[R] Dividing tick-data into intervalls

2012-05-08 Thread osvald wiklander
Hi everybody, I am sorry that I am kind of spamming this forum, but I have searched for some input everywhere and cant really find a nice solution for my problem. Data looks like: price 2011-11-01 08:00:00 0.0 2011-11-01 08:00:00 0.0

Re: [R] Dividing tick-data into intervalls

2012-05-08 Thread Milan Bouchet-Valat
Le mardi 08 mai 2012 à 10:44 +0200, osvald wiklander a écrit : Hi everybody, I am sorry that I am kind of spamming this forum, but I have searched for some input everywhere and cant really find a nice solution for my problem. Data looks like: price

Re: [R] Dividing tick-data into intervalls

2012-05-08 Thread R. Michael Weylandt
Are you the oswi who just asked a very similar question? Regardless, as Josh said, the high-performance way to do this is to use the specialty C code available through the xts package and the to.period() functions, specifically to.minutes5 Michael On Tue, May 8, 2012 at 8:48 AM, Milan