title: Create xts index with both date & time
body: <p>I want to run some 1 minute data I get from a trading app through an R program I've written. So far all of my xts objects have just been daily bars from Yahoo, etc. How do I create the time part of the xts index? Note that Date &amp; Time are in the first 2 columns. It is possible that there will be missing dates, it's pretty much guaranteed there will be missing minutes. There should not be any duplicates. (I'll check for that myself)</p>
  
  <p>Thanks</p>
  
  <pre><code>library(timeDate)
  
  TestData = structure(list(X = 1:6, Date = structure(c(1L, 1L, 1L, 1L, 1L, 
                            1L), .Label = "07/01/1998", class = "factor"), Time = structure(1:6, .Label = c("06:31", 
                            "06:34", "06:35", "06:36", "06:38", "06:39"), class = "factor"), 
                            Open = c(114.06, 114.11, 114.06, 114.09, 114.09, 114.06), 
                            High = c(114.06, 114.13, 114.13, 114.09, 114.09, 114.13), 
                            Low = c(114, 114.06, 114.06, 114.03, 114.06, 114.06), Close = c(114, 
                            114.06, 114.13, 114.03, 114.06, 114.13), Volume = c(257600L, 
                            24400L, 2500L, 900L, 3000L, 16700L)), .Names = c("X", "Date", 
                            "Time", "Open", "High", "Low", "Close", "Volume"), class = "data.frame", row.names = c(NA, 
                            -6L))
  
  
  MyDates = as.Date(TestData$Date,format = "%m/%d/%Y")
  MyTimes = as.vector(TestData$Time)
  
  MyIndexes = timeDate(paste(MyDates, MyTimes), format = "%Y-%m-%d %H:%M", zone="UTC")
  
  NewData = xts(TestData[,3:7], order.by = MyIndexes)
  
  is.xts(NewData)
  </code></pre>