[R-SIG-Finance] time index in high frequency data

2012-12-03 Thread Wei-han Liu
Hi R users: I have a high frequency dataset with the following two time indexes: TDATE and TTIME. I would like to read in the following series in the specific data format: -mm-dd and hh-mm, and convert them as xts objects. Could any people can share some advice in this regard? Many

Re: [R-SIG-Finance] time index in high frequency data

2012-12-03 Thread Santosh Srinivas
You could find more direction on the r-help list .. I remember using help from that list You can do something like this. (Code pasted from my routine) f2 - function(d, t, format = %Y%m%d %H:%M:%S) { as.POSIXct(strptime(paste(d, t),format=format)) } require(zoo) optData.z -

[R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread G See
Hello all, I'd like to introduce the TFX package which I recently published to CRAN. It is a simple R interface to the free TrueFX Web API. You can use it to get real-time quotes with millisecond resolution and fractional-pip bid/ask spreads for 26 currency pairs. There is an RPub overview of

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread Dennis Lee
I copied and pasted the code for Shiny app, but it doesn't update the FX quotes every 750 ms. I tried it on Firefox and Chrome. From: G See gsee...@gmail.com To: r-sig-finance r-sig-finance@r-project.org Sent: Monday, 3 December 2012 8:57 PM Subject:

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread G See
Aw. That's a shame. What version of shiny and websockets are you using? Maybe try: devtools::install_github('shiny', 'rstudio') It works for me on linux with the following sessionInfo sessionInfo() R version 2.15.2 (2012-10-26) Platform: x86_64-pc-linux-gnu (64-bit) locale: [1]

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread Dirk Eddelbuettel
On 3 December 2012 at 08:33, Dennis Lee wrote: | I copied and pasted the code for Shiny app, but it doesn't update the FX quotes | every 750 ms. I tried it on Firefox and Chrome. I copied and paste ? Maybe you did that the wrong way? What happens when you install the shiny and TFX packages,

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread Dennis Lee
I am running it on Windows, maybe you didn't understand what I said. I did get the first quote displayed correctly, so it is not because of the library. My problem is that it doesn't update periodically. I will try to figure it out when I have time, just too late now (its past midnight here) to

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread Jeff Ryan
If the backend is using websockets, that is very new ground in the land of HTML. M$ prides itself typically on being off by a decade w.r.t. adoption of such 'shiny' things. So... that may indeed be your issue. Jeff On Mon, Dec 3, 2012 at 11:05 AM, Dennis Lee dennis...@yahoo.com.au wrote: I

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread G See
I just tried it on Windows and it works for me with the sessionInfo below. Are you sure you have at least version 1.1.6 of websockets? sessionInfo() R version 2.15.1 (2012-06-22) Platform: x86_64-pc-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread Dennis Lee
I did get this warning when I ran the code: runGist(4122626) Loading required package: TFX Warning: package ‘TFX’ was built under R version 2.15.2 I have checked websockets: loaded via a namespace (and not attached): [1] bitops_1.0-5 caTools_1.13 devtools_0.8 [4]

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread G See
On Mon, Dec 3, 2012 at 11:28 AM, Dennis Lee dennis...@yahoo.com.au wrote: I did get this warning when I ran the code: runGist(4122626) Loading required package: TFX Warning: package ‘TFX’ was built under R version 2.15.2 I have checked websockets: loaded via a namespace (and not

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread Jeff Ryan
websockets are _incredibly_ browser sensitive, as I noted before. I worked on/with the websockets package back when Bryan Lewis first wrote it, and to say getting the pieces aligned is tricky is an understatement. I don't know the current browser status, but you may need to update those as well.

Re: [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API

2012-12-03 Thread rex
G See gsee...@gmail.com [2012-12-03 04:57]: I'd like to introduce the TFX package which I recently published to CRAN. It is a simple R interface to the free TrueFX Web API. You can use it to get real-time quotes with millisecond resolution and fractional-pip bid/ask spreads for 26 currency