I'm trying to read intraday zoo but running into issues (again) ...
what am I missing here? (the date doesn't seem to read in correctly)
> head(dat)
TrdDate TrdTime impliedVol
1 20090102 09:55:03 0.3610715
2 20090102 09:55:04 0.3637943
3 20090102 09:55:05 0.3752375
4 20090102 09:55:05 0.4190025
5 20090102 09:55:06 0.3696080
6 20090102 09:55:06 0.4944981
> f <- function(x) chron(x[,1],x[,2], format=c(dates="ymd", times="h:m:s"))
> head(z)
(741031 09:55:03) (741031 09:55:04) (741031 09:55:05) (741031
09:55:05) (741031 09:55:06) (741031 09:55:06)
0.3610715 0.3637943 0.3752375
0.4190025 0.3696080 0.4944981
Warning message:
In zoo(rval[i], x.index[i]) :
some methods for “zoo” objects do not work if the index entries in
‘order.by’ are not unique
>
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