RITCH (Q159957)
From MaRDI portal
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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