Hi,
I am trying to find the best way to read 85 tick data files of format:
> head(nbbo)
1 bid CON 09:30:00.722 09:30:00.722 32.71 98
2 ask CON 09:30:00.782 09:30:00.810 33.14 300
3 ask CON 09:30:00.809 09:30:00.810 33.14 414
4 bid CON 09:30:00.783 09:30:00.810 33.06 200
Each file has between 100,000 to 300,300 rows.
Currently doing nbbo.list<- lapply(filePath, read.csv) to create list
with 85 data.frame objects...but it is taking minutes to read in the data
and afterwards I get the following message on the console when taking
further actions (though it does then stop):
The R Engine is busy. Please wait, and try your command again later.
filePath in the above example is a vector of filenames:
> head(filePath)
[1] "C:/work/A/A_2010-10-07_nbbo.csv"
[2] "C:/work/AAPL/AAPL_2010-10-07_nbbo.csv"
[3] "C:/work/ADBE/ADBE_2010-10-07_nbbo.csv"
[4] "C:/work/ADI/ADI_2010-10-07_nbbo.csv"
Is there a better/quicker or more R way of doing this ?
Thanks,
Chris
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