minute: Minutes

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

Description

This function takes time in a time object and returns the minutes value as an integer. As documented by Hadley

Usage

minute(x)

Arguments

x	a one column of a data.table containing a time in the ITime, "09:30:00" represents hours, minutes, and seconds.

Details

https://gist.github.com/hadley/10238

Value

An integer.

Examples

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
minute(datasample$TradeTime)

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