RITCH

Last update 15 January 2024

Copyright license MIT license, File License

Software version identifier 0.1.18, 0.1.19, 0.1.24, 0.1.25, 0.1.26

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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