Code Snippet on how to import time series into R

This is a code snippet on how to import Multicharts data into R for analysis. The CSV-File is exported from Multicharts Quote Manager in an ASCII format.


# Import xts package
# Load data file
data <- read.csv("EURUSD1M.csv", stringsAsFactors = F)
# Rename columns
colnames(data) <- c("Date", "Time", "Open", "High", "Low", "Close", "Vol")
# Combine date and time in one column and change format
data$Date <- as.POSIXct(paste(data$Date, data$Time), format="%d.%m.%Y %H:%M:%S")
# Change to xts format
data <- as.xts(x = data[3:6], order.by = data$Date, dateFormat = "%d.%m.%Y %H:%M:%S")
# Print summary of data

Feel free to do anything with the data you just imported.




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