How to print R variables in middle of String

You're missing some extra quotes. Try this:

cat('<set name=\"',df$timeStamp,'\" value=\"',df$Price,'\" ></set>\n')

Here's a working example of what I mean:

cat("a b c -> \"", letters[1:3], "\"\n")

The problem is that R does not evaluate any expression withing the quotes - it is just printing the string you defined. There are multiple ways around it. For example, you can use the sprintf function (untested because you do not provide a reproducible example):

   cat(sprintf("<set name=\"%s\" value=\"%f\" ></set>\n", df$timeStamp, df$Price))