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I'm confused about what's correct in the context of computers, when you want to say a file "xxx.file" is in a path "C:\xxx\xxx", which word is right: "in" or "on"?

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A path points to something, whether it's an individual file, or a folder or directory. If the path was intended to point to the individual file "abc.xyz", you could say, "no file found at C:\xxx\yyy\abc.xyz", because in this case it's a location for one object. If the path was intended to point to the folder or directory C:\xxx\yyy that it was searching for a file in, you could say "no file found in C:\xxx\yyy", because we talk of files as being in folders/directories.

"On" is not used for individual file locations or directories; it is used for disks and drives: "no file found on drive C:". If you say "on the path", you would be referring to drives or directories that form part of the path itself, not the location pointed to by the path. "In the path" is similar; for me it would mean "in the text string that defines the path".

(Of course, even if you choose a less natural word, I'm sure the user will be able to guess what you meant to say from the context.)

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