R: 股票数据xts数据转换后少了一列

Question

我的代码没有给我预期的输出。

我将股票市场数据切成 30 分钟。预期输出:

Date open high low close totalVolume totalTraded

但实际输出:

Date open high low close totalVolume

我的数据的最后一列没有显示在最终输出中。 TotalTraded 为交易总量:Volume*Price

我已将代码与数据集一起包含在内。

谢谢你的帮助。

我的代码:

#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)

实际输出:

> 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 80422014-02-07 10:07:33 3.00 3.20 3.00 3.2 72472014-02-07 10:54:13 3.24 3.40 3.24 3.4 37002014-02-07 11:29:58 3.35 3.35 3.10 3.1 35832014-02-07 11:55:11 3.19 3.20 3.15 3.2 17602014-02-07 12:17:32 3.20 3.20 3.20 3.2 1500

数据集:

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

您可以向 to.period 传递一个 OHLC 对象(可选择具有 Volume 列)，也可以向其传递单变量序列(也可选择具有 Volume 列)。

在 ?to.period 它说 x 应该是“单变量或 OHLC 类型的时间序列对象”

在注释部分它说

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 并不意味着非常灵活。如果您需要做的不仅仅是创建柱，您可以使用 period.apply

例如，

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))
})

但是，由于您使用与 Volume 相同的逻辑来计算 TT 列(即求和)，您可以重命名列“Volume”并再次使用 to.period 并且然后合并结果。

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