[R] Slow reading multiple tick data files into list of dataframes

2010-10-11 Thread rivercode
Hi, I am trying to find the best way to read 85 tick data files of format: head(nbbo) 1 bid CON 09:30:00.72209:30:00.722 32.71 98 2 ask CON 09:30:00.78209:30:00.810 33.14 300 3 ask CON 09:30:00.80909:30:00.810 33.14 414 4 bid CON 09:30:00.78309:30:00.810 33.06

Re: [R] Slow reading multiple tick data files into list of dataframes

2010-10-11 Thread Gabor Grothendieck
On Mon, Oct 11, 2010 at 5:39 PM, rivercode aqua...@gmail.com wrote: 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    

Re: [R] Slow reading multiple tick data files into list of dataframes

2010-10-11 Thread Mike Marchywka
Date: Mon, 11 Oct 2010 14:39:54 -0700 From: aqua...@gmail.com To: r-help@r-project.org Subject: [R] Slow reading multiple tick data files into list of dataframes [...] Is there a better/quicker or more R way of doing this ? While there may

Re: [R] Slow reading multiple tick data files into list of dataframes

2010-10-11 Thread jim holtman
For 100,000 rows, it took about 2 seconds to read it in on my system: system.time(x - read.table('/recv/test.txt', as.is=TRUE)) user system elapsed 1.920.082.08 str(x) 'data.frame': 196588 obs. of 7 variables: $ V1: int 1 2 3 4 1 2 3 1 2 3 ... $ V2: chr bid ask ask bid ...