Thank you Don for the code, 

but I get the following error massage:

>  by(AlexETF,AlexETF$Industry,function(a) {filename = paste("C:/ab/",gsub("
> ","",a$Industry[1]),".txt",sep="")
+         print(filename)
+ write.table(a[,3,drop=FALSE],quote=FALSE,col.names=FALSE,row.names=FALSE)     
+     }
+  )  

[1] "C:/ab/Accident&HealthInsurance.txt"
Error in `[.data.frame`(a, , 3, drop = FALSE) : 
  undefined columns selected

Best,
Peter
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