[R] Large dataset importing, columns merging and splitting

Manta mantino84 at libero.it
Tue Jan 26 16:48:38 CET 2010


Dear All,
I have a large data set that looks like this:

CVX 20070201 9 30 51 73.25 81400 0
CVX 20070201 9 30 51 73.25 100 0
CVX 20070201 9 30 51 73.25 100 0
CVX 20070201 9 30 51 73.25 300 0

First, I would like to import it by merging column 3 4 and 5, since that is
the timestamp. Then, I would like to aggregate the data by splitting them in
bins of 5 minutes size, therefore from 93000 up to 93459 etc, givin as
output the average price and volume in the 5 minutes bin.

Hope this helps,
Best,

Marco
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