[R] Finding the nearest data in intraday data from two zoo objects

[Santosh Srinivas]

Hello Group,

I have the following options and future data in zoo objects

> head(optData.z)
                       ExpDt OptTyp Strike TrdPrice TotTrdQty
2009-01-01 09:55:03 20090129      1   2900 180.0000        50
2009-01-01 09:55:31 20090129      1   2900 188.0000        50
2009-01-01 09:55:37 20090129      1   2900 185.0000       500
2009-01-01 09:55:39 20090129      1   2900 185.0000       500
2009-01-01 09:55:47 20090129      1   2900 185.1125       600
2009-01-01 09:55:48 20090129      1   2900 185.2500        50

> head(futData.z)
                       ExpDt OptTyp Strike TrdPrice TotTrdQty
2009-01-01 09:55:09 20090129      2      0 2979.000       900
2009-01-01 09:55:11 20090129      2      0 2976.633       600
2009-01-01 09:55:12 20090129      2      0 2977.211       900
2009-01-01 09:55:14 20090129      2      0 2977.750       800
2009-01-01 09:55:15 20090129      2      0 2977.019      4300
2009-01-01 09:55:16 20090129      2      0 2977.050       800

I want to get the closest available futures price for every option ... Is
there any function like the excel equivalent of approximate VLOOKUP of excel
using date time?

Thank you.