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.
This page was built for software: RITCH
Authors David Zimmermann-Kollenda
Last update 15 January 2024
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.
This page was built for software: RITCH