RITCH (Q159957): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Latest revision as of 20:00, 12 March 2024
R Parser for the ITCH-Protocol
Language | Label | Description | Also known as |
---|---|---|---|
English | RITCH |
R Parser for the ITCH-Protocol |
Statements
15 January 2024
0 references
Allows to efficiently parse, filter, and write binary ITCH Files (Version 5.0) containing detailed financial transactions as distributed by NASDAQ to an R data.table.
0 references