On Wed, Nov 24, 2010 at 11:04 AM, Santosh Srinivas <santosh.srini...@gmail.com> wrote: > Hello Group, > > I have the following options and future data in zoo objects > >> head(optData.z) > ExpDt OptTyp Strike TrdPrice TotTrdQty > 2009-01-01 09:55:03 20090129 1 2900 180.0000 50 > 2009-01-01 09:55:31 20090129 1 2900 188.0000 50 > 2009-01-01 09:55:37 20090129 1 2900 185.0000 500 > 2009-01-01 09:55:39 20090129 1 2900 185.0000 500 > 2009-01-01 09:55:47 20090129 1 2900 185.1125 600 > 2009-01-01 09:55:48 20090129 1 2900 185.2500 50 > >> head(futData.z) > ExpDt OptTyp Strike TrdPrice TotTrdQty > 2009-01-01 09:55:09 20090129 2 0 2979.000 900 > 2009-01-01 09:55:11 20090129 2 0 2976.633 600 > 2009-01-01 09:55:12 20090129 2 0 2977.211 900 > 2009-01-01 09:55:14 20090129 2 0 2977.750 800 > 2009-01-01 09:55:15 20090129 2 0 2977.019 4300 > 2009-01-01 09:55:16 20090129 2 0 2977.050 800 > > I want to get the closest available futures price for every option ... Is > there any function like the excel equivalent of approximate VLOOKUP of excel > using date time? >
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