Man pages for DavZim/RITCH
R Parser for the ITCH-Protocol
| add_meta_to_filename | Adds meta information (date and exchange) to an itch filename |
| count_functions | Counts the messages of an ITCH-file |
| count_internal | Internal function to count the messages |
| download_sample_file | Downloads a sample ITCH File from NASDAQs Server |
| download_stock_directory | Downloads the stock directory (stock locate codes) for a... |
| ex20101224.TEST_ITCH_50 | ITCH 50 Example Testing Dataset |
| filter_itch | Filters an ITCH file to another ITCH file |
| format_bytes | Formats a number of bytes |
| get_date_from_filename | Returns the date from an ITCH-filename |
| get_exchange_from_filename | Returns the exchange from an ITCH-filename |
| get_msg_classes | Returns the message class data for the message types |
| gz_functions | Compresses and uncompresses files to and from gz-archives |
| list_sample_files | Returns a data.table of the sample files on the server |
| open_itch_sample_server | Opens the ITCH sample page |
| open_itch_specification | Opens the ITCH Specification PDF |
| read_functions | Reads certain messages of an ITCH-file into a data.table |
| write_itch | Writes a data.frame or a list of data.frames of ITCH messages... |
