timemanip: Manipulate Time Strings ITime Format
In ProfMalloryResearch/BBOToolkit: Tools for Working with CME Group's Historical BBO Data sets
Description
Usage
Arguments
Details
Value
Examples
Description
This function takes time in the format, "093000", to represent hours, minutes, and seconds. The value of the
function returns an ITime object. After reformatting the time to "09:30:00", the function passes the unambiguous string to
an as.ITime() function call.
Usage
1
timemanip(x)
Arguments
x
a one column of a data.table containing a time in the format, "093000", to represent "09:30:00" hours, minutes, and seconds.
Details
This function is intended to be vectorized over a data.table object. See examples below.
Value
An ITime object.
Examples
1
2
3
4
5
6
7
datasample <- as.data.table(bboread('data-raw/XCBT_C_FUT_110110.TXT'))
datasample[, TradeTime .= timemanip(datasample[, 2, 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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value Examples
Description
This function takes time in the format, "093000", to represent hours, minutes, and seconds. The value of the function returns an ITime object. After reformatting the time to "09:30:00", the function passes the unambiguous string to an as.ITime() function call.
Usage
1 | timemanip(x)
|
Arguments
x |
a one column of a data.table containing a time in the format, "093000", to represent "09:30:00" hours, minutes, and seconds. |
Details
This function is intended to be vectorized over a data.table object. See examples below.
Value
An ITime object.
Examples
1 2 3 4 5 6 7 | datasample <- as.data.table(bboread('data-raw/XCBT_C_FUT_110110.TXT'))
datasample[, TradeTime .= timemanip(datasample[, 2, 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
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.