R xts对象subting xts对象与多天的日内数据在一定的时间

Question

有没有办法在xts对象做如下相同，但为xts对象与多天的日内数据？下面的工作就像一个时钟，但一天的数据。如果我从22日到26日通过xts，它不会。似乎跨多天的xts中的日内数据不可能一次完成，而是需要首先每天分割数据，然后使用此xts功能。它是否正确？

indexTZ(tdata) = "GMT" 
plotdata= tdata['20110822 10:00:00/20110822 12:00:00'] 

> plotdata= tdata['10:00:00/12:00:00'] works like swiss clock 


> tail(plotdata) 
       SYMBOL EX PRICE    SIZE COND CORR G127 
2011-08-22 11:59:36 "BHP" "N" "38370"   "185" "1" "0" "0" 
2011-08-22 11:59:37 "BHP" "N" "38380"   "314" "1" "0" "0" 
2011-08-22 11:59:40 "BHP" "N" "38390"   "675" "1" "0" "0" 
2011-08-22 11:59:42 "BHP" "N" "38390"   "119" "1" "0" "0" 
2011-08-22 11:59:43 "BHP" "N" "38390"   "359" "1" "0" "0" 
2011-08-22 11:59:44 "BHP" "N" "38400.7702920749" "42763" "1" "0" "0" 

plotdata= tdata['10:00:00/12:00:00'] or 
plotdata= tdata['20110822 10:00:00/20110826 12:00:00'] does not return expected xts 

tail(plotdata) 
       SYMBOL EX PRICE    SIZE COND CORR G127 
2011-08-26 15:59:53 "BHP" "N" "38710"   "119" "1" "0" "0" 
2011-08-26 15:59:55 "BHP" "N" "38700"   "1004" "1" "0" "0" 
2011-08-26 15:59:56 "BHP" "N" "38700.4838709677" "310" "1" "0" "0" 
2011-08-26 15:59:57 "BHP" "N" "38710"   "6" "1" "0" "0" 
2011-08-26 15:59:58 "BHP" "N" "38710"   "2" "1" "0" "0" 
2011-08-26 15:59:59 "BHP" "N" "38710"   "121" "9" "0" "0" 

Answer 1

xts有时间的日子集：xts tick data rolling subset

tdata['T10:00:00/T12:00:00']应该做的。