Do you get any errors? I am not too familiar with RTAQ, but I am not
seeing aynthing you are doing obviously wrong. Another possibility I
guess is that R may not have write permission to the datadestination
folder. It may help if you could report some more information, maybe
upload the text file you are using online. You could also try
starting R with administrative privileges. I am not sure that is the
problem, just thinking out loud (or out written perhaps).
Cheers,
Josh
On Sat, May 19, 2012 at 11:44 PM, rahul deora <rahulsparx2009 at
gmail.com> wrote:> Hi All,
>
> I am using convert() function in RTAQ package to convert the text file into
> xts object.The code I am using is shown below:
>
>
convert(from="2010-07-01",to="2010-07-01",datasource="C:\\TAQdata",datadestination="C:\\datadestination",trades=T,quotes=F,ticker="SUBX",dir=F)
>
> The problem is that I am not getting the text files named Ticker.trades in
> .RData format in the destination folder.The sample data I am using is:
>
> DATE ? ? ? ? ? TIME ? ? ? ?SYMBOL EX PRICE SIZE COND CORR G127
> 2010-07-01 08:04:28 "SBUX" "Q" "24.9500"
" 100" "T" "0" "0"
> 2010-07-01 08:04:28 "SBUX" "Q" "24.9500"
" 100" "T" "0" "0"
> 2010-07-01 08:04:28 "SBUX" "Q" "24.9600"
" 300" "T" "0" "0"
>
> Please help.
>
> ? ? ? ?[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at 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.
--
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/