title: xts tick data rolling subset
body: <p>I have created an xts object from historical tick data, sourced from a SQL database. I would like to create subsets of the tick data, for example: </p>
  
  <p>Show daily ticks between 10am and 2:30pm. This would allow me to create specific data sets for specific trade ideas, based on the time of day. The format of my index is as follows:</p>
  
  <pre><code>&gt; index(merged[3567,])
  [1] "2011-08-01 13:17:59 SAST"
  </code></pre>
  
  <p>Could an expert in xts please advise me how I would go about creating these subsets? Any advice would be greatly appreciated.</p>