RITCH

Last update 21 April 2026

Copyright license MIT license, File License

Software version identifier 0.1.18, 0.1.19, 0.1.24, 0.1.25, 0.1.26, PACKAGES.rds, 0.1.30

Description

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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