Maximal frustration in printing and parsing milliseconds in R
I’ve just spent an absurd amount of time figuring out how to parse millisecond times into R. (It’s standard practice to timestamp tick data with milliseconds timing in a flat data file.) Turns out that there are two problems that I faced. One being that there is a almost-hidden, footnote option in the strptime( ) function (for converting characters to POSIX) in which it describes using format = “%H:%M%OS” instead of “%H:%M:%S” to parse fractional seconds. However, the second, and what’s actually the one that’s wasted much my time, is the fact that R ignores milliseconds in printing by default!
For example, here’s an output for the POSIXct representation of the integer value 1286564400.
“2010-10-08 15:00:00 EDT”
So even though I figured how to represent millisecond times in R a few hours ago, I never knew I did it simply because R is not printing the output that I wanted on screen every time I tried!
After a couple hours of searching, trying, and frustrating, here’s the one-liner command that solved my problem.
> options(digits.secs=3)
which changes the options of the display and thus I can see the following output from the same input as above.
“2010-10-08 15:00:00.344 EDT”
I guess that’s why they say R has a steep learning curve! Yes, it is very powerful and flexible. But there are limited standards and the documentations are all over the place because it’s a mish mash of user-contributed packages!
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While R has a steep curve, it also has an amazing community. You probably could have answered your question immediately if you submitted it on stackoverflow.com (the R tag), to the #rstats tag on twitter, or the numerous R email lists…
Hi Shane,
Thanks for the suggestions. I am subscribing to R-SIG-Finance.
I eventually found my answer on stackoverflow. I use it often for python and java problems. But I haven’t found a good way to search for R-specific issues yet. Google turns up too many unrelated results on “R” most of the time for me.
I bookmarked your blog since you seem to use R extensively for computational finance. I look forward to learning from you.
Paul
Thanks. Don’t get much time for blogging, but am optimistic that I will have more time in the future.
On stackoverflow, just use the r tag. It’s very active. http://stackoverflow.com/questions/tagged/r
Here is the solution :
> options(digits=13)
> unclass(Sys.time())