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 <- read.zoo(optData.df.1[c(1:2,5:11)],index=list(1,2), FUN=f2) The index columns refer to the date and time in your dataset. zoo objects can be converted to xts using as.xts I think you should be able to create xts directly using a similar approach On Mon, Dec 3, 2012 at 5:10 PM, Wei-han Liu <weihanliu2...@yahoo.com> wrote: > 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: yyyy-mm-dd and hh-mm, and convert them as xts objects. Could any > people can share some advice in this regard? > > Many thanks. > > Wei-han > > TDATE TTIME > 20091009 930 > 20091009 1130 > 20091009 1500 > 20091012 930 > 20091012 1130 > 20091012 1500 > 20091013 930 > 20091013 1130 > 20091013 1500 > 20091014 930 > 20091014 1130 > 20091014 1500 > 20091015 930 > 20091015 1130 > 20091015 1500 > 20091016 930 > 20091016 1130 > 20091016 1500 > 20091019 930 > 20091019 1130 > 20091019 1500 > 20091020 930 > 20091020 1130 > 20091020 1500 > 20091021 930 > 20091021 1130 > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org 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. _______________________________________________ R-SIG-Finance@r-project.org 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.