Here's how my dataset (time series of a stock) looks like:
Date Tick Open High Low Close Volume
|1|01/02/1991|931|3.34|3.34|3.34|3.34|113441|
|2|01/02/1991|933|3.32|3.32|3.32|3.32|113098|
|3|01/02/1991|934|3.32|3.32|3.32|3.32|39070|
|4|01/02/1991|937|3.32|3.32|3.32|3.32|65117|
|5|01/02/1991|939|3.32|3.32|3.32|3.32|5826|
|6|01/02/1991|941|3.32|3.32|3.32|3.32|2399|
|7|01/02/1991|943|3.32|3.32|3.32|3.32|68544|
|8|01/02/1991|948|3.32|3.32|3.32|3.32|69230|
|9|01/02/1991|949|3.32|3.32|3.32|3.32|6854|
|10|01/02/1991|952|3.32|3.32|3.32|3.32|7882|
|11|01/02/1991|954|3.34|3.34|3.34|3.34|3769|
|12|01/02/1991|956|3.34|3.34|3.34|3.34|38042|
|13|01/02/1991|957|3.34|3.34|3.34|3.34|41812|
|14|01/02/1991|1002|3.34|3.34|3.34|3.34|2399|
|15|01/02/1991|1008|3.34|3.34|3.34|3.34|685|
|16|01/02/1991|1011|3.34|3.34|3.34|3.34|342|
|17|01/02/1991|1012|3.34|3.34|3.34|3.34|2399|
|18|01/02/1991|1014|3.34|3.34|3.34|3.34|10281|
|19|01/02/1991|1017|3.34|3.34|3.34|3.34|3427|
|20|01/02/1991|1019|3.34|3.36|3.34|3.36|5483|
|21|01/02/1991|1021|3.36|3.36|3.36|3.36|3427|
|22|01/02/1991|1022|3.34|3.34|3.34|3.34|342|
|23|01/02/1991|1023|3.34|3.36|3.34|3.36|5140|
After some more ticks, around 1550, another day begins.
I need to calculate daily variance for the stocks, that is, for each day, I'll fold the daily data into one number, which is the variance. I'm new to R and have no idea how to do this. Can someone help?
I know how to calculate the variance, just don't know how to condition this to the Date column.