title: Issue with HighFrequency package in R
body: <p>I am trying to convert <code>.csv</code>files to the xts format using the following code:</p>
  <pre><code>library(highfrequency)
  library(timeDate)
  from=&quot;05/03/2018&quot;;
  to=&quot;09/03/2018&quot;;
  datasource= &quot;C:/Users/Sha/Desktop/SUSU&quot;
  datadestination= &quot;C:/Users/Sha/Desktop/SUSU&quot;
  convert(from,to,datasource,datadestination,trades=TRUE, quotes=FALSE, ticker= c(&quot;EURAUD&quot;,&quot;EURCAD&quot;), dir=TRUE, extension=&quot;csv&quot;,header=TRUE,tradecolnames=c(&quot;Date&quot;,&quot;Time&quot;,&quot;Ask&quot;), format=&quot;%d%m%Y %H:%M:%S&quot;, onefile=TRUE)
  </code></pre>
  <p>I don't understand why I am obtaining the following error:</p>
  <pre><code>Error in convert(from, to, datasource, : 
  could not find function &quot;convert&quot;
  </code></pre>
  <p>If someone could help me with this? Am I making mistake to understand how to use the package?</p>