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

原文 2012-08-13 19:54:41 9 1 r/ finance/ xts/ trading

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

1 answers

是的，从xts包中轻松调用to.minutes5可以做到这一点。

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Related Question Converting tick data to OHLC bars using R aggregate data by 5min excluding max and min Struggling to convert tick data with price and volumes to 5min in R R: Decrease frequency of time series data by aggregating values in OHLC series generating tick data from OHLC using simulations in R Problems plotting intraday OHLC data in R with quantmod chartSeries create an OHLC series from ticker data using R Getting OHLC format from forex data get Symbols quantmod OHLC currency data Convert tick data to OHLC 4HR bars

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

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1 answers

solution1 5 ACCPTED 2012-08-13 19:58:08

solution1
5 ACCPTED 2012-08-13 19:58:08