I have read other questions regarding this topic but they do not seem to work on my dataset:
Timestamp Bid.price Ask.price Bid.volume Ask.volume
20070313 07:01:04:762 11.14122 11.14478 4.539397 1.891416
20070313 07:01:07:608 11.13930 11.14670 1.277812 3.066750
20070313 07:01:08:701 11.14095 11.14505 0.050396 0.050396
20070313 07:01:11:275 11.14098 11.14502 0.226505 0.543613
20070313 07:01:13:884 11.13930 11.14670 0.322856 0.774855
20070313 07:01:16:588 11.13930 11.14670 0.405654 0.973569
I have tried:
as.POSIXct(fx[,1], format="%y%m%d %H:%M:%S:%OS3")
as.POSIXct(paste(fx[,1]), format="%y%m%d %H:%M:%S:%OS3")
as.POSIXct(paste(fx[,1]), format="%y%m%d %H:%M:%S")
but all I get are NAs ...
How do I work around this?
Here is the dataset:
fx <- structure(list(Timestamp = c("20070313 07:01:04:762", "20070313 07:01:07:608",
"20070313 07:01:08:701", "20070313 07:01:11:275", "20070313 07:01:13:884",
"20070313 07:01:16:588"), Bid.price = c(11.14122, 11.1393, 11.14095,
11.14098, 11.1393, 11.1393), Ask.price = c(11.14478, 11.1467,
11.14505, 11.14502, 11.1467, 11.1467), Bid.volume = c(4.5393967628479,
1.27781200408936, 0.0503959991037846, 0.226504996418953, 0.3228560090065,
0.405654013156891), Ask.volume = c(1.89141595363617, 3.06675004959106,
0.0503959991037846, 0.543613016605377, 0.774855017662048, 0.973568975925446
)), .Names = c("Timestamp", "Bid.price", "Ask.price", "Bid.volume",
"Ask.volume"), row.names = c(NA, 6L), class = "data.frame")