RITCH (Q159957): Difference between revisions
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Revision as of 13:48, 4 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
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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.
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