RITCH

R Parser for the ITCH-Protocol

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

Description

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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