[R-SIG-Finance] Filtering dates/times from zoo/xts series

[chrisbird]

Thanks Brian,

I did try using the ['T09:00/T21:00'] method for extraction but it did not
return anything - I will reinvestigate this and see if I can get it working.

The processing is not to remove non-trading days/holidays - I do that
elsewhere. I'm doing processing on some complex strategies which use some
instruments which trade a lot, but not everyday. I only wish to process the
data from liquid days and strip out the less liquid data.

I will certainly investigate quantstrat.

Thanks,

Chris.


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