RITCH
From MaRDI portal
Software:159957
R Parser for the ITCH-Protocol
Last update: 15 January 2024
Software version identifier: 0.1.18, 0.1.19, 0.1.24, 0.1.25, 0.1.26
Copyright license: MIT license, File License
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.
