R: A column is missing after xts data transformation of stock data

Question

my code isn't giving me the output I was expecting.

I am slicing stock market data by 30 minutes. The expected output:

Date open high low close totalVolume totalTraded

but the actual output:

Date open high low close totalVolume

The last column of my data doesn't show in the final output. TotalTraded is the total amount traded: Volume*Price

I have included the code along with the dataset.

Thank you for you help.

My code:

#load data
data1<-read.table("EKSO.txt",header=T,sep=",",stringsAsFactors=F)

#Change the name the column Size to Volume
colnames(data1)[4]<-"Volume"

#calculate total traded
data1["TT"]<-data1$Price*data1$Volume

#combine and convert date and time
data1$Date <- strptime(paste(data1$Date, data1$Time), "%m/%d/%Y %H:%M:%S")

#remove Time columns
data1<-data1[-2]

#load xts and zoo library
library(xts)
library(zoo)

#create an xts object
myxts<-xts(data1[,2:4],order.by=as.POSIXct(data1[,1]))

#slice dataset by 30 minutes interval
myxts30<-to.period(myxts,'minutes',30)

Actual Output:

> head(myxts30)
                myxts.Open myxts.High myxts.Low myxts.Close myxts.Volume

2014-02-07 09:42:11 3.00 3.20 3.00 3.2 8042 2014-02-07 10:07:33 3.00 3.20 3.00 3.2 7247 2014-02-07 10:54:13 3.24 3.40 3.24 3.4 3700 2014-02-07 11:29:58 3.35 3.35 3.10 3.1 3583 2014-02-07 11:55:11 3.19 3.20 3.15 3.2 1760 2014-02-07 12:17:32 3.20 3.20 3.20 3.2 1500

The dataset:

Date,Time,Price,Size
02/07/2014,09:30:01,3,500
02/07/2014,09:30:29,3,42
02/07/2014,09:35:56,3,100
02/07/2014,09:37:17,3,100
02/07/2014,09:37:28,3.2,900
02/07/2014,09:37:35,3.2,4900
02/07/2014,09:37:51,3.2,1000
02/07/2014,09:42:11,3.2,500
02/07/2014,10:00:31,3,2400
02/07/2014,10:00:37,3.2,500
02/07/2014,10:00:44,3.2,3347
02/07/2014,10:07:33,3.2,1000
02/07/2014,10:31:42,3.24,1000
02/07/2014,10:33:44,3.24,200
02/07/2014,10:40:28,3.25,300
02/07/2014,10:49:57,3.25,600
02/07/2014,10:53:16,3.25,100
02/07/2014,10:53:32,3.4,1000
02/07/2014,10:54:13,3.4,500
02/07/2014,11:05:37,3.35,1000
02/07/2014,11:11:29,3.25,600
02/07/2014,11:15:26,3.3,60
02/07/2014,11:19:16,3.3,23
02/07/2014,11:21:14,3.25,100
02/07/2014,11:21:22,3.25,100
02/07/2014,11:21:30,3.2,500
02/07/2014,11:21:35,3.2,500
02/07/2014,11:21:43,3.2,500
02/07/2014,11:29:58,3.1,200
02/07/2014,11:35:42,3.19,360
02/07/2014,11:39:51,3.19,1000
02/07/2014,11:52:39,3.15,200
02/07/2014,11:53:51,3.15,100
02/07/2014,11:55:11,3.2,100
02/07/2014,12:17:32,3.2,1500
02/07/2014,12:35:42,3.24,1200
02/07/2014,12:37:53,3.24,100
02/07/2014,12:38:02,3.24,3500
02/07/2014,12:53:57,3.24,400
02/07/2014,13:10:57,3.239,100
02/07/2014,13:11:35,3.24,800
02/07/2014,13:13:41,3.24,1000
02/07/2014,13:39:40,3.24,450
02/07/2014,13:56:04,3.24,500
02/07/2014,14:09:49,3.24,600
02/07/2014,14:11:25,3.24,1000
02/07/2014,14:25:53,3.24,25
02/07/2014,14:30:58,3.24,30
02/07/2014,14:31:36,3.24,30
02/07/2014,14:32:12,3.24,30
02/07/2014,14:33:00,3.24,100
02/07/2014,14:34:49,3.24,1100
02/07/2014,14:36:02,3.24,2000
02/07/2014,14:37:07,3.22,1500
02/07/2014,14:42:30,3.22,3300
02/07/2014,14:42:46,3.22,100
02/07/2014,14:42:54,3.2,1000
02/07/2014,14:53:13,3.23,240
02/07/2014,14:53:27,3.24,500
02/07/2014,14:53:59,3.24,60
02/07/2014,14:54:46,3.2,1500
02/07/2014,14:57:45,3.2,160
02/07/2014,14:57:46,3.2,125
02/07/2014,14:57:54,3.2,100
02/07/2014,15:05:56,3.19,100
02/07/2014,15:22:21,3.19,300
02/07/2014,15:22:28,3.18,150
02/07/2014,15:23:09,3.19,2000
02/07/2014,15:35:23,3.18,1500
02/07/2014,15:44:36,3.18,600
02/10/2014,09:30:02,3.25,100
02/10/2014,09:30:02,3.25,25
02/10/2014,09:30:24,3.25,150
02/10/2014,09:30:40,3.25,100
02/10/2014,09:31:11,3.25,650
02/10/2014,09:35:32,3.24,200
02/10/2014,09:37:59,3.19,100
02/10/2014,09:38:01,3.2,2000
02/10/2014,09:38:09,3.18,185
02/10/2014,09:38:36,3.18,500
02/10/2014,09:39:13,3.18,1042
02/10/2014,09:39:18,3.18,156
02/10/2014,09:39:18,3.17,20
02/10/2014,09:41:24,3.15,100
02/10/2014,09:42:28,3.15,1000
02/10/2014,09:42:28,3.15,1000
02/10/2014,09:42:41,3.15,500
02/10/2014,09:42:57,3.15,100
02/10/2014,09:43:24,3.12,500
02/10/2014,09:43:29,3.12,100
02/10/2014,09:43:32,3.1,5000
02/10/2014,09:44:02,3.1,500
02/10/2014,09:44:19,3.1,500
02/10/2014,09:44:22,3.09,100
02/10/2014,09:44:22,3.09,96
02/10/2014,09:44:55,3.05,100
02/10/2014,09:45:11,3.05,676
02/10/2014,09:45:23,3,150
02/10/2014,09:45:44,2.95,1000
02/10/2014,09:45:53,2.95,1500
02/10/2014,09:47:17,2.95,100
02/10/2014,09:47:46,2.9,100
02/10/2014,09:48:24,2.9,500
02/10/2014,09:48:50,2.9,100
02/10/2014,09:49:11,2.85,386
02/10/2014,09:49:13,2.85,100
02/10/2014,09:49:14,2.8,200
02/10/2014,09:49:15,2.7,100
02/10/2014,09:49:22,2.7,100
02/10/2014,09:49:32,2.7,100
02/10/2014,09:50:09,2.65,2500
02/10/2014,09:50:44,2.66,2500
02/10/2014,09:50:49,2.6,100
02/10/2014,09:50:53,2.7,240
02/10/2014,09:50:54,2.61,1000
02/10/2014,09:50:58,2.65,414
02/10/2014,09:55:24,2.95,100
02/10/2014,09:57:22,2.95,400
02/10/2014,10:07:21,2.95,400
02/10/2014,10:16:28,2.95,250
02/10/2014,10:21:20,2.85,300
02/10/2014,10:32:40,2.94,100
02/10/2014,10:33:18,2.95,426
02/10/2014,10:33:38,2.95,70
02/10/2014,10:33:39,2.94,1900
02/10/2014,10:43:46,2.95,4500
02/10/2014,10:44:00,2.99,200
02/10/2014,10:44:20,2.99,505
02/10/2014,10:49:30,2.96,500
02/10/2014,10:57:22,2.95,2500
02/10/2014,10:57:25,2.95,500
02/10/2014,10:57:40,2.95,500
02/10/2014,11:38:29,3,500
02/10/2014,11:38:35,3.05,500
02/10/2014,11:38:45,3.1,1000
02/10/2014,11:45:08,3.05,100
02/10/2014,11:49:55,3.01,100
02/10/2014,11:50:14,3,1900
02/10/2014,11:50:18,3,100
02/10/2014,12:07:51,3,1000
02/10/2014,12:33:26,3,400
02/10/2014,13:57:20,3.1,150
02/10/2014,13:57:34,3,42
02/10/2014,14:21:42,3.15,500
02/10/2014,14:23:35,3.15,1000
02/10/2014,14:25:40,3.05,200
02/10/2014,14:26:01,3.15,100
02/10/2014,14:50:50,3.15,100
02/10/2014,14:51:00,3.1,100
02/10/2014,14:51:09,3.1,100
02/10/2014,14:51:24,3.05,500
02/10/2014,14:51:43,3,100
02/10/2014,14:52:04,2.95,100
02/10/2014,14:52:15,2.99,25
02/10/2014,14:52:17,2.95,100
02/10/2014,14:52:33,2.9,500
02/10/2014,14:52:47,2.95,600
02/10/2014,14:52:49,2.85,100
02/10/2014,14:52:51,2.85,1000
02/10/2014,14:53:08,2.82,500
02/10/2014,14:53:24,2.85,500
02/10/2014,14:53:43,2.84,5400
02/10/2014,14:53:48,2.85,100
02/10/2014,15:00:48,2.99,64
02/10/2014,15:04:08,2.99,412
02/10/2014,15:11:42,2.99,100
02/10/2014,15:11:46,2.99,100
02/10/2014,15:12:06,2.99,100
02/10/2014,15:20:35,3.04,500
02/10/2014,15:30:28,3,500
02/10/2014,15:36:58,2.95,2000
02/10/2014,15:38:09,3,550
02/10/2014,15:39:48,2.97,2000
02/11/2014,09:30:04,3.2,100
02/11/2014,09:30:18,3.2,2000
02/11/2014,10:03:07,3.18,1000
02/11/2014,10:21:35,3.18,26
02/11/2014,10:27:09,3.15,500
02/11/2014,10:37:22,3.15,1108
02/11/2014,10:37:22,3.15,1054
02/11/2014,10:37:23,3.1,100
02/11/2014,10:42:26,3.05,1000
02/11/2014,10:42:57,3.02,1000
02/11/2014,10:43:29,3.02,1000
02/11/2014,10:48:27,3.02,100
02/11/2014,10:50:36,3.01,1000
02/11/2014,10:51:33,3.01,1000
02/11/2014,10:51:43,3.01,1000
02/11/2014,10:52:17,3.01,1000
02/11/2014,10:53:55,3.01,500
02/11/2014,10:54:31,3.05,40
02/11/2014,10:55:41,3.01,100
02/11/2014,10:55:44,3,3300
02/11/2014,10:55:44,3,100
02/11/2014,10:55:44,3,5000
02/11/2014,10:55:44,3,230
02/11/2014,10:56:21,3,100
02/11/2014,11:01:20,3,100
02/11/2014,11:01:21,3,50
02/11/2014,11:17:30,2.99,600
02/11/2014,11:17:34,3,500
02/11/2014,11:18:49,2.99,3000
02/11/2014,11:25:55,3.03,500
02/11/2014,11:29:59,2.99,400
02/11/2014,11:30:08,2.99,100
02/11/2014,11:30:18,2.99,100
02/11/2014,11:30:46,2.99,200
02/11/2014,11:38:48,2.95,100
02/11/2014,11:44:55,2.98,325
02/11/2014,12:32:09,3,500
02/11/2014,12:32:55,3,50
02/11/2014,13:15:49,3.1,1000
02/11/2014,14:16:16,3.05,350
02/11/2014,14:29:12,2.99,650
02/11/2014,14:32:23,2.99,335
02/11/2014,14:32:29,2.99,500
02/11/2014,15:25:01,3,1000
02/11/2014,15:49:37,3,500
02/11/2014,15:51:08,2.98,300
02/12/2014,08:46:23,3,1500
02/12/2014,09:10:01,3,2000
02/12/2014,09:21:31,3.1,1500
02/12/2014,09:26:33,3.2,2000
02/12/2014,09:27:58,3.2,2500
02/12/2014,09:30:00,3.2,2000
02/12/2014,09:30:00,3.2,10000
02/12/2014,09:30:01,3.2,500
02/12/2014,09:30:02,3.2,30
02/12/2014,09:30:18,3.2,30
02/12/2014,09:40:51,3.05,100
02/12/2014,09:40:52,3.05,1250
02/12/2014,09:41:01,3.05,806
02/12/2014,09:41:11,3,100
02/12/2014,09:43:48,2.98,1000
02/12/2014,09:44:22,3,4000
02/12/2014,09:44:27,2.98,1000
02/12/2014,09:44:31,2.98,2900
02/12/2014,09:47:43,2.98,110
02/12/2014,09:50:49,2.96,100
02/12/2014,09:50:51,2.8,750
02/12/2014,09:51:11,2.95,100
02/12/2014,09:55:35,2.95,1050
02/12/2014,09:55:56,2.95,100
02/12/2014,09:56:29,3,100
02/12/2014,09:56:43,3,100
02/12/2014,09:57:33,3.05,100
02/12/2014,10:04:50,2.85,2073
02/12/2014,10:09:33,3,500
02/12/2014,10:10:57,3.05,1000
02/12/2014,10:14:16,3.015,1500
02/12/2014,10:15:30,3,100
02/12/2014,10:15:38,2.85,2567
02/12/2014,10:27:05,2.85,2000
02/12/2014,11:02:02,2.9,32
02/12/2014,11:02:50,2.9,200
02/12/2014,11:03:14,2.89,100
02/12/2014,11:07:02,2.9,5000
02/12/2014,11:19:11,2.88,200
02/12/2014,11:19:31,2.88,1000
02/12/2014,11:19:36,2.8,1000
02/12/2014,11:19:40,2.8,1000
02/12/2014,11:19:40,2.86,100
02/12/2014,11:19:48,2.81,100
02/12/2014,11:20:04,2.8,1000
02/12/2014,11:20:05,2.8,1000
02/12/2014,11:20:22,2.76,100
02/12/2014,11:20:25,2.76,100
02/12/2014,11:22:32,2.86,1000
02/12/2014,11:31:36,2.85,1000
02/12/2014,11:42:08,2.85,10000
02/12/2014,11:59:29,2.86,1000
02/12/2014,12:01:34,2.86,1500
02/12/2014,12:01:45,2.85,1500
02/12/2014,12:12:42,2.86,1500
02/12/2014,12:30:57,2.9,400
02/12/2014,12:36:53,2.88,5000
02/12/2014,13:00:25,2.9,500
02/12/2014,15:26:05,3,1000
02/12/2014,15:36:19,3,1800
02/12/2014,15:36:27,3,12260
02/12/2014,15:39:15,3,200
02/12/2014,15:48:51,3,100
02/12/2014,15:48:53,3,500
02/13/2014,09:30:02,3,30
02/13/2014,09:34:31,3,100
02/13/2014,09:34:56,3,100
02/13/2014,09:47:57,2.9,1000
02/13/2014,09:51:42,2.91,3000
02/13/2014,09:59:59,2.92,500
02/13/2014,10:01:48,2.91,1000
02/13/2014,10:08:39,2.92,500
02/13/2014,11:05:38,3,100
02/13/2014,11:12:53,3,100
02/13/2014,11:14:56,3,1000
02/13/2014,11:17:59,3,772
02/13/2014,11:18:07,3,100
02/13/2014,11:18:10,3,500
02/13/2014,11:18:11,2.92,4000
02/13/2014,12:46:55,2.92,500
02/13/2014,13:58:38,3,6128
02/13/2014,14:02:03,3,1000
02/13/2014,14:30:38,3,3500
02/13/2014,14:58:47,3.05,500
02/13/2014,15:10:13,3,100
02/13/2014,15:10:18,3,300
02/13/2014,15:10:18,3,300
02/13/2014,15:10:20,3,10
02/13/2014,15:10:20,3,72
02/13/2014,15:33:25,3,27
02/13/2014,15:39:31,2.85,1000
02/13/2014,15:40:46,3,191
02/13/2014,15:41:06,3,100
02/14/2014,09:36:10,3,2200
02/14/2014,09:38:31,3.05,100
02/14/2014,09:42:42,3.15,350
02/14/2014,09:50:56,3.15,100
02/14/2014,09:50:57,3.2,100
02/14/2014,09:51:02,3.2,1532
02/14/2014,09:58:04,3.24,100
02/14/2014,09:58:09,3.24,1000
02/14/2014,09:58:27,3.24,100
02/14/2014,09:58:29,3.25,100
02/14/2014,09:58:31,3.25,4674
02/14/2014,09:59:17,3.29,1000
02/14/2014,09:59:28,3.25,50
02/14/2014,09:59:31,3.29,1000
02/14/2014,09:59:58,3.29,100
02/14/2014,10:00:02,3.3,3300
02/14/2014,10:02:48,3.35,10
02/14/2014,10:04:54,3.35,100
02/14/2014,10:05:05,3.3,500
02/14/2014,10:05:21,3.4,1000
02/14/2014,10:06:05,3.44,1000
02/14/2014,10:06:19,3.44,1000
02/14/2014,10:06:23,3.45,1000
02/14/2014,10:09:52,3.49,500
02/14/2014,10:10:13,3.47,300
02/14/2014,10:10:32,3.45,100
02/14/2014,10:10:33,3.4,1530
02/14/2014,10:12:49,3.26,500
02/14/2014,10:12:57,3.26,4400
02/14/2014,10:18:09,3.3,303
02/14/2014,10:20:06,3.3,400
02/14/2014,10:23:23,3.22,250
02/14/2014,10:23:37,3.24,2000
02/14/2014,10:23:38,3.22,500
02/14/2014,10:23:43,3.24,400
02/14/2014,10:23:50,3.2,1500
02/14/2014,10:24:08,3.2,100
02/14/2014,10:24:36,3.15,300
02/14/2014,10:25:08,3.14,50
02/14/2014,10:26:25,3.1,150
02/14/2014,10:27:48,3.15,1000
02/14/2014,10:27:54,3.1,100
02/14/2014,10:27:54,3.06,200
02/14/2014,10:27:58,3,100
02/14/2014,10:28:09,3,300
02/14/2014,10:28:29,2.95,100
02/14/2014,10:28:41,2.95,100
02/14/2014,10:29:19,2.85,350
02/14/2014,10:29:31,2.8,1077
02/14/2014,10:38:21,2.9,100
02/14/2014,11:01:07,2.95,1500
02/14/2014,11:13:54,2.99,2000
02/14/2014,11:15:14,2.99,1000
02/14/2014,11:44:57,2.95,500
02/14/2014,11:45:07,2.91,100
02/14/2014,11:45:18,2.9,5100
02/14/2014,11:45:29,2.86,3000
02/14/2014,11:45:48,2.86,1000
02/14/2014,11:49:44,2.9,700
02/14/2014,13:15:36,2.9,2000
02/14/2014,14:32:36,2.9,500
02/14/2014,14:32:39,2.89,200
02/14/2014,14:35:37,2.95,100
02/14/2014,14:35:41,2.95,100
02/14/2014,14:35:58,2.95,100
02/14/2014,14:35:58,2.95,73
02/14/2014,14:52:46,2.92,3000
02/14/2014,15:12:38,2.99,650
02/14/2014,15:13:22,2.9,1000
02/14/2014,15:41:52,3,3000
02/14/2014,15:47:11,2.95,100
02/14/2014,15:47:20,2.9,100
02/14/2014,15:47:24,2.9,1000
02/14/2014,15:47:28,2.89,1000
02/14/2014,15:47:35,2.88,300
02/14/2014,15:48:05,2.85,1000
02/14/2014,15:51:44,2.85,2000
02/18/2014,09:29:21,3.1,1000
02/18/2014,09:30:01,3.25,500
02/18/2014,09:30:46,3.25,1000
02/18/2014,09:30:57,3.1,100
02/18/2014,09:31:16,3.25,1500
02/18/2014,09:32:43,3.25,1000
02/18/2014,09:33:22,3.25,2620
02/18/2014,09:34:04,3.1,200
02/18/2014,09:34:12,3.05,100
02/18/2014,09:34:42,3.05,100
02/18/2014,09:51:08,2.95,100
02/18/2014,09:51:23,2.95,100
02/18/2014,09:52:56,2.9,1000
02/18/2014,09:53:27,2.9,100
02/18/2014,09:53:37,2.9,900
02/18/2014,09:58:02,2.92,1000
02/18/2014,09:59:29,2.92,100
02/18/2014,10:00:01,2.92,100
02/18/2014,10:00:08,2.92,100
02/18/2014,10:00:34,2.92,100
02/18/2014,10:00:37,2.95,2000
02/18/2014,10:00:37,2.95,100
02/18/2014,10:00:37,2.95,3500
02/18/2014,10:00:45,2.92,100
02/18/2014,10:01:34,2.9,100
02/18/2014,10:03:58,2.92,150
02/18/2014,10:04:39,2.95,1500
02/18/2014,10:04:41,2.92,100
02/18/2014,10:11:35,2.92,350
02/18/2014,10:15:04,2.92,100
02/18/2014,10:15:06,2.92,900
02/18/2014,10:20:41,2.92,100
02/18/2014,10:21:02,2.9,1000
02/18/2014,10:21:22,2.9,1000
02/18/2014,10:28:02,2.95,500
02/18/2014,10:33:05,2.95,200
02/18/2014,10:41:41,2.95,300
02/18/2014,10:42:33,2.99,130
02/18/2014,10:49:03,2.92,340
02/18/2014,10:49:04,2.95,2000
02/18/2014,10:53:34,2.9,1000
02/18/2014,10:53:37,2.9,3660
02/18/2014,10:53:53,2.9,100
02/18/2014,10:53:58,2.89,1000
02/18/2014,10:54:06,2.85,3000
02/18/2014,10:54:08,2.85,500
02/18/2014,10:54:10,2.85,100
02/18/2014,10:54:33,2.85,100
02/18/2014,10:55:00,2.894,100
02/18/2014,10:55:04,2.9,900
02/18/2014,11:04:31,2.9,3500
02/18/2014,11:10:05,2.9,200
02/18/2014,11:11:08,2.9,100
02/18/2014,11:18:37,2.93,1000
02/18/2014,11:24:51,2.93,500
02/18/2014,11:35:00,2.93,5000
02/18/2014,11:48:00,2.91,5000
02/18/2014,11:53:04,2.94,2500
02/18/2014,11:54:35,2.94,2500
02/18/2014,11:58:40,2.95,2000
02/18/2014,12:03:45,3,1333
02/18/2014,12:07:17,3,100
02/18/2014,12:15:41,2.94,100
02/18/2014,12:15:55,2.93,2900
02/18/2014,12:18:40,2.95,1800
02/18/2014,12:19:01,2.99,250
02/18/2014,12:19:18,2.92,3200
02/18/2014,12:27:55,2.99,200
02/18/2014,12:44:24,2.99,1000
02/18/2014,12:44:57,2.99,500
02/18/2014,12:53:41,3.05,1000
02/18/2014,12:54:22,2.99,320
02/18/2014,12:54:34,2.99,100
02/18/2014,13:06:06,2.99,1000
02/18/2014,13:16:41,2.92,1000
02/18/2014,13:22:07,2.99,88
02/18/2014,13:31:57,3,10
02/18/2014,13:38:23,3,500
02/18/2014,13:47:55,3,125
02/18/2014,13:56:42,3,1365
02/18/2014,13:57:06,3,100
02/18/2014,13:57:40,3.05,100
02/18/2014,13:57:49,3.06,1200
02/18/2014,13:59:37,3.2,500
02/18/2014,14:01:01,3.2,400
02/18/2014,14:01:18,3.15,100
02/18/2014,14:01:49,3.16,1000
02/18/2014,14:02:03,3.16,2500
02/18/2014,14:02:06,3.15,1000
02/18/2014,14:03:59,3.24,1000
02/18/2014,14:05:42,3.18,200
02/18/2014,14:06:24,3.24,1000
02/18/2014,14:08:26,3.24,1800
02/18/2014,14:09:41,3.2,800
02/18/2014,14:09:41,3.2,500
02/18/2014,14:09:46,3.18,600
02/18/2014,14:09:58,3.15,100
02/18/2014,14:11:06,3.1,3000
02/18/2014,14:11:09,3.15,82
02/18/2014,14:11:59,3.1,400
02/18/2014,14:12:37,3.01,1000
02/18/2014,14:25:13,3.15,100
02/18/2014,14:25:21,3.15,100
02/18/2014,14:25:34,3.2,50
02/18/2014,14:25:50,3.2,100
02/18/2014,14:27:20,3.2,100
02/18/2014,14:28:10,3.2,300
02/18/2014,14:29:47,3.2,100
02/18/2014,14:31:39,3.21,1000
02/18/2014,14:31:43,3.24,100
02/18/2014,14:32:53,3.25,100
02/18/2014,14:33:30,3.24,700
02/18/2014,14:34:36,3.2,400
02/18/2014,14:34:46,3.1,295
02/18/2014,14:34:53,3.05,100
02/18/2014,14:35:09,3.02,1000
02/18/2014,14:35:29,3.05,150
02/18/2014,14:37:02,3.05,327
02/18/2014,14:37:26,3.05,4423
02/18/2014,14:37:41,3.1,305
02/18/2014,14:44:08,3.15,100
02/18/2014,14:44:09,3.24,900
02/18/2014,14:46:11,3.24,200
02/18/2014,14:46:32,3.1,500
02/18/2014,14:46:44,3.1,500
02/18/2014,14:51:05,3.2,200
02/18/2014,14:52:27,3.15,100
02/18/2014,14:52:49,3.11,500
02/18/2014,14:53:00,3.1,100
02/18/2014,14:53:59,3.07,100
02/18/2014,14:54:01,3.07,300
02/18/2014,14:54:05,3.05,500
02/18/2014,14:54:07,3.05,40
02/18/2014,14:55:12,3.05,100
02/18/2014,14:57:35,3.05,100
02/18/2014,15:01:09,3.05,250
02/18/2014,15:09:00,3.05,1000
02/18/2014,15:11:51,3.05,2610
02/18/2014,15:14:18,3.1,1000
02/18/2014,15:21:54,3.1,500
02/18/2014,15:22:02,3.1,161
02/18/2014,15:30:10,3.1,1000
02/18/2014,15:31:22,3.1,100
02/18/2014,15:32:08,3.1,500
02/18/2014,15:34:01,3.1,1600
02/18/2014,15:34:15,3.1,75
02/18/2014,15:34:23,3.1,100
02/18/2014,15:34:54,3.14,900
02/18/2014,15:40:50,3.23,100
02/18/2014,15:41:07,3.23,30
02/18/2014,15:46:42,3.15,1000
02/18/2014,15:51:54,3.15,100
02/18/2014,15:52:13,3.15,500
02/18/2014,15:53:06,3.15,900
02/18/2014,15:53:51,3.15,2200
02/18/2014,15:54:42,3.15,500
02/18/2014,15:54:45,3.14,100
02/18/2014,15:54:52,3.14,100
02/18/2014,15:55:34,3.15,25
02/18/2014,15:56:26,3.05,100
02/18/2014,15:56:28,3,10125
02/18/2014,15:56:56,3.01,500
02/18/2014,15:57:05,3.01,500
02/18/2014,15:57:05,3.01,500
02/18/2014,15:57:05,3.01,1000
02/18/2014,15:57:12,3,1000
02/18/2014,15:57:12,3,2500
02/18/2014,15:59:06,3,200
02/18/2014,16:03:16,3.01,675
02/19/2014,09:30:01,3.01,50
02/19/2014,09:30:01,3.01,500
02/19/2014,09:30:33,3.01,100
02/19/2014,09:30:53,3.01,100
02/19/2014,09:30:54,3.01,100
02/19/2014,09:31:44,3.3,50
02/19/2014,09:31:46,3.3,100
02/19/2014,09:31:47,3.3,100
02/19/2014,09:32:51,3.25,800
02/19/2014,09:33:23,3.25,200
02/19/2014,09:33:24,3.29,200
02/19/2014,09:33:26,3.29,800
02/19/2014,09:33:28,3.3,200
02/19/2014,09:33:28,3.3,175
02/19/2014,09:33:57,3.3,200
02/19/2014,09:34:33,3.3,300
02/19/2014,09:36:24,3.24,50
02/19/2014,09:37:50,3.2,600
02/19/2014,09:38:05,3.1,4000
02/19/2014,09:38:51,3.19,700
02/19/2014,09:40:33,3.19,100
02/19/2014,09:40:42,3.19,200
02/19/2014,09:40:49,3.19,1300
02/19/2014,09:41:31,3.15,1500
02/19/2014,09:42:36,3.2,50
02/19/2014,09:45:50,3.15,1000
02/19/2014,09:49:55,3.11,4000
02/19/2014,09:53:22,3.1,800
02/19/2014,09:53:28,3.1,100
02/19/2014,09:54:17,3.14,30
02/19/2014,09:54:17,3.14,1000
02/19/2014,09:54:19,3.1,100
02/19/2014,09:54:19,3.1,2000
02/19/2014,09:56:27,3.14,1000
02/19/2014,10:03:48,3.15,100
02/19/2014,10:03:55,3.2,1487
02/19/2014,10:13:26,3.2,500
02/19/2014,10:13:34,3.25,50
02/19/2014,10:13:34,3.25,200
02/19/2014,10:13:35,3.25,350
02/19/2014,10:13:35,3.25,560
02/19/2014,10:14:26,3.25,1500
02/19/2014,10:15:13,3.25,1500
02/19/2014,10:15:21,3.25,300
02/19/2014,10:15:54,3.25,1300
02/19/2014,10:17:46,3.25,849
02/19/2014,10:22:01,3.25,2000
02/19/2014,10:22:49,3.28,100
02/19/2014,10:25:31,3.28,400
02/19/2014,10:33:12,3.2,500
02/19/2014,10:33:53,3.25,1000
02/19/2014,10:34:30,3.24,42
02/19/2014,10:34:50,3.2,100
02/19/2014,10:34:54,3.18,44
02/19/2014,10:34:54,3.18,100
02/19/2014,10:36:33,3.22,660
02/19/2014,10:41:47,3.2,325
02/19/2014,10:46:23,3.23,200
02/19/2014,10:46:57,3.23,200
02/19/2014,10:59:17,3.2,150
02/19/2014,10:59:23,3.17,300
02/19/2014,10:59:30,3.18,1000
02/19/2014,10:59:31,3.16,550
02/19/2014,11:00:30,3.22,100
02/19/2014,11:03:08,3.2,700
02/19/2014,11:05:06,3.2,100
02/19/2014,11:06:01,3.2,100
02/19/2014,11:06:35,3.19,900
02/19/2014,11:15:14,3.19,100
02/19/2014,11:15:21,3.15,2000
02/19/2014,11:15:25,3.13,1000
02/19/2014,11:15:27,3.22,100
02/19/2014,11:15:49,3.2,100
02/19/2014,11:15:59,3.27,1000
02/19/2014,11:16:00,3.27,1000
02/19/2014,11:16:26,3.23,400
02/19/2014,11:17:06,3.25,100
02/19/2014,11:17:10,3.17,1500
02/19/2014,11:18:38,3.25,14900
02/19/2014,11:19:08,3.27,500
02/19/2014,11:20:26,3.27,1200
02/19/2014,11:21:06,3.27,100
02/19/2014,11:21:09,3.28,630
02/19/2014,11:21:26,3.29,500
02/19/2014,11:29:29,3.25,100
02/19/2014,11:29:39,3.25,100
02/19/2014,11:29:45,3.2,800
02/19/2014,11:41:14,3.24,75
02/19/2014,11:59:44,3.24,1000
02/19/2014,12:01:09,3.2,5000
02/19/2014,12:06:50,3.24,310
02/19/2014,12:12:47,3.24,5000
02/19/2014,12:12:53,3.24,50
02/19/2014,12:13:17,3.24,2500
02/19/2014,12:13:39,3.24,5000
02/19/2014,12:14:11,3.24,2500
02/19/2014,12:15:08,3.24,5300
02/19/2014,12:16:15,3.24,250
02/19/2014,12:20:09,3.25,1000
02/19/2014,12:20:10,3.29,500
02/19/2014,12:20:40,3.29,4000
02/19/2014,12:20:57,3.29,100
02/19/2014,12:20:59,3.3,700
02/19/2014,12:21:32,3.33,500
02/19/2014,12:22:08,3.35,100
02/19/2014,12:22:12,3.34,1054
02/19/2014,12:22:15,3.39,3100
02/19/2014,12:29:13,3.39,100
02/19/2014,12:29:16,3.4,1000
02/19/2014,12:29:36,3.4,100
02/19/2014,12:29:39,3.39,200
02/19/2014,12:29:41,3.31,700
02/19/2014,12:32:42,3.4,100
02/19/2014,12:39:28,3.4,1000
02/19/2014,12:49:33,3.35,200
02/19/2014,12:49:40,3.4,5000
02/19/2014,12:50:00,3.35,1300
02/19/2014,12:52:14,3.4,150
02/19/2014,12:59:59,3.35,100
02/19/2014,13:00:05,3.35,100
02/19/2014,13:06:43,3.35,300
02/19/2014,13:07:14,3.35,10
02/19/2014,13:13:35,3.35,500
02/19/2014,13:22:55,3.35,40
02/19/2014,13:28:01,3.33,400
02/19/2014,13:33:00,3.33,95
02/19/2014,13:33:01,3.33,500
02/19/2014,13:33:25,3.32,100
02/19/2014,13:33:39,3.3,1000
02/19/2014,13:34:58,3.3,2000
02/19/2014,13:39:49,3.3,1050
02/19/2014,13:49:12,3.3,15
02/19/2014,13:51:59,3.3,500
02/19/2014,13:57:03,3.3,500
02/19/2014,13:58:11,3.3,100
02/19/2014,14:18:54,3.3,100
02/19/2014,14:21:53,3.3,500
02/19/2014,14:22:31,3.3,285
02/19/2014,14:22:33,3.3,2000
02/19/2014,14:25:18,3.27,100
02/19/2014,14:25:25,3.25,1000
02/19/2014,14:25:31,3.26,1530
02/19/2014,14:25:40,3.25,2000
02/19/2014,14:25:57,3.25,100
02/19/2014,14:26:10,3.23,100
02/19/2014,14:26:14,3.22,4700
02/19/2014,14:32:48,3.26,92
02/19/2014,14:34:38,3.26,100
02/19/2014,14:34:55,3.26,100
02/19/2014,14:40:19,3.22,1400
02/19/2014,14:42:56,3.26,100
02/19/2014,14:43:15,3.28,100
02/19/2014,14:55:49,3.28,100
02/19/2014,14:55:53,3.31,900
02/19/2014,15:10:20,3.27,1000
02/19/2014,15:10:51,3.31,2000
02/19/2014,15:11:45,3.25,1000
02/19/2014,15:29:55,3.3,100
02/19/2014,15:30:53,3.3,100
02/19/2014,15:42:49,3.3,100
02/19/2014,15:43:05,3.3,500
02/19/2014,15:44:39,3.3,2500
02/19/2014,15:47:23,3.3,1500
02/19/2014,15:47:52,3.3,100
02/19/2014,15:53:53,3.3,1000
02/19/2014,15:55:31,3.3,1400
02/20/2014,09:25:45,3.39,500
02/20/2014,09:27:03,3.39,500
02/20/2014,09:30:01,3.39,450
02/20/2014,09:30:01,3.39,200
02/20/2014,09:30:01,3.39,50
02/20/2014,09:30:04,3.39,100
02/20/2014,09:30:15,3.4,5
02/20/2014,09:30:15,3.4,200
02/20/2014,09:30:15,3.4,235
02/20/2014,09:30:15,3.4,100
02/20/2014,09:30:15,3.4,300
02/20/2014,09:30:15,3.4,60
02/20/2014,09:30:17,3.39,500
02/20/2014,09:30:17,3.39,515
02/20/2014,09:30:21,3.4,2950
02/20/2014,09:30:22,3.4,900
02/20/2014,09:33:10,3.46,500
02/20/2014,09:39:04,3.44,800
02/20/2014,09:39:57,3.46,100
02/20/2014,09:39:58,3.35,1900
02/20/2014,09:40:01,3.5,200
02/20/2014,09:40:12,3.5,1000
02/20/2014,09:40:20,3.54,200
02/20/2014,09:40:23,3.5,1000
02/20/2014,09:43:01,3.5,100
02/20/2014,09:43:19,3.5,250
02/20/2014,09:43:34,3.5,100

Answer 1

You can either pass to.period an OHLC object (that optionally has a Volume column), or you can pass it a univariate series (that optionally also has a Volume column).

In ?to.period it says that x should be "a univariate or OHLC type time-series object"

In the Note section it says

In order for this function to work properly on OHLC data, it is necessary that the Open, High, Low and Close columns be names (sic) as such

to.period isn't meant to be terribly flexible. If you need to do more than create bars, you can use period.apply

For example,

period.apply(myxts, endpoints(myxts, "minutes", 30), function(x) {
  cbind(as.numeric(first(x$Price)),
        as.numeric(max(x$Price)),
        as.numeric(min(x$Price)),
        as.numeric(last(x$Price)),
        sum(x$Volume),
        sum(x$TT))
})

However, since you're using the same logic to calculate the TT column as you are for Volume (i.e. summing), you could rename the column "Volume" and use to.period again and then merge the results.

myxts30<-to.period(myxts,'minutes',30)
cpy <- myxts$Price
cpy$Volume <- myxts$TT
myxts30$TT <- Vo(to.period(cpy, "minutes", 30))