Hello, I am a basic beginner in R. I'm trying to perform codes below. However ı am taking error like "Error in refreshTime(list(stock1, stock2)) : All the series in pData must contain data for a single day". Is there anybody who can tell the reason of this error. Thank you in advance.
#We assume that stock1 and stock2 contain price data on imaginary stocks:
stock1 = sample_tdata$PRICE;
stock2 = sample_qdata$BID;
#Previous-tick aggregation to one minute:
mPrice_1min = cbind(aggregatePrice(stock1),aggregatePrice(stock2));
#Refresh time aggregation:
mPrice_Refresh = refreshTime(list(stock1,stock2))