For 100,000 rows, it took about 2 seconds to read it in on my system:
> system.time(x <- read.table('/recv/test.txt', as.is=TRUE))
user system elapsed
1.920.082.08
> str(x)
'data.frame': 196588 obs. of 7 variables:
$ V1: int 1 2 3 4 1 2 3 1 2 3 ...
$ V2: chr "bid" "ask" "ask"
> Date: Mon, 11 Oct 2010 14:39:54 -0700
> From: aqua...@gmail.com
> To: r-help@r-project.org
> Subject: [R] Slow reading multiple tick data files into list of dataframes
[...]
> Is there a better/quicker or more R way of doing this ?
On Mon, Oct 11, 2010 at 5:39 PM, rivercode 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.
Hi,
I am trying to find the best way to read 85 tick data files of format:
> head(nbbo)
1 bid CON 09:30:00.72209:30:00.722 32.71 98
2 ask CON 09:30:00.78209:30:00.810 33.14 300
3 ask CON 09:30:00.80909:30:00.810 33.14 414
4 bid CON 09:30:00.78309:30:00.810 33.06
4 matches
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