[R] intraday plot and gaps in data

[Gabor Grothendieck]

On Tue, Jul 26, 2011 at 4:48 AM, djdjoko <djdjoko at googlemail.com> wrote:
> Hi,
> I have an intraday timeseries of financial data (see below) which has gaps
> due to market opening and closing hours. I am trying to plot it, but the
> time gap is always visible in the plot. I tried converting data to xts, zoo,
> timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo.
> The only way to make it work was with function 'chartSeries' in the quantmod
> package which excludes non existing data from the plot.
> I still would like to use the plot, plot.zoo or plot.xts functions if
> possible.  I spent a lot of time looking through forums and could not find
> anything that would help. Is this possible at all?
>
> Thanks
>
> 2009-09-08 20:40:00 169
> 2009-09-08 20:45:00 170
> 2009-09-08 20:50:00 170
> 2009-09-08 20:55:00 170
> 2009-09-09 07:00:00 175
> 2009-09-09 07:05:00 176
> 2009-09-09 07:10:00 176
> 2009-09-09 07:15:00 176

Perhaps something like this. First we read in the data and then plot
an auxiliary series, z0, which is the same but with time points 1, 2,
3 and so on.  We suppress the X axis and add our own.

Lines <- "2009-09-08 20:40:00 169
2009-09-08 20:45:00 170
2009-09-08 20:50:00 170
2009-09-08 20:55:00 170
2009-09-09 07:00:00 175
2009-09-09 07:05:00 176
2009-09-09 07:10:00 176
2009-09-09 07:15:00 176"
library(zoo)
z <- read.zoo(textConnection(Lines), index = 1:2, tz = "")
z0 <- zoo(coredata(z))
plot(z0, xaxt = "n")
axis(1, time(z0), lab = format(time(z), "%d\n%Hh"), cex.axis = .7)

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