Hi,

I am working on high-frequency datasets. One-month Stata data file comes to around 4 GB (4 million rows and 39 variables). If I have to do a yearly analysis, the appended dataset becomes 48 GB. This slows the system even though I am using a system with 32-GB DDR4 RAM and 512 GB SSD.

I am wondering is there a way to reduce the file size without removing any variables?

However, in R, the size of one-month data is only 150 MB. Why does Stata take so much space while R takes so little space?
Any suggestion to reduce the file size will be greatly appreciated.