RITCH (Q159957)
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Parser for the ITCH Protocol
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | RITCH |
Parser for the ITCH Protocol |
Statements
21 April 2026
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Efficiently parses, filters, and writes binary ITCH files (Version 5.0) containing detailed financial transactions as distributed by NASDAQ to a data.table. Includes functions to interact with NASDAQ data services at <https://emi.nasdaq.com/ITCH/> and <https://emi.nasdaq.com/ITCH/Stock_Locate_Codes/>.
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