Dear Dirk Eddelbuettel ,
Try this command posted by you.
You got the result, but I couldn't.
any library to be installed?
IcantBelieveYouDidNotTryThis <-
read.csv("http://nseindia.com/content/equities/scripvol/datafiles/08-01-2010-TO-08-01-2010RCOMEQN.csv")
with regards.