[R-SIG-Finance] NA's in xts object index

I created an xts object using POSIXct from tick market data.  I have used this before without problems, but for some reason today I am getting all NAs in my xts object. I had that problem before when I used package chron, but I am not using chron today. Other things that caused similar results i

[R-SIG-Finance] extract a particular hour of tick data from multiple days form xts object

Hi, I have an xts dataframe called a1.  Its tick data for many months.  The data is already in xts format so the first column is the index. I reviewed the xts manual and on page 5 of the xts package manual it talks about extracting recurring times between 8:30 to 15:00 using the code   .parseISO