DavZim/RITCH: R Parser for the ITCH-Protocol
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.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.1.27 |
| URL | https://davzim.github.io/RITCH/ https://github.com/DavZim/RITCH |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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