create an OHLC series from ticker data using R

Question

This seems like it should be a common thing, but all my searching comes up with half or unfinished answers.

I have a set of data in a csv. But the data is set up so

Answer 1

To illustrate @JoshuaUlrich's comment:

x <- read.csv(header=TRUE, stringsAsFactor=FALSE, 
              text="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,")
# create an xts object
myxts <- xts(x[, 2:3], order.by=as.POSIXct(x[, 1], format='%m/%d/%y %H:%M'))
myxts

myxts
#                       price volume
# 2010-07-18 00:09:00 0.04951  20.00
# 2010-07-18 04:43:00 0.05941  50.01
# 2010-07-18 18:48:00 0.08080   5.00
# 2010-07-18 22:44:00 0.08585  10.00
# 2010-07-18 23:00:00 0.08584   5.00
# 2010-07-18 23:00:00 0.08584   5.00
# 2010-07-19 04:53:00 0.09090   5.00
# 2010-07-19 17:24:00 0.09307  80.00
# 2010-07-19 18:03:00 0.08911 100.00
# 2010-07-19 18:07:00 0.08752 100.00
to.minutes(myxts)
#                     myxts.Open myxts.High myxts.Low myxts.Close myxts.Volume
# 2010-07-18 00:09:00    0.04951    0.04951   0.04951     0.04951        20.00
# 2010-07-18 04:43:00    0.05941    0.05941   0.05941     0.05941        50.01
# 2010-07-18 18:48:00    0.08080    0.08080   0.08080     0.08080         5.00
# 2010-07-18 22:44:00    0.08585    0.08585   0.08585     0.08585        10.00
# 2010-07-18 23:00:00    0.08584    0.08584   0.08584     0.08584        10.00
# 2010-07-19 04:53:00    0.09090    0.09090   0.09090     0.09090         5.00
# 2010-07-19 17:24:00    0.09307    0.09307   0.09307     0.09307        80.00
# 2010-07-19 18:03:00    0.08911    0.08911   0.08911     0.08911       100.00
# 2010-07-19 18:07:00    0.08752    0.08752   0.08752     0.08752       100.00

to.minutes is one of many wrappers for to.period. This is equivalent, but more general:

to.period(myxts, 'minutes', 1)