Use the lubridate package. Here are some links http://cran.r-project.org/web/packages/lubridate/index.html
http://www.jstatsoft.org/v40/i03/paper http://www.r-statistics.com/2012/03/do-more-with-dates-and-times-in-r-with-lubridate-1-1-0/ Alain (646)781-2698 -----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of algotr8der Sent: Sunday, April 01, 2012 3:36 PM To: [email protected] Subject: Re: [R-SIG-Finance] R Bloomberg for intraday prices Were you able to get an answer to this question? The timestamp is in UTC time - so how does one convert this time to US trading hours i.e 9:30 to 4pm? How does one handle the day light savings hours etc... Appreciate the feedback. -- View this message in context: http://r.789695.n4.nabble.com/R-Bloomberg-for-intraday-prices-tp4261687p4524206.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
