Re: [R] Millisecond TimeStamps

[David Winsemius]

On Mar 24, 2011, at 1:13 PM, Madaliso Mulaisho wrote:
I am wondering if there is a good way to work with data that is  
indexed in
time, via timestamps with a resolution in milliseconds.  As I  
understand it,
the POSIX classes have a resolution i n terms of seconds, and will not
process fractional seconds from a string.  Is this correct.

No.

 I realize that
this may be a little unclear.  Here is what I am trying to do:

A data frame with a time series and a price series, there the time  
series is
of the form:

"2009-09-30 10:00:00.543"

I ultimately like to create an xts object out of this data frame, or  
some
other object where I can easily work with times (find out how much  
time has
elapsed, between entries, etc).

Using, for example, the code:

as.POSIXct("2009-09-30 10:00:00.543", "%Y-%m-%d %H:%M:%S", tz="UTC")

I find this returned:

               "2009-09-30 10:00:00 UTC"

From various experiments similar to the above, and from the forums,  
it first
seemed like POSIX could not process millisecond time stamps.   
However, when
I call:

               Sys.time()

I get a POSIX object that has millisecond timestamps:

               "2011-03-24 13:11:52.79 EDT"

By default the print method for POSIXt vectors does not display the  
subsecond values but they are not removed.

> as.POSIXct("2009-09-30 10:00:00.543")
[1] "2009-09-30 10:00:00 EDT"

> format(as.POSIXct("2009-09-30 10:00:00.543"), format="%H:%M:%OS3")
[1] "10:00:00.543"


This has made me confused.  Does anyone know a way to go from a string
containing time data to a POSIX object with millisecond timestamps?

It is all explained in the help files.

--
David Winsemius, MD
West Hartford, CT

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