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tagdata
2012 May 20
1
Problem in convert function in RTAQ package
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...