Do you get any errors? I am not too familiar with RTAQ, but I am not seeing aynthing you are doing obviously wrong. Another possibility I guess is that R may not have write permission to the datadestination folder. It may help if you could report some more information, maybe upload the text file you are using online. You could also try starting R with administrative privileges. I am not sure that is the problem, just thinking out loud (or out written perhaps).
Cheers, Josh On Sat, May 19, 2012 at 11:44 PM, rahul deora <rahulsparx2...@gmail.com> wrote: > 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 > 2010-07-01 08:04:28 "SBUX" "Q" "24.9500" " 100" "T" "0" "0" > 2010-07-01 08:04:28 "SBUX" "Q" "24.9500" " 100" "T" "0" "0" > 2010-07-01 08:04:28 "SBUX" "Q" "24.9600" " 300" "T" "0" "0" > > Please help. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
