datemanip: Manipulate Date Strings IDate Format

In ProfMalloryResearch/BBOToolkit: Tools for Working with CME Group's Historical BBO Data sets

Description

This function takes dates that are formatted as a character string of the type, '20080114', where this is January 14, 2008 The value of the function returns an IDate object.

Usage

datemanip(x)

Arguments

x	a one column of a data.table containing a date in the format, "20080114", to represent January 14, 2008.

Details

This function is intended to be vectorized over a data.table object.

Value

An IDate object.

Examples

datasample <- as.data.table(bboread('data-raw/XCBT_C_FUT_110110.TXT'))
datasample[, TradeDate := datemanip(datasample[, 1, with=FALSE])]
datasample

datasample <- as.data.table(bboread('data-raw/XCBT_C_FUT_110110.TXT'))
datasample[, c("TradeDate", "TradeTime") := .(datemanip(datasample[, 1, with=FALSE]), timemanip(datasample[, 2, with=FALSE]))]
datasample

ProfMalloryResearch/BBOToolkit documentation built on May 8, 2019, 3:23 a.m.