On Mon, Oct 11, 2010 at 5:39 PM, rivercode <aqua...@gmail.com> wrote: > > 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 ? >
You could try (possibly with suitable additonal arguments): library(sqldf) lapply(filePath, read.csv.sql) -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
