I have a data set comprised of 5 minute price observations (not an xts set) as follows:
dat = read.csv("olddat.csv", as.is=TRUE);
tim = strptime(dat[,1], "%d/%m/%Y %H:%M");
dat$day = format(tim, "%Y-%m-%d");
##ddx <- row index for each day
ddx = split(seq.int(nrow(dat)), dat$day);
that returns:(this is only one day of data that I copied in from R and the observations on each day usually carry on until 23:55, the entire set has many more days)
2423 24/11/2011 00:00 1.3356 2011-11-24
2424 24/11/2011 00:05 1.3356 2011-11-24
2425 24/11/2011 00:10 1.3356 2011-11-24
2426 24/11/2011 00:15 1.3359 2011-11-24
2427 24/11/2011 00:20 1.3363 2011-11-24
2428 24/11/2011 00:25 1.3364 2011-11-24
2429 24/11/2011 00:30 1.3364 2011-11-24
2430 24/11/2011 00:35 1.3362 2011-11-24
2431 24/11/2011 00:40 1.3362 2011-11-24
2432 24/11/2011 00:45 1.3361 2011-11-24
2433 24/11/2011 00:50 1.3357 2011-11-24
2434 24/11/2011 00:55 1.3361 2011-11-24
2435 24/11/2011 01:00 1.3365 2011-11-24
2436 24/11/2011 01:05 1.3367 2011-11-24
2437 24/11/2011 01:10 1.3368 2011-11-24
2438 24/11/2011 01:15 1.3365 2011-11-24
2439 24/11/2011 01:20 1.3364 2011-11-24
2440 24/11/2011 01:25 1.3366 2011-11-24
2441 24/11/2011 01:30 1.3369 2011-11-24
2442 24/11/2011 01:35 1.3369 2011-11-24
2443 24/11/2011 01:40 1.3369 2011-11-24
2444 24/11/2011 01:45 1.3367 2011-11-24
2445 24/11/2011 01:50 1.3368 2011-11-24
2446 24/11/2011 01:55 1.3367 2011-11-24
2447 24/11/2011 02:00 1.3367 2011-11-24
2448 24/11/2011 02:05 1.3365 2011-11-24
2449 24/11/2011 02:10 1.3365 2011-11-24
2450 24/11/2011 02:15 1.3372 2011-11-24
2451 24/11/2011 02:20 1.3373 2011-11-24
2452 24/11/2011 02:25 1.3376 2011-11-24
2453 24/11/2011 02:30 1.3376 2011-11-24
2454 24/11/2011 02:35 1.3379 2011-11-24
2455 24/11/2011 02:40 1.3379 2011-11-24
2456 24/11/2011 02:45 1.3378 2011-11-24
2457 24/11/2011 02:50 1.3378 2011-11-24
2458 24/11/2011 02:55 1.3377 2011-11-24
2459 24/11/2011 03:00 1.3377 2011-11-24
2460 24/11/2011 03:05 1.3377 2011-11-24
2461 24/11/2011 03:10 1.3379 2011-11-24
2462 24/11/2011 03:15 1.3384 2011-11-24
2463 24/11/2011 03:20 1.3383 2011-11-24
2464 24/11/2011 03:25 1.3382 2011-11-24
2465 24/11/2011 03:30 1.3382 2011-11-24
2466 24/11/2011 03:35 1.3383 2011-11-24
2467 24/11/2011 03:40 1.3383 2011-11-24
2468 24/11/2011 03:45 1.3381 2011-11-24
2469 24/11/2011 03:50 1.3380 2011-11-24
2470 24/11/2011 03:55 1.3381 2011-11-24
2471 24/11/2011 04:00 1.3383 2011-11-24
2472 24/11/2011 04:05 1.3381 2011-11-24
2473 24/11/2011 04:10 1.3382 2011-11-24
2474 24/11/2011 04:15 1.3381 2011-11-24
2475 24/11/2011 04:20 1.3379 2011-11-24
2476 24/11/2011 04:25 1.3379 2011-11-24
2477 24/11/2011 04:30 1.3379 2011-11-24
2478 24/11/2011 04:35 1.3373 2011-11-24
2479 24/11/2011 04:40 1.3373 2011-11-24
2480 24/11/2011 04:45 1.3371 2011-11-24
2481 24/11/2011 04:50 1.3368 2011-11-24
2482 24/11/2011 04:55 1.3369 2011-11-24
2483 24/11/2011 05:00 1.3373 2011-11-24
2484 24/11/2011 05:05 1.3373 2011-11-24
2485 24/11/2011 05:10 1.3372 2011-11-24
2486 24/11/2011 05:15 1.3373 2011-11-24
2487 24/11/2011 05:20 1.3376 2011-11-24
2488 24/11/2011 05:25 1.3376 2011-11-24
2489 24/11/2011 05:30 1.3375 2011-11-24
2490 24/11/2011 05:35 1.3374 2011-11-24
2491 24/11/2011 05:40 1.3371 2011-11-24
2492 24/11/2011 05:45 1.3367 2011-11-24
2493 24/11/2011 05:50 1.3364 2011-11-24
2494 24/11/2011 05:55 1.3363 2011-11-24
2495 24/11/2011 06:00 1.3361 2011-11-24
2496 24/11/2011 06:05 1.3360 2011-11-24
2497 24/11/2011 06:10 1.3362 2011-11-24
2498 24/11/2011 06:15 1.3364 2011-11-24
2499 24/11/2011 06:20 1.3362 2011-11-24
2500 24/11/2011 06:25 1.3364 2011-11-24
2501 24/11/2011 06:30 1.3366 2011-11-24
2502 24/11/2011 06:35 1.3366 2011-11-24
2503 24/11/2011 06:40 1.3366 2011-11-24
2504 24/11/2011 06:45 1.3369 2011-11-24
2505 24/11/2011 06:50 1.3377 2011-11-24
2506 24/11/2011 06:55 1.3376 2011-11-24
2507 24/11/2011 07:00 1.3388 2011-11-24
2508 24/11/2011 07:05 1.3391 2011-11-24
2509 24/11/2011 07:10 1.3394 2011-11-24
2510 24/11/2011 07:15 1.3389 2011-11-24
2511 24/11/2011 07:20 1.3390 2011-11-24
2512 24/11/2011 07:25 1.3386 2011-11-24
2513 24/11/2011 07:30 1.3387 2011-11-24
2514 24/11/2011 07:35 1.3387 2011-11-24
2515 24/11/2011 07:40 1.3392 2011-11-24
2516 24/11/2011 07:45 1.3390 2011-11-24
2517 24/11/2011 07:50 1.3392 2011-11-24
2518 24/11/2011 07:55 1.3383 2011-11-24
2519 24/11/2011 08:00 1.3378 2011-11-24
2520 24/11/2011 08:05 1.3377 2011-11-24
2521 24/11/2011 08:10 1.3377 2011-11-24
2522 24/11/2011 08:15 1.3375 2011-11-24
2523 24/11/2011 08:20 1.3373 2011-11-24
2524 24/11/2011 08:25 1.3377 2011-11-24
2525 24/11/2011 08:30 1.3380 2011-11-24
2526 24/11/2011 08:35 1.3378 2011-11-24
2527 24/11/2011 08:40 1.3378 2011-11-24
2528 24/11/2011 08:45 1.3379 2011-11-24
2529 24/11/2011 08:50 1.3378 2011-11-24
2530 24/11/2011 08:55 1.3376 2011-11-24
2531 24/11/2011 09:00 1.3394 2011-11-24
2532 24/11/2011 09:05 1.3391 2011-11-24
2533 24/11/2011 09:10 1.3402 2011-11-24
2534 24/11/2011 09:15 1.3406 2011-11-24
2535 24/11/2011 09:20 1.3399 2011-11-24
2536 24/11/2011 09:25 1.3394 2011-11-24
2537 24/11/2011 09:30 1.3397 2011-11-24
2538 24/11/2011 09:35 1.3405 2011-11-24
2539 24/11/2011 09:40 1.3412 2011-11-24
2540 24/11/2011 09:45 1.3405 2011-11-24
2541 24/11/2011 09:50 1.3403 2011-11-24
2542 24/11/2011 09:55 1.3398 2011-11-24
2543 24/11/2011 10:00 1.3402 2011-11-24
2544 24/11/2011 10:05 1.3392 2011-11-24
2545 24/11/2011 10:10 1.3384 2011-11-24
2546 24/11/2011 10:15 1.3384 2011-11-24
2547 24/11/2011 10:20 1.3375 2011-11-24
2548 24/11/2011 10:25 1.3377 2011-11-24
2549 24/11/2011 10:30 1.3377 2011-11-24
2550 24/11/2011 10:35 1.3379 2011-11-24
2551 24/11/2011 10:40 1.3378 2011-11-24
2552 24/11/2011 10:45 1.3371 2011-11-24
2553 24/11/2011 10:50 1.3373 2011-11-24
2554 24/11/2011 10:55 1.3375 2011-11-24
2555 24/11/2011 11:00 1.3372 2011-11-24
2556 24/11/2011 11:05 1.3379 2011-11-24
2557 24/11/2011 11:10 1.3383 2011-11-24
2558 24/11/2011 11:15 1.3382 2011-11-24
2559 24/11/2011 11:20 1.3382 2011-11-24
2560 24/11/2011 11:25 1.3387 2011-11-24
2561 24/11/2011 11:30 1.3387 2011-11-24
2562 24/11/2011 11:35 1.3383 2011-11-24
2563 24/11/2011 11:40 1.3383 2011-11-24
2564 24/11/2011 11:45 1.3390 2011-11-24
2565 24/11/2011 11:50 1.3391 2011-11-24
2566 24/11/2011 11:55 1.3394 2011-11-24
2567 24/11/2011 12:00 1.3409 2011-11-24
2568 24/11/2011 12:05 1.3401 2011-11-24
2569 24/11/2011 12:10 1.3401 2011-11-24
2570 24/11/2011 12:15 1.3392 2011-11-24
2571 24/11/2011 12:20 1.3388 2011-11-24
2572 24/11/2011 12:25 1.3388 2011-11-24
2573 24/11/2011 12:30 1.3383 2011-11-24
2574 24/11/2011 12:35 1.3388 2011-11-24
2575 24/11/2011 12:40 1.3393 2011-11-24
2576 24/11/2011 12:45 1.3389 2011-11-24
2577 24/11/2011 12:50 1.3382 2011-11-24
2578 24/11/2011 12:55 1.3374 2011-11-24
2579 24/11/2011 13:00 1.3374 2011-11-24
2580 24/11/2011 13:05 1.3368 2011-11-24
2581 24/11/2011 13:10 1.3373 2011-11-24
2582 24/11/2011 13:15 1.3373 2011-11-24
2583 24/11/2011 13:20 1.3378 2011-11-24
2584 24/11/2011 13:25 1.3381 2011-11-24
2585 24/11/2011 13:30 1.3386 2011-11-24
2586 24/11/2011 13:35 1.3372 2011-11-24
2587 24/11/2011 13:40 1.3361 2011-11-24
2588 24/11/2011 13:45 1.3345 2011-11-24
2589 24/11/2011 13:50 1.3338 2011-11-24
2590 24/11/2011 13:55 1.3338 2011-11-24
2591 24/11/2011 14:00 1.3346 2011-11-24
2592 24/11/2011 14:05 1.3345 2011-11-24
2593 24/11/2011 14:10 1.3343 2011-11-24
2594 24/11/2011 14:15 1.3343 2011-11-24
2595 24/11/2011 14:20 1.3342 2011-11-24
2596 24/11/2011 14:25 1.3337 2011-11-24
2597 24/11/2011 14:30 1.3329 2011-11-24
2598 24/11/2011 14:35 1.3330 2011-11-24
2599 24/11/2011 14:40 1.3329 2011-11-24
2600 24/11/2011 14:45 1.3327 2011-11-24
2601 24/11/2011 14:50 1.3333 2011-11-24
2602 24/11/2011 14:55 1.3336 2011-11-24
2603 24/11/2011 15:00 1.3334 2011-11-24
2604 24/11/2011 15:05 1.3327 2011-11-24
2605 24/11/2011 15:10 1.3330 2011-11-24
2606 24/11/2011 15:15 1.3330 2011-11-24
2607 24/11/2011 15:20 1.3331 2011-11-24
2608 24/11/2011 15:25 1.3338 2011-11-24
2609 24/11/2011 15:30 1.3338 2011-11-24
2610 24/11/2011 15:35 1.3336 2011-11-24
2611 24/11/2011 15:40 1.3330 2011-11-24
2612 24/11/2011 15:45 1.3335 2011-11-24
2613 24/11/2011 15:50 1.3335 2011-11-24
2614 24/11/2011 15:55 1.3331 2011-11-24
2615 24/11/2011 16:00 1.3329 2011-11-24
2616 24/11/2011 16:05 1.3332 2011-11-24
2617 24/11/2011 16:10 1.3330 2011-11-24
2618 24/11/2011 16:15 1.3332 2011-11-24
2619 24/11/2011 16:20 1.3335 2011-11-24
2620 24/11/2011 16:25 1.3333 2011-11-24
2621 24/11/2011 16:30 1.3330 2011-11-24
2622 24/11/2011 16:35 1.3329 2011-11-24
2623 24/11/2011 16:40 1.3333 2011-11-24
2624 24/11/2011 16:45 1.3339 2011-11-24
2625 24/11/2011 16:50 1.3337 2011-11-24
2626 24/11/2011 16:55 1.3341 2011-11-24
2627 24/11/2011 17:00 1.3344 2011-11-24
2628 24/11/2011 17:05 1.3354 2011-11-24
2629 24/11/2011 17:10 1.3353 2011-11-24
2630 24/11/2011 17:15 1.3348 2011-11-24
2631 24/11/2011 17:20 1.3345 2011-11-24
2632 24/11/2011 17:25 1.3344 2011-11-24
2633 24/11/2011 17:30 1.3345 2011-11-24
2634 24/11/2011 17:35 1.3346 2011-11-24
2635 24/11/2011 17:40 1.3345 2011-11-24
2636 24/11/2011 17:45 1.3342 2011-11-24
2637 24/11/2011 17:50 1.3338 2011-11-24
2638 24/11/2011 17:55 1.3340 2011-11-24
2639 24/11/2011 18:00 1.3341 2011-11-24
2640 24/11/2011 18:05 1.3339 2011-11-24
2641 24/11/2011 18:10 1.3339 2011-11-24
2642 24/11/2011 18:15 1.3339 2011-11-24
2643 24/11/2011 18:20 1.3342 2011-11-24
2644 24/11/2011 18:25 1.3341 2011-11-24
2645 24/11/2011 18:30 1.3341 2011-11-24
2646 24/11/2011 18:35 1.3342 2011-11-24
2647 24/11/2011 18:40 1.3342 2011-11-24
2648 24/11/2011 18:45 1.3341 2011-11-24
2649 24/11/2011 18:50 1.3343 2011-11-24
2650 24/11/2011 18:55 1.3342 2011-11-24
2651 24/11/2011 19:00 1.3342 2011-11-24
2652 24/11/2011 19:05 1.3341 2011-11-24
2653 24/11/2011 19:10 1.3340 2011-11-24
2654 24/11/2011 19:15 1.3339 2011-11-24
2655 24/11/2011 19:20 1.3338 2011-11-24
2656 24/11/2011 19:25 1.3337 2011-11-24
2657 24/11/2011 19:30 1.3336 2011-11-24
2658 24/11/2011 19:35 1.3337 2011-11-24
2659 24/11/2011 19:40 1.3337 2011-11-24
2660 24/11/2011 19:45 1.3335 2011-11-24
2661 24/11/2011 19:50 1.3338 2011-11-24
2662 24/11/2011 19:55 1.3335 2011-11-24
2663 24/11/2011 20:00 1.3334 2011-11-24
2664 24/11/2011 20:05 1.3334 2011-11-24
2665 24/11/2011 20:10 1.3339 2011-11-24
2666 24/11/2011 20:15 1.3339 2011-11-24
2667 24/11/2011 20:20 1.3346 2011-11-24
2668 24/11/2011 20:25 1.3349 2011-11-24
2669 24/11/2011 20:30 1.3342 2011-11-24
2670 24/11/2011 20:35 1.3345 2011-11-24
2671 24/11/2011 20:40 1.3347 2011-11-24
2672 24/11/2011 20:45 1.3349 2011-11-24
2673 24/11/2011 20:50 1.3349 2011-11-24
2674 24/11/2011 20:55 1.3349 2011-11-24
2675 24/11/2011 21:00 1.3349 2011-11-24
2676 24/11/2011 21:05 1.3348 2011-11-24
2677 24/11/2011 21:10 1.3349 2011-11-24
2678 24/11/2011 21:15 1.3348 2011-11-24
2679 24/11/2011 21:20 1.3348 2011-11-24
2680 24/11/2011 21:25 1.3348 2011-11-24
2681 24/11/2011 21:30 1.3348 2011-11-24
2682 24/11/2011 21:35 1.3348 2011-11-24
2683 24/11/2011 21:40 1.3346 2011-11-24
2684 24/11/2011 21:45 1.3346 2011-11-24
2685 24/11/2011 21:50 1.3347 2011-11-24
2686 24/11/2011 21:55 1.3348 2011-11-24
2687 24/11/2011 22:00 1.3354 2011-11-24
2688 24/11/2011 22:05 1.3353 2011-11-24
2689 24/11/2011 22:10 1.3349 2011-11-24
2690 24/11/2011 22:15 1.3352 2011-11-24
2691 24/11/2011 22:20 1.3348 2011-11-24
2692 24/11/2011 22:25 1.3348 2011-11-24
2693 24/11/2011 22:30 1.3349 2011-11-24
2694 24/11/2011 22:35 1.3350 2011-11-24
2695 24/11/2011 22:40 1.3348 2011-11-24
2696 24/11/2011 22:45 1.3348 2011-11-24
2697 24/11/2011 22:50 1.3347 2011-11-24
2698 24/11/2011 22:55 1.3347 2011-11-24
2699 24/11/2011 23:00 1.3345 2011-11-24
2700 24/11/2011 23:05 1.3345 2011-11-24
2701 24/11/2011 23:10 1.3345 2011-11-24
2702 24/11/2011 23:15 1.3341 2011-11-24
2703 24/11/2011 23:20 1.3339 2011-11-24
2704 24/11/2011 23:25 1.3337 2011-11-24
2705 24/11/2011 23:30 1.3338 2011-11-24
2706 24/11/2011 23:35 1.3337 2011-11-24
2707 24/11/2011 23:40 1.3341 2011-11-24
2708 24/11/2011 23:45 1.3338 2011-11-24
2709 24/11/2011 23:50 1.3335 2011-11-24
2710 24/11/2011 23:55 1.3331 2011-11-24
The 5 minute observations were already in place when the data was downloaded. I am basically just wondering how can I modify this data to obtain observations at every 10 minutes, 15 minutes, 30 minutes and one hour, i.e. to sequentially drop rows when reading in the data without having to manually delete each undesired row at one at a time through MSExcel and then read in the data?
res <- 2
## 2 for one every 10min (i. e. one every 2 rows),
## 3 for one every 15min (i. e. one every 3 rows), etc.
dat[seq(1, nrow(dat), by=res), ]
Edit following comments:
res <- 2
split(dat, dat$day, drop=TRUE) -> d1
##Split into days
lapply(d1, FUN=function(x) {x[seq(1, nrow(x), by=res), ]->x}) -> d1
##Select one observation every 10min for each day separately
as.data.frame(do.call(rbind, d1)) -> result
##Re-aggregate into one single dataframe (you may need to reset the row names though)