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bidi
2012 Oct 12
1
RTAQ - convert function: warning causes incorrect loading of data
...ader=T, tradecolnames=c("SYMBOL", "DATE", "TIME",
"PRICE", "SIZE", "G127", "CORR", "COND", "EX"), quotecolnames=c("SYMBOL",
"DATE", "TIME", "BID", "OFR", "BIDSIZ", "OFRSIZ", "MODE", "EX"))
The only warning returned is:
In `[<-.factor`(`*tmp*`, is.na(tdata$G127), value = c(1L, 1L, 1L, :
invalid factor level, NAs generated
As it is a warning, the .RData files still get created and I can use TAQLoad
to load them:
x &...