Example of a dataset with a fairly standard end-of-file indicator which fread can't handle (at least in a default mode): Bar|Bid|AD|ADh|ADB|Dai|ADT|ADk|ADk|ADm|Com|ADTj|ADg|ADl|ADr|Is|DataDate KJKJ|200||||0|||||0||||||20150205 HFHF|2||||92400|||||101200|||||8.6328268970E+07|20150205 [End of File] Error: Expected sep ('|') but new line, EOF (or other non printing character) ends field 0 when detecting types ( first): [End of File]