read.zoo does not allow multiple index fields but you can read it in
using read.table, combine the index fields and use read.zoo to read
the resulting data frame.  Note that read.zoo can read data frames,
not just files. Also note the aggregate= argument on read.zoo allows
direct handling of situations like this where there are multiple time
series each indicated by a field, in this case, SYMBOL.

On Wed, Dec 23, 2009 at 3:21 PM, Stephen J. Barr <stephenjb...@gmail.com> wrote:
> Hello,
>
> I have a simple question. I am trying to load data into a zoo object. I have
> the data in CSV format as follows
>
> SYMBOL DATE             TIME              PRICE
> XX            YYYYMMDD HH:MM:SS      n.nn
>
> and there are multiple symbols in this one data frame.
>
> My question is, do I need to merge DATE and TIME before loading them or can
> I specify multiple index.column or index.name fields?
>
> Thanks,
> -stephen

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