search for: datadestin

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 20...

Hello, I am closely following the RTAQ documentation in order to load my dataset into R, however I get this warning when running the convert function in the following way: convert(from="2010-11-01", to="2010-11-01",datasource=datasource, datadestination=datadestination,trades=T,quotes=T,ticker="BAC",dir=T, extention="csv", header=T, tradecolnames=c("SYMBOL", "DATE", "TIME", "PRICE", "SIZE", "G127", "CORR", "COND", "EX"), quotecolnames...