Question

I am trying to get out a specific row (at a particular minute in a day) of a minute xts data. I have tried several things but only one strange thing works.

> last(UpRatio["T10:14:00/T10:15:00"])
                TICK.NYSE.Close
2011-12-23 10:15:00       0.7608696

This also works:

UpRatio[ with(as.POSIXlt(index(UpRatio)), (hour == 10 & min == 15)), ]

                    TICK.NYSE.Close
2011-12-23 10:15:00       0.7608696

If I try to do the most intuitive thing I get nothing while expecting a single row. Why is the code below not working?

> UpRatio["T10:15:00"]
 TICK.NYSE.Close

If I try to do next obvious thing I get the whole xts object:

> UpRatio["10:15:00"]
                TICK.NYSE.Close
2011-12-23 09:30:00       1.0000000
2011-12-23 09:31:00       1.0000000
2011-12-23 09:32:00       1.0000000
2011-12-23 09:33:00       1.0000000
2011-12-23 09:34:00       0.8000000
2011-12-23 09:35:00       0.8333333
2011-12-23 09:36:00       0.8571429
2011-12-23 09:37:00       0.8750000
2011-12-23 09:38:00       0.7777778
2011-12-23 09:39:00       0.8000000
2011-12-23 09:40:00       0.8181818
2011-12-23 09:41:00       0.7500000
2011-12-23 09:42:00       0.6923077
2011-12-23 09:43:00       0.7142857
2011-12-23 09:44:00       0.6666667
2011-12-23 09:45:00       0.6250000
2011-12-23 09:46:00       0.6470588
2011-12-23 09:47:00       0.6666667
2011-12-23 09:48:00       0.6315789
2011-12-23 09:49:00       0.6500000
2011-12-23 09:50:00       0.6666667
2011-12-23 09:51:00       0.6818182
2011-12-23 09:52:00       0.6956522
2011-12-23 09:53:00       0.7083333
2011-12-23 09:54:00       0.7200000
2011-12-23 09:55:00       0.7307692
2011-12-23 09:56:00       0.7407407
2011-12-23 09:57:00       0.7500000
2011-12-23 09:58:00       0.7586207
2011-12-23 09:59:00       0.7666667
2011-12-23 10:00:00       0.7419355
2011-12-23 10:01:00       0.7500000
2011-12-23 10:02:00       0.7575758
2011-12-23 10:03:00       0.7647059
2011-12-23 10:04:00       0.7428571
2011-12-23 10:05:00       0.7500000
2011-12-23 10:06:00       0.7567568
2011-12-23 10:07:00       0.7631579
2011-12-23 10:08:00       0.7692308
2011-12-23 10:09:00       0.7750000
2011-12-23 10:10:00       0.7804878
2011-12-23 10:11:00       0.7857143
2011-12-23 10:12:00       0.7906977
2011-12-23 10:13:00       0.7954545
2011-12-23 10:14:00       0.7777778
2011-12-23 10:15:00       0.7608696
2011-12-23 10:16:00       0.7446809
...

What am I missing here? What I do not understand?

Answer 1

Time of day subsetting currently only works with a range. You could use UpRatio["T10:14:59.999/T10:15:00"] instead of last(UpRatio["T10:14:00/T10:15:00"]). Also note that this will return the 10:15 time for every day in your object.