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I am familiar with the xts subsetting abilities. However, I can't find an elegant way to subset a parameterized range of dates. something like this:

times = c(as.POSIXct("2012-11-03 09:45:00 IST"),
          as.POSIXct("2012-11-05 09:45:00 IST"))

#create an xts object:
xts.obj = xts(c(1,2),order.by = times)

#filter with these dates:
start.date = as.POSIXct("2012-11-03")
end.date = as.POSIXct("2012-11-04")

#instead of xts["2012-11-03"/"2012-11-04"], do something like this:
xts[start.date:end.date]

Does anybody have any idea? Thanks!

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You could paste the start.date and end.date objects together, separating by "::" or "/", and then use that to subset.

R> xts.obj[paste(start.date,end.date,sep="::")]
                    [,1]
2012-11-03 09:45:00    1

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