I've downloaded a list of every Bitcoin transaction on a large exchange since 2013. What I have now looks like this:
Time Price Volume
1 2013-03-31 22:07:49 93.3 80.628518
2 2013-03-31 22:08:13 100.0 20.000000
3 2013-03-31 22:08:14 100.0 1.000000
4 2013-03-31 22:08:16 100.0 5.900000
5 2013-03-31 22:08:19 100.0 29.833879
6 2013-03-31 22:08:21 100.0 20.000000
7 2013-03-31 22:08:25 100.0 10.000000
8 2013-03-31 22:08:29 100.0 1.000000
9 2013-03-31 22:08:31 100.0 5.566121
10 2013-03-31 22:09:27 93.3 33.676862
I'm trying to work with the data in R, but my computer isn't powerful enough to handle processing it when I run getSymbols(BTC_XTS). I'm trying to convert it to a format like the following (price action over a day):
Date Open High Low Close Volume Adj.Close
1 2014-04-11 32.64 33.48 32.15 32.87 28040700 32.87
2 2014-04-10 34.88 34.98 33.09 33.40 33970700 33.40
3 2014-04-09 34.19 35.00 33.95 34.87 21597500 34.87
4 2014-04-08 33.10 34.43 33.02 33.83 35440300 33.83
5 2014-04-07 34.11 34.37 32.53 33.07 47770200 33.07
6 2014-04-04 36.01 36.05 33.83 34.26 41049900 34.26
7 2014-04-03 36.66 36.79 35.51 35.76 16792000 35.76
8 2014-04-02 36.68 36.86 36.56 36.64 14522800 36.64
9 2014-04-01 36.16 36.86 36.15 36.49 15734000 36.49
10 2014-03-31 36.46 36.58 35.73 35.90 15153200 35.90
I'm new to R, and any response would be greatly appreciated!
I don't know what you could mean when you say your "computer isn't powerful enough to handle processing it when [you] run getSymbols(BTC_XTS)". getSymbols retrieves data... why do you need to retrieve data you already have?
Also, you have no adjusted close data, so it's not possible to have an Adj.Close column in the output.
You can get what you want by coercing your input data to xts and calling to.daily on it. For example:
require(xts)
Data <- structure(list(Time = c("2013-03-31 22:07:49", "2013-03-31 22:08:13",
"2013-03-31 22:08:14", "2013-03-31 22:08:16", "2013-03-31 22:08:19",
"2013-03-31 22:08:21", "2013-03-31 22:08:25", "2013-03-31 22:08:29",
"2013-03-31 22:08:31", "2013-03-31 22:09:27"), Price = c(93.3,
100, 100, 100, 100, 100, 100, 100, 100, 93.3), Volume = c(80.628518,
20, 1, 5.9, 29.833879, 20, 10, 1, 5.566121, 33.676862)), .Names = c("Time",
"Price", "Volume"), class = "data.frame", row.names = c(NA, -10L))
x <- xts(Data[,-1], as.POSIXct(Data[,1]))
d <- to.daily(x, name="BTC")