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

[rivercode]

Hi,

I am trying to find the best way to read 85 tick data files of format:

> head(nbbo)
1 bid  CON  09:30:00.722    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    09:30:00.810  33.14  414
4 bid  CON  09:30:00.783    09:30:00.810  33.06  200

Each file has between 100,000 to 300,300 rows.

Currently doing   nbbo.list<- lapply(filePath, read.csv)    to create list
with 85 data.frame objects...but it is taking minutes to read in the data
and afterwards I get the following message on the console when taking
further actions (though it does then stop):

    The R Engine is busy. Please wait, and try your command again later.

filePath in the above example is a vector of filenames:
> head(filePath)
[1] "C:/work/A/A_2010-10-07_nbbo.csv"      
[2] "C:/work/AAPL/AAPL_2010-10-07_nbbo.csv"
[3] "C:/work/ADBE/ADBE_2010-10-07_nbbo.csv"
[4] "C:/work/ADI/ADI_2010-10-07_nbbo.csv"  

Is there a better/quicker or more R way of doing this ?

Thanks,
Chris

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