joshuaulrich/quantmod

Read intraday data with getSymbols.csv

Aperta

#52 aperta il 20 apr 2015

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enhancementhelp wanted

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Descrizione

Currently getSymbols.csv only handles date-based indexes (it calls as.Date on the first column in the csv file). It would be nice to be able to read intraday data from CSV.

The first step would be to allow the user to call a function other than as.Date on the first column of the CSV. Then it might be nice to support CSV layouts where the date and time are in different columns (e.g. this question stackoverflow).

Note that read.zoo might provide some useful insight how to handle both of these cases.

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