Return data subset time frames within another timeframes?

Question

There are very nifty ways of subsetting xts objects. For example, one can get all the data for all years, months, days but being strictly between 9:30 AM and 4

Answer 1

time-of-day subsetting is a little bit hidden, so I understand why it would spark a question like this. The only other 'trick' I know is the last and first functions, which you can nest if you need to. e.g. this will get the last 2 days of the first 3 weeks.

last(first(my_xts, "3 weeks"), "2 days")