将csv高频数据转换为xts

Question

我正在尝试将high frequency csv data转换为xts，以便在R中使用高频包的功能。我尝试这样做：

datadestination = "~/xts_data" 
datasource = "~/raw_data" 
from = "1991-01-02"
to = "2015-12-31"  
convert(from=from, to=to, datasource=datasource, datadestination=datadestination,trades=TRUE,quotes=FALSE, ticker="FV", dir=TRUE, extension="csv",header=TRUE,tradecolnames = c("Date","Time","Close","Volume"),format="%m/%d/%Y,%H:%M",onefile=TRUE)

但是我收到了这个错误：

Error in `$<-.data.frame`(`*tmp*`, "COND", value = numeric(0)) : 
  replacement has 0 rows, data has 3544456

有人可以帮忙解决吗？