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nbbb
2010 Oct 11
2
Slow reading multiple tick data files into list of dataframes
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<- lapp...