Question

I have a csv file contains minutes exchange rate

<TICKER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
EURUSD,20110103,000000,1.3353,1.3354,1.3353,1.3354,4
EURUSD,20110103,000100,1.3355,1.3356,1.3355,1.3356,4
EURUSD,20110103,000200,1.3355,1.3356,1.3350,1.3350,4
EURUSD,20110103,000300,1.3349,1.3349,1.3348,1.3348,4
EURUSD,20110103,000400,1.3347,1.3348,1.3347,1.3348,4
...

Trying to do below but not working for me. How to read date time from 2 columns?

rate <- read.zoo("data.csv",sep=",",tz="",header=T, format='%Y%m%d %H%M%S', index = 2:3)

above code generated error : index has 5 bad entries at data rows: 1 2 3 4 5

Was it helpful?

Solution

You need to specify colClasses to keep the leading zeros on the third column, and to remove the first column (since you can't have both numbers and characters in a zoo object). Note that the default action if multiple index columns are specified is to paste them together with a space between them.

Lines <- "<TICKER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
EURUSD,20110103,000000,1.3353,1.3354,1.3353,1.3354,4
EURUSD,20110103,000100,1.3355,1.3356,1.3355,1.3356,4
EURUSD,20110103,000200,1.3355,1.3356,1.3350,1.3350,4
EURUSD,20110103,000300,1.3349,1.3349,1.3348,1.3348,4
EURUSD,20110103,000400,1.3347,1.3348,1.3347,1.3348,4
"

rate <- read.zoo(text=Lines, sep=",", header=TRUE, 
  index.column=1:2, format="%Y%m%d %H%M%S", tz="", 
  colClasses = rep(c("NULL", "character", "numeric"), c(1, 2, 5)))

MODIFIED: Simplified.

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