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. 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"
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?
Thanks
Madaliso
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