add_meta_to_filename: Adds meta information (date and exchange) to an itch filename

In DavZim/RITCH: R Parser for the ITCH-Protocol

Adds meta information (date and exchange) to an itch filename

Description

Note that if date and exchange information are already present, they are overwritten

Usage

add_meta_to_filename(file, date, exchange)

Arguments

file	the filename
date	the date as a date-class or as a string that is understood by base::as.Date().
exchange	the name of the exchange

Value

the filename with exchanged or added date and exchange information

Examples

add_meta_to_filename("03302017.NASDAQ_ITCH50", "2010-12-24", "TEST")
add_meta_to_filename("20170130.BX_ITCH_50.gz", "2010-12-24", "TEST")
add_meta_to_filename("S030220-v50-bx.txt.gz", "2010-12-24", "TEST")
add_meta_to_filename("unknown_file.ITCH_50", "2010-12-24", "TEST")

DavZim/RITCH documentation built on Aug. 25, 2024, 8:37 p.m.