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2012 Oct 12
1
RTAQ - convert function: warning causes incorrect loading of data
...ot;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 <-
TAQLoad("BAC",from="2010-11-01",to="2010-11-01",datasource=datadestination,
trades=T,quotes=T)
The PROBLEM:
head(x)
SYMBOL EX PRICE SIZE COND CORR G127
<NA> "BAC" "B" "11.4900" " 500"...