我有一个股票相关报价的日内数据集。如何将其转换为时间序列？
Time Size Ask Bid Trade
11-1-2016 9:00:12 100 <NA> 901 <NA>
11-1-2016 9:00:21 5 <NA> <NA> 950
11-1-2016 9:00:21 5 <NA> 950 <NA>
11-1-2016 9:00:21 10 905 <NA> <NA>
11-1-2016 9:00:24 500 <NA> 921 <NA>
11-1-2016 9:00:28 2 <NA> 879 <NA>
11-1-2016 9:00:31 6 1040 <NA> <NA>
11-1-2016 9:00:39 5 <NA> <NA> 950
11-1-2016 9:00:39 5 <NA> 950 <NA>
11-1-2016 9:00:39 10 905 <NA> <NA>
11-1-2016 9:00:39 5 <NA> <NA> 950
11-1-2016 9:00:44 2 <NA> 879 <NA>
11-1-2016 9:00:44 6 1040 <NA> <NA>
11-1-2016 9:00:45 1 1005 <NA> <NA>
11-1-2016 9:00:46 1 1000 <NA> <NA>
11-1-2016 9:00:47 1 <NA> 900 <NA>
11-1-2016 9:00:47 5 <NA> <NA> 950
11-1-2016 9:00:47 5 <NA> 950 <NA>
11-1-2016 9:00:47 10 905 <NA> <NA>
11-1-2016 9:00:48 1 <NA> 900 <NA>
11-1-2016 9:00:48 1 1000 <NA> <NA>
11-1-2016 9:00:52 5 <NA> <NA> 950
11-1-2016 9:00:52 5 <NA> 950 <NA>
11-1-2016 9:00:52 10 905 <NA> <NA>
11-1-2016 9:00:53 10 <NA> <NA> 939
11-1-2016 9:00:55 1 <NA> 900 <NA>
11-1-2016 9:00:55 1 1000 <NA> <NA>
11-1-2016 9:00:55 10 <NA> <NA> 939
11-1-2016 9:00:55 5 <NA> 950 <NA>
11-1-2016 9:00:55 10 905 <NA> <NA>
11-1-2016 9:00:59 10 <NA> <NA> 939
11-1-2016 9:01:04 10 <NA> <NA> 950
11-1-2016 9:01:04 25 <NA> 950 <NA>
11-1-2016 9:01:06 1 <NA> 900 <NA>
11-1-2016 9:01:06 1 1000 <NA> <NA>
11-1-2016 9:01:14 19 <NA> <NA> 972
11-1-2016 9:01:14 20 <NA> 972 <NA>
11-1-2016 9:01:14 10 905 <NA> <NA>
11-1-2016 9:01:17 19 <NA> <NA> 972
11-1-2016 9:01:17 1 <NA> 912 <NA>
数据集的结构是
'data.frame': 35797 obs. of 5 variables:
$ Time : POSIXct, format: "2016-11-01 09:00:12" "2016-11-01 09:00:21" ..
$ Size : chr "100" "5" "5" "10" ...
$ ASk : chr NA NA NA "905" ...
$ Bid : chr "901" NA "950" NA ...
$ Trade: chr NA "950" NA NA ...
将数据转换为时间序列对象后，如何每5分钟汇总一次询价，买入和交易列。