3 Importing the ESMA data into R

3.1 Wrap the import operation in one R function

The .csv files containing the lists of financial products identifiers (ISIN numbers) are released by the European Securities and Markets Authority

Set directory:

x = the .csv file name, for ex.: nonequity_si_calculations_-_publication_file 15-10-18 - SI calculations.csv

Import .csv from directory, set up column names and classes, set decimal sign to “.”

Change the format of col. “From” and “To” into date

Remove “,” after thousands

Change col. Transactions and Turnover into numeric

Replace zero’s by NA’s

Return the table SI_import