Converting 1min OHLC data to 5min OHLC data in R

StackOverflow https://stackoverflow.com/questions/11941333

  •  26-06-2021
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Question

I currently have OHLC intraday data that I need to convert to 5min data. Is there any way to do this in R?

Était-ce utile?

La solution

Yes, a trivial call to to.minutes5 from the xts package can do that.

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