get_date_from_filename: Returns the date from an ITCH-filename

View source: R/helpers.R

get_date_from_filenameR Documentation

Returns the date from an ITCH-filename

Description

Returns the date from an ITCH-filename

Usage

get_date_from_filename(file)

Arguments

file

a filename

Value

the date as fastPOSIXct

Examples

get_date_from_filename("03302017.NASDAQ_ITCH50")
get_date_from_filename("20170130.BX_ITCH_50.gz")
get_date_from_filename("S030220-v50-bx.txt.gz")
get_date_from_filename("unknown_file_format")

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