R tick data : merging date and time into a single object
finance, r, statistics, time-series
Solution
Create a `datetime` object with `as.POSIXct`:
as.POSIXct(paste(x$date, x$time), format="%Y-%m-%d %H:%M:%S")
[1] "2010-02-02 08:00:03 GMT" "2010-02-02 08:00:04 GMT" "2010-02-02 08:00:04 GMT"
[4] "2010-02-02 08:00:04 GMT" "2010-02-02 08:00:04 GMT"
Problem
I'm currently working in tick data with R and I would like to merge date and time into a single object as I need to get a precise time object to compute some statistics on my data. Here is how my data looks like: ``` date time price flag exchange 2 XXH10 2010-02-02 08:00:03 2787 1824 E 3 XXH10 2010-02-02 08:00:04 2786 3 E 4 XXH10 2010-02-02 08:00:04 2787 6 E 5 XXH10 2010-02-02 08:00:04 2787 1 E 6 XXH10 2010-02-02 08:00:04 2787 1 E ``` Basically, I would like to merge the columns "date" and "time" into a single one.