I have a csv file and when i use this command
SOLK<-read.table('Book1.csv',header=TRUE,sep=';')
I get this output
> SOLK
Time Close Volume
1 10:27:03,6 0,99 1000
2 10:32:58,4 0,98 100
3 10:34:16,9 0,98 600
4 10:35:46,0 0,97 500
5 10:35:50,6 0,96 50
6 10:35:50,6 0,96 1000
7 10:36:10,3 0,95 40
8 10:36:10,3 0,95 100
9 10:36:10,4 0,95 500
10 10:36:10,4 0,95 100
. . . .
. . . .
. . . .
285 17:09:44,0 0,96 404
Here is the result of dput(SOLK[1:10,]):
> dput(SOLK[1:10,])
structure(list(Time = structure(c(1L, 2L, 3L, 4L, 5L, 5L, 6L,
6L, 7L, 7L), .Label = c("10:27:03,6", "10:32:58,4", "10:34:16,9",
"10:35:46,0", "10:35:50,6", "10:36:10,3", "10:36:10,4", "10:36:30,8",
"10:37:23,3", "10:37:38,2", "10:37:39,3", "10:37:45,9", "10:39:07,5",
"10:39:07,6", "10:39:46,6", "10:41:21,8", "10:43:20,6", "10:43:36,4",
"10:43:48,8", "10:43:48,9", "10:43:54,6", "10:44:01,5", "10:44:08,4",
"10:45:47,2", "10:46:16,7", "10:47:03,6", "10:47:48,6", "10:47:55,0",
"10:48:09,9", "10:48:30,6", "10:49:20,6", "10:50:31,9", "10:50:34,6",
"10:50:38,1", "10:51:02,8", "10:51:11,5", "10:55:57,7", "10:57:57,2",
"10:59:06,9", "10:59:33,5", "11:00:31,0", "11:00:31,1", "11:04:46,4",
"11:04:53,4", "11:04:54,6", "11:04:56,1", "11:04:58,9", "11:05:02,0",
"11:05:02,6", "11:05:24,7", "11:05:56,7", "11:06:15,8", "11:13:24,1",
"11:13:24,2", "11:13:32,1", "11:13:36,2", "11:13:37,2", "11:13:44,5",
"11:13:46,8", "11:14:12,7", "11:14:19,4", "11:14:19,8", "11:14:21,2",
"11:14:38,7", "11:14:44,0", "11:14:44,5", "11:15:10,5", "11:15:10,6",
"11:15:12,9", "11:15:16,6", "11:15:23,3", "11:15:31,4", "11:15:36,4",
"11:15:37,4", "11:15:49,5", "11:16:01,4", "11:16:06,0", "11:17:56,2",
"11:19:08,1", "11:20:17,2", "11:26:39,4", "11:26:53,2", "11:27:39,5",
"11:28:33,0", "11:30:42,3", "11:31:00,7", "11:33:44,2", "11:39:56,1",
"11:40:07,3", "11:41:02,1", "11:41:30,1", "11:45:07,0", "11:45:26,6",
"11:49:50,8", "11:59:58,1", "12:03:49,9", "12:04:12,6", "12:06:05,8",
"12:06:49,2", "12:07:56,0", "12:09:37,7", "12:14:25,5", "12:14:32,1",
"12:15:42,1", "12:15:55,2", "12:16:36,9", "12:16:44,2", "12:18:00,3",
"12:18:12,8", "12:28:17,8", "12:28:17,9", "12:28:23,7", "12:28:51,1",
"12:36:33,2", "12:37:45,0", "12:39:22,2", "12:40:19,5", "12:42:22,1",
"12:58:46,3", "13:06:05,8", "13:06:05,9", "13:07:17,6", "13:07:17,7",
"13:09:01,3", "13:09:01,4", "13:09:11,3", "13:09:31,0", "13:10:07,8",
"13:35:43,8", "13:38:27,7", "14:11:16,0", "14:17:31,5", "14:26:13,9",
"14:36:11,8", "14:38:43,7", "14:38:47,8", "14:38:51,8", "14:48:26,7",
"14:52:07,4", "14:52:13,8", "15:09:24,7", "15:10:25,8", "15:29:12,1",
"15:31:55,9", "15:34:04,1", "15:44:10,8", "15:45:07,1", "15:57:04,9",
"15:57:13,9", "16:16:27,9", "16:21:41,7", "16:36:01,5", "16:36:13,2",
"16:46:10,5", "16:46:10,6", "16:47:37,3", "16:50:52,4", "16:50:52,5",
"16:51:44,5", "16:55:11,5", "16:56:21,8", "16:56:37,5", "16:57:37,9",
"16:58:18,6", "16:58:44,5", "17:00:39,1", "17:01:50,7", "17:03:13,2",
"17:03:28,3", "17:03:46,7", "17:03:47,0", "17:04:30,4", "17:08:41,8",
"17:09:44,0"), class = "factor"), Close = structure(c(8L, 7L,
7L, 6L, 5L, 5L, 4L, 4L, 4L, 4L), .Label = c("0,92", "0,93", "0,94",
"0,95", "0,96", "0,97", "0,98", "0,99"), class = "factor"), Volume = c(1000L,
100L, 600L, 500L, 50L, 1000L, 40L, 100L, 500L, 100L)), .Names = c("Time",
"Close", "Volume"), row.names = c(NA, 10L), class = "data.frame")
The first column includes the time stamp of every transaction during a stock’s exchange daily session. I would like to convert the Close and Volume columns to an xts object ordered by the Time column.
UPDATE: From your edits, it appears you imported your data using two different commands. It also appears you should be using
read.csv2. I’ve updated my answer withLinesthat (I assume) look more like your original CSV (I have to guess because you don’t say what the file looks like). The rest of the answer doesn’t change.You have to add a date to your times because xts stores all index values internally as
POSIXct(I just used today’s date).I had to convert the “,” decimal notation to the “.” convention (using
gsub), but that may be locale-dependent and you may not need to.pastetoday’s date with the (possibly converted) time and then convert it toPOSIXctto create an index suitable for xts.I’ve also formatted the index so you can see the fractional seconds.