[R-SIG-Finance] Aggregate time series by key

[Robert A'gata]

Hi,

I have a time series. Mostly trade time series which contain time,
tradeType, tradePrice and tradeSize columns. Says

                    trdType trdPrice trdSize
2011-10-07 12:17:50       3 1357.998       9
2011-10-07 12:29:10       1 1351.480       4
2011-10-07 12:30:56       3 1361.366       8
2011-10-07 12:30:58       1 1343.559       3
2011-10-07 12:32:33       3 1316.613       4
2011-10-07 12:34:20       2 1321.174       4
2011-10-07 12:35:17       3 1345.164      10
2011-10-07 12:40:06       1 1341.528      10
2011-10-07 12:40:23       2 1334.867       4
2011-10-07 12:43:03       2 1332.578       8