создать серию OHLC из данных тикера с помощью R

Кажется, что это должно быть обычным делом, но все мои поиски приводят к половинчатым или незаконченным ответам.

У меня есть набор данных в csv. Но данные настроены так, что это время, цена, объем. Чтобы правильно проанализировать данные, мне нужно, чтобы они были в формате OHLCV: open, high, low, close, volume.

Есть ли у кого-нибудь идея, как переформатировать в OHLCV?

Вот пример набора данных:

time,price,volume,
7/18/10 0:09,0.04951,20,
7/18/10 4:43,0.05941,50.01,
7/18/10 18:48,0.0808,5,
7/18/10 22:44,0.08585,10,
7/18/10 23:00,0.08584,5,
7/18/10 23:00,0.08584,5,
7/19/10 4:53,0.0909,5,
7/19/10 17:24,0.09307,80,
7/19/10 18:03,0.08911,100,
7/19/10 18:07,0.08752,100,
7/19/10 18:12,0.09109,90,
7/19/10 21:44,0.08416,20,
7/19/10 21:55,0.07921,100,
7/19/10 21:56,0.07921,10,
7/19/10 21:57,0.07723,20,
7/19/10 22:02,0.0808,49
7/20/10 3:36,0.08181,100
7/20/10 4:54,0.0818,12
7/20/10 13:48,0.08119,4
7/20/10 13:50,0.07921,10
7/20/10 15:37,0.07822,10
7/20/10 15:39,0.07723,10
7/20/10 16:01,0.07624,10
7/20/10 18:08,0.07723,10
7/20/10 18:09,0.07723,10
7/20/10 18:09,0.07723,20
7/20/10 21:09,0.07426,4.5
7/20/10 21:38,0.07426,5.5
7/20/10 21:38,0.07426,4.5
7/20/10 21:41,0.07426,45.5
7/20/10 22:24,0.07472,3
7/20/10 22:28,0.07472,1
7/20/10 22:29,0.07474,1
7/20/10 22:29,0.07474,1
7/21/10 3:27,0.07425,60
7/21/10 3:30,0.07327,10
7/21/10 3:41,0.07228,10
7/21/10 3:41,0.07129,10
7/21/10 15:11,0.0703,10
7/21/10 15:45,0.06931,10
7/21/10 15:56,0.06832,10
7/21/10 19:58,0.06733,10
7/21/10 20:26,0.06634,10
7/21/10 20:35,0.06634,70
7/22/10 0:02,0.07171,100
7/22/10 0:02,0.07171,10
7/22/10 0:02,0.07272,10
7/22/10 0:02,0.07373,10
7/22/10 0:02,0.07425,40
7/22/10 0:02,0.07474,10
7/22/10 0:02,0.07575,20
7/22/10 0:02,0.07575,10
7/22/10 0:04,0.07676,10
7/22/10 0:04,0.07777,10
7/22/10 0:04,0.07878,5
7/22/10 0:33,0.07921,10
7/22/10 0:53,0.07921,20
7/22/10 0:53,0.07921,20
7/22/10 0:54,0.07921,20
7/22/10 0:54,0.07921,20
7/22/10 0:54,0.07921,20
7/22/10 0:54,0.07921,20
7/22/10 1:16,0.07921,65
7/22/10 1:50,0.07979,5
7/22/10 1:51,0.0808,20
7/22/10 1:51,0.0808,5
7/22/10 1:51,0.08181,5
7/22/10 5:20,0.07878,30
7/22/10 5:21,0.07878,3
7/22/10 10:28,0.06931,100
7/22/10 10:53,0.06535,10
7/22/10 10:53,0.06436,10
7/22/10 10:53,0.06436,45
7/22/10 10:54,0.06337,10
7/22/10 10:54,0.06238,10
7/22/10 10:54,0.06139,10
7/22/10 11:43,0.06138,605
7/22/10 11:59,0.06436,10
7/22/10 16:14,0.06436,10
7/22/10 16:14,0.06436,1
7/22/10 16:15,0.06436,1
7/22/10 16:15,0.06436,1
7/22/10 16:15,0.06436,1
7/22/10 16:15,0.06436,1
7/22/10 16:18,0.06436,85
7/22/10 16:18,0.06337,10
7/22/10 16:18,0.06238,5
7/22/10 16:33,0.06238,1
7/22/10 16:33,0.06238,1
7/22/10 16:33,0.06238,1
7/22/10 16:33,0.06238,1
7/22/10 16:33,0.06238,1
7/22/10 16:33,0.06238,1
7/22/10 16:33,0.06238,1
7/22/10 16:34,0.06238,1
7/22/10 16:34,0.06238,1
7/22/10 16:34,0.06238,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.06139,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.0604,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:34,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 16:35,0.05941,1
7/22/10 18:38,0.0604,10
7/22/10 18:39,0.05941,10
7/22/10 18:39,0.05842,10
7/22/10 18:39,0.05743,10
7/22/10 18:39,0.05644,10
7/22/10 18:39,0.05594,20
7/22/10 18:39,0.05584,250
7/22/10 18:39,0.05545,10
7/22/10 18:39,0.05446,500
7/22/10 18:46,0.05446,90
7/22/10 20:18,0.05446,3
7/22/10 20:18,0.05446,10
7/22/10 22:48,0.06363,1
7/23/10 0:55,0.05941,10
7/23/10 0:56,0.05842,10
7/23/10 0:56,0.05743,10
7/23/10 0:56,0.05644,10
7/23/10 0:56,0.05545,10
7/23/10 0:56,0.05446,10
7/23/10 0:56,0.05347,10
7/23/10 0:56,0.05248,10
7/23/10 0:56,0.05149,10
7/23/10 0:56,0.0505,10
7/23/10 1:13,0.0505,804.23
7/23/10 1:14,0.0505,95.77
7/23/10 1:15,0.06358,30
7/23/10 1:15,0.06358,5
7/23/10 1:15,0.06358,1
7/23/10 2:53,0.06358,100
7/23/10 3:19,0.06358,100
7/23/10 3:19,0.06358,100
7/23/10 3:20,0.06363,199
7/23/10 3:20,0.06565,10
7/23/10 5:03,0.06535,100
7/23/10 5:20,0.06555,88
7/23/10 5:20,0.06666,10
7/23/10 5:21,0.06767,84.29
7/23/10 5:25,0.06767,10
7/23/10 5:25,0.06767,90
7/23/10 8:24,0.06767,9
7/23/10 12:05,0.06161,0.1
7/23/10 13:38,0.05545,10
7/23/10 15:23,0.0606,10
7/23/10 16:55,0.06161,10
7/23/10 17:03,0.06161,1
7/23/10 17:21,0.06262,10
7/23/10 17:42,0.06262,4.74
7/23/10 19:08,0.06262,1.71
7/23/10 19:46,0.06262,140
7/23/10 19:58,0.06262,10
7/23/10 20:14,0.06262,4
7/23/10 20:35,0.06262,250
7/23/10 21:13,0.06161,0
7/23/10 21:37,0.06161,10
7/23/10 22:32,0.06162,5
7/23/10 23:29,0.05545,10
7/23/10 23:29,0.05446,10
7/23/10 23:29,0.05446,5
7/23/10 23:29,0.05347,10
7/23/10 23:30,0.05248,5.66
7/23/10 23:30,0.05248,4.34
7/23/10 23:30,0.05248,5.66
7/23/10 23:40,0.06161,10
7/23/10 23:40,0.06262,35
7/23/10 23:40,0.06262,4
7/24/10 1:16,0.06161,0.32
7/24/10 1:16,0.06161,0
7/24/10 6:53,0.05149,10
7/24/10 8:06,0.05858,50
7/24/10 9:26,0.05941,106
7/24/10 12:55,0.05248,0.57
7/24/10 12:55,0.05149,20.43
7/24/10 14:08,0.05149,10
7/24/10 14:08,0.05149,79.57
7/24/10 14:08,0.0505,10
7/24/10 14:08,0.0505,150
7/24/10 14:08,0.05049,29.43
7/24/10 14:08,0.05049,0
7/24/10 15:03,0.05757,10
7/24/10 15:04,0.05858,10
7/24/10 16:49,0.05454,10
7/25/10 1:59,0.05545,1
7/25/10 5:29,0.05555,10
7/25/10 5:29,0.05757,10
7/25/10 5:29,0.05858,10
7/25/10 5:33,0.05941,95.5
7/25/10 17:01,0.05693,441
7/25/10 17:03,0.05446,114.29
7/25/10 17:49,0.05446,578.71
7/25/10 20:12,0.05248,10
7/25/10 20:12,0.05149,10
7/25/10 20:12,0.05149,20
7/25/10 20:13,0.05099,53
7/25/10 20:13,0.0505,187
7/25/10 20:13,0.0505,10
7/25/10 20:58,0.0505,0.98
7/26/10 11:53,0.05,1
7/26/10 14:29,0.05,119
7/26/10 14:29,0.05,10
7/26/10 20:27,0.052,0.96
7/26/10 20:53,0.052,20
7/26/10 20:53,0.052,199.04
7/26/10 20:53,0.053,10
7/26/10 20:53,0.054,200
7/26/10 20:53,0.055,100
7/26/10 20:53,0.055,10
7/26/10 20:53,0.0559,50
7/26/10 20:53,0.056,2
7/26/10 20:53,0.056,8.96
7/26/10 20:54,0.056,100
7/26/10 20:54,0.056,1.04
7/26/10 20:54,0.056,18
7/26/10 20:54,0.056,0.96
7/26/10 21:03,0.056,26.04
7/27/10 5:02,0.053,100
7/27/10 5:02,0.054,100
7/27/10 5:02,0.055,100
7/27/10 5:02,0.0559,50
7/27/10 5:02,0.056,10
7/27/10 5:02,0.056,40
7/27/10 5:06,0.056,110
7/27/10 5:06,0.057,50
7/27/10 5:06,0.057,10
7/27/10 5:06,0.0575,65.98
7/27/10 5:06,0.0575,68.04
7/27/10 5:06,0.0579,200
7/27/10 5:06,0.058,10
7/27/10 5:06,0.058,450
7/27/10 5:06,0.058,53
7/27/10 5:06,0.059,2
7/27/10 5:06,0.059,10
7/27/10 5:06,0.0599,200
7/27/10 5:06,0.06,100
7/27/10 5:06,0.06,10
7/27/10 5:06,0.06,35
7/27/10 5:06,0.06,639
7/27/10 5:07,0.0605,50
7/27/10 16:23,0.055,100
7/27/10 16:39,0.058,10
7/27/10 16:41,0.0589,100
7/27/10 16:42,0.0589,100
7/27/10 16:43,0.059,10
7/27/10 16:45,0.0594,100
7/27/10 16:45,0.0594,100
7/27/10 16:45,0.0599,100
7/27/10 16:45,0.0599,100
7/27/10 16:46,0.06,100
7/27/10 16:46,0.06,50
7/27/10 16:46,0.06,30
7/27/10 16:46,0.06,10
7/27/10 16:47,0.06,0.67
7/28/10 5:19,0.06,309
7/28/10 5:30,0.06,0.33
7/28/10 5:30,0.061,10
7/28/10 5:31,0.0615,200
7/28/10 12:21,0.0582,400
7/28/10 12:21,0.058,551.72
7/28/10 12:58,0.057,300
7/28/10 12:58,0.056,200
7/28/10 12:59,0.055,127.27
7/28/10 12:59,0.055,10
7/28/10 12:59,0.055,200
7/28/10 12:59,0.054,211.01
7/28/10 19:34,0.058,50
7/28/10 20:07,0.054,10
7/28/10 22:37,0.0574,160
7/28/10 22:51,0.0574,260
7/28/10 22:52,0.058,50
7/28/10 22:52,0.058,185
7/28/10 23:03,0.058,15
7/28/10 23:03,0.059,10
7/28/10 23:04,0.0595,300
7/28/10 23:05,0.06,500
7/28/10 23:05,0.061,10
7/28/10 23:05,0.061,127
7/28/10 23:06,0.062,160
7/28/10 23:41,0.0589,33.96
7/29/10 5:04,0.0597,230
7/29/10 10:02,0.0571,37.4
7/29/10 15:33,0.05789,2
7/29/10 17:05,0.05789,2
7/29/10 19:04,0.05789,76
7/29/10 19:05,0.058,20
7/29/10 19:06,0.05939,100
7/29/10 19:06,0.05939,100
7/29/10 19:06,0.0599,100
7/29/10 19:06,0.0599,60
7/29/10 19:06,0.06,1
7/29/10 19:11,0.06,29
7/29/10 19:45,0.0614,9.61
7/29/10 20:44,0.0614,410.39
7/29/10 21:01,0.0619,96
7/29/10 21:05,0.05991,23.31
7/29/10 21:14,0.0599,16.69
7/29/10 21:14,0.0619,104
7/29/10 21:14,0.062,900
7/29/10 21:14,0.062,100
7/29/10 21:14,0.062,400
7/29/10 21:19,0.062,305.72
7/29/10 21:19,0.0631,100
7/29/10 21:19,0.06311,50
7/29/10 21:20,0.0635,65
7/29/10 21:20,0.064,7
7/29/10 21:20,0.064,10
7/29/10 21:20,0.064,5
7/29/10 21:20,0.065,116
7/29/10 21:20,0.065,100
7/29/10 21:20,0.06501,200
7/29/10 21:21,0.067,10
7/29/10 21:21,0.067,216.71
7/29/10 21:21,0.0678,900
7/29/10 21:21,0.06701,159.68
7/29/10 21:22,0.06699,20
7/29/10 21:23,0.05799,4.01
7/29/10 21:28,0.0678,5
7/29/10 21:31,0.0678,95
7/29/10 21:31,0.068,100
7/29/10 21:31,0.0689,16.97
7/29/10 21:31,0.0699,900
7/29/10 21:31,0.0699,900
7/29/10 21:32,0.0699,73.24
7/29/10 21:46,0.065,13
7/29/10 21:49,0.069,5
7/29/10 21:50,0.0699,73
7/29/10 22:25,0.0699,64.37
7/29/10 22:30,0.065,12
7/29/10 22:37,0.0639,30
7/29/10 22:41,0.0639,16
7/29/10 22:45,0.06499,70
7/30/10 0:07,0.0685,16
7/30/10 0:07,0.0699,582.39
7/30/10 2:24,0.0698,50
7/30/10 4:55,0.062,715
7/30/10 4:55,0.0602,200
7/30/10 4:55,0.06,1
7/30/10 4:55,0.06,50
7/30/10 4:55,0.0582,34
7/30/10 9:00,0.06,1
7/30/10 9:00,0.0669,0.9
7/30/10 11:01,0.06,1.09
7/30/10 11:02,0.06,1.09
7/30/10 11:12,0.06,1.09
7/30/10 11:12,0.06,1.09
7/30/10 11:28,0.0669,49.1
7/30/10 11:29,0.0674,215
7/30/10 11:30,0.0684,298
7/30/10 13:33,0.06741,0.89
7/30/10 16:10,0.061,49.11
7/30/10 22:31,0.0681,20
7/30/10 22:31,0.0684,42
7/30/10 22:31,0.069,140
7/30/10 22:31,0.069,5.49
7/30/10 22:31,0.069,354.51
7/30/10 22:31,0.069,360.49
7/30/10 22:31,0.069,50
7/30/10 22:32,0.0692,50
7/30/10 23:25,0.0692,100
7/31/10 0:41,0.067,25
7/31/10 0:42,0.06315,150
7/31/10 0:43,0.0627,55
7/31/10 4:40,0.065,20
7/31/10 4:40,0.0621,150
7/31/10 4:40,0.062,20
7/31/10 4:40,0.0612,200
7/31/10 4:41,0.061,100.89
7/31/10 4:41,0.061,18
7/31/10 4:41,0.06,25
7/31/10 4:41,0.06,4.64
7/31/10 4:41,0.06,100
7/31/10 4:41,0.0582,360
7/31/10 4:41,0.0582,1.47
7/31/10 5:07,0.0662,50
7/31/10 5:07,0.0687,44
7/31/10 15:49,0.0605,1
7/31/10 15:53,0.0605,30
7/31/10 15:53,0.06,60
7/31/10 15:53,0.06,150
7/31/10 15:53,0.06,1
7/31/10 15:54,0.059,340
7/31/10 15:56,0.05823,419
7/31/10 16:20,0.06889,20
7/31/10 17:53,0.05823,81
7/31/10 17:53,0.0582,4.53
7/31/10 17:59,0.0582,25
7/31/10 18:33,0.058,130
7/31/10 18:33,0.058,100
7/31/10 18:33,0.058,60.52
7/31/10 18:33,0.0568,9.48
7/31/10 18:40,0.0582,89.47
7/31/10 23:35,0.056,10
7/31/10 23:58,0.06,800
8/1/10 0:00,0.064,20
8/1/10 0:12,0.06401,4
8/1/10 0:18,0.065,20
8/1/10 0:18,0.066,56
8/1/10 0:18,0.066,10.25
8/1/10 0:18,0.066,20
8/1/10 0:18,0.067,300
8/1/10 0:18,0.067,20
8/1/10 0:28,0.067,73.75
8/1/10 0:28,0.061,64.25
8/1/10 0:55,0.06785,5
8/1/10 0:57,0.06785,4
8/1/10 3:21,0.061,0.75
8/1/10 3:21,0.0601,36
8/1/10 3:53,0.06,20
8/1/10 4:19,0.06,20
8/1/10 7:26,0.06,75.8
8/1/10 11:01,0.06,80
8/1/10 13:03,0.06,804.2
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