r - for loop depends on all previous iterations -

i'm pretty new r , programming in general. wondering if can me following: have loop in r each iteration depending on previous. have data set 200k rows, loop takes forever execute. there faster way this?

here's code:

library(data.table)  (i in 2:nrow(dt)) {     if (dt$price2[i]%in%dt$price2[1:i-1]) {   #if price occurred before       dt$dummyid[i] = dt$id[max(which(dt$price2[i] == dt$price2[1:i-1]))]  #record latest id of price's order       if (sum(dt$size[(which(dt$price2[i] == dt$price2[1:i-1]))]) == 0) #if cumulative sum == 0 (excl. current order)       {dt$id[i] = i} #means order got cancelled, assign new id       else {dt$id[i] = dt$dummyid[i]}  #assign latest id     }     else {dt$id[i] = i} #price never occurred, new id      if (dt$id[i]%in%dt$id[1:i-1]) {    #if id occurred before       if (sum(dt$size[(which(dt$id[i] == dt$id[1:i]))]) == 0) #and cumulative sum == 0 (incl. current order)         {dt$arc[i] = "c"}  #cancel order         else {           dt$arc[i] = "r" #replace order           dt$price3[i] = sum(dt$size[(which(dt$id[i] == dt$id[1:i]))])  #with order of size       }     }     else {       dt$arc[i] = "a"   #add new order     }   } } 

here i'm trying reformat raw data taq nyse openbook orderbook package can read it. if knows other way of doing this, i'd appreciate it.

basically, raw data (4 leftmost columns) tick changes in bid/ask orders particular stock intraday.

i edited top row manually here. type here 0 = bid, 1 = ask, price2 = price + type*0.000001 distinguish same prices between bids/asks. size not positive.

what i'm trying code:

i'm trying treat orders same price 1 order until it's cumulative size == 0, ok purposes. arc column should = add (if price has never occured before, or order price got cancelled), c = cancel (if cumulative size == 0), r = replace (if price has occured before , cumulative size <> 0).

i need id indicate order got cancelled, added or replaced.

edit:

sorry not including sample dataset. here is:

> head(dt, n = 20)     time type price size price2 dummyid id arc price3  1:    0    0 20.00  200  20.00       0  1       na  2:    0    0 24.41  200  24.41      na na  na     na  3:    0    0 32.50  200  32.50      na na  na     na  4:    0    0 38.40 1000  38.40      na na  na     na  5:    0    0 40.50 1700  40.50      na na  na     na  6:    0    0 41.50  100  41.50      na na  na     na  7:    0    0 41.69  100  41.69      na na  na     na  8:    0    0 42.28  100  42.28      na na  na     na  9:    0    0 43.00  100  43.00      na na  na     na 10:    0    0 45.00 1700  45.00      na na  na     na 11:    0    0 45.12  300  45.12      na na  na     na 12:    0    0 45.76  200  45.76      na na  na     na 13:    0    0 46.00  100  46.00      na na  na     na 14:    0    0 46.76  200  46.76      na na  na     na 15:    0    0 47.00  200  47.00      na na  na     na 16:    0    0 48.00  500  48.00      na na  na     na 17:    0    0 48.10  100  48.10      na na  na     na 18:    0    0 48.25  400  48.25      na na  na     na 19:    0    0 48.71  300  48.71      na na  na     na 20:    0    0 49.05  500  49.05      na na  na     na  > dput(head(dt,20)) structure(list(time = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,  0, 0, 0, 0, 0, 0, 0), type = c(0l, 0l, 0l, 0l, 0l, 0l, 0l, 0l,  0l, 0l, 0l, 0l, 0l, 0l, 0l, 0l, 0l, 0l, 0l, 0l), price = c(20,  24.41, 32.5, 38.4, 40.5, 41.5, 41.69, 42.28, 43, 45, 45.12, 45.76,  46, 46.76, 47, 48, 48.1, 48.25, 48.71, 49.05), size = c(200l,  200l, 200l, 1000l, 1700l, 100l, 100l, 100l, 100l, 1700l, 300l,  200l, 100l, 200l, 200l, 500l, 100l, 400l, 300l, 500l), price2 = c(20,  24.41, 32.5, 38.4, 40.5, 41.5, 41.69, 42.28, 43, 45, 45.12, 45.76,  46, 46.76, 47, 48, 48.1, 48.25, 48.71, 49.05), dummyid = c("0",  na, na, na, na, na, na, na, na, na, na, na, na, na, na, na, na,  na, na, na), id = c("1", na, na, na, na, na, na, na, na, na,  na, na, na, na, na, na, na, na, na, na), arc = c("a", na, na,  na, na, na, na, na, na, na, na, na, na, na, na, na, na, na, na,  na), price3 = c(na, na, na, na, na, na, na, na, na, na, na, na,  na, na, na, na, na, na, na, na)), .names = c("time", "type",  "price", "size", "price2", "dummyid", "id", "arc", "price3"), class = c("data.table",  "data.frame"), row.names = c(na, -20l)) 

thanks!