You can use zoo and xts to feed csv files into an xts object using read.zoo
and as.xts.

Quant strat is very compatible with xts objects.

On Wednesday, December 12, 2012, Robert A'gata wrote:

> Hi,
>
> I usually work with TAQ data. Says that it's available in a csv file. Is
> there any example on quantstrat illustrating how to feed TAQ data into
> quantstrat? Does the data in quantstrat always assume bar? With specific
> type of signal, I do not have bar. Or equivalently, each OHLC bar of mine
> will be each trade itself.
>
> Also, is there any example using quantstrat with order book data? Thank you
> so much in advance.
>
> Robert
>
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>
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-- 
--*
Aleksey Schukin*

Macaulay Honors at Baruch College
Zicklin School of Business
BBA in Statistics and Quantitative Modeling

Aleksey.Schukin@gmail.com | (646) 509-9239
Linkedin.com/in/alekseyschukin

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