINT. 2010-08-02 10:40:00 "ICE.BRN" "ice.brn_m5" "5" "79.21" "79.26" "79.16" "79.20" " 238" "0" 2010-08-02 10:45:00 "ICE.BRN" "ice.brn_m5" "5" "79.19" "79.26" "79.19" "79.21" " 413" "0" and quantmod charting does not work. Q. how to prevent converting to char with xts ? I suspect the problem is that index is constructed from two columns date and time. > sessionInfo() R version 2.12.1 (2010-12-16) Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit) locale: [1] C attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] quantmod_0.3-15 TTR_0.20-2 Defaults_1.1-1 xts_0.7-6.11 zoo_1.7-0 Slava -- View this message in context: http://r.789695.n4.nabble.com/zoo-read-intraday-data-tp3010256p3160102.html Sent from the R help mailing list archive at Nabble.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.