R Parser for the ITCH-Protocol
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Documentation for package ‘RITCH’ version 0.1.26
Help Pages
| add_meta_to_filename | Adds meta information (date and exchange) to an itch filename |
| count_functions | Counts the messages of an ITCH-file |
| count_ipo | Counts the messages of an ITCH-file |
| count_luld | Counts the messages of an ITCH-file |
| count_market_participant_states | Counts the messages of an ITCH-file |
| count_messages | Counts the messages of an ITCH-file |
| count_modifications | Counts the messages of an ITCH-file |
| count_mwcb | Counts the messages of an ITCH-file |
| count_noii | Counts the messages of an ITCH-file |
| count_orders | Counts the messages of an ITCH-file |
| count_reg_sho | Counts the messages of an ITCH-file |
| count_rpii | Counts the messages of an ITCH-file |
| count_stock_directory | Counts the messages of an ITCH-file |
| count_system_events | Counts the messages of an ITCH-file |
| count_trades | Counts the messages of an ITCH-file |
| count_trading_status | Counts the messages of an ITCH-file |
| download_sample_file | Downloads a sample ITCH File from NASDAQs Server |
| download_stock_directory | Downloads the stock directory (stock locate codes) for a given date and exchange |
| 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_exchange_from_filename | Returns the exchange from an ITCH-filename |
| get_modifications | Reads certain messages of an ITCH-file into a data.table |
| get_msg_classes | Returns the message class data for the message types |
| get_orders | Reads certain messages of an ITCH-file into a data.table |
| get_trades | Reads certain messages of an ITCH-file into a data.table |
| gunzip_file | Compresses and uncompresses files to and from gz-archives |
| gzip_file | Compresses and uncompresses files to and from gz-archives |
| 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 |
| read_ipo | Reads certain messages of an ITCH-file into a data.table |
| read_itch | Reads certain messages of an ITCH-file into a data.table |
| read_luld | Reads certain messages of an ITCH-file into a data.table |
| read_market_participant_states | Reads certain messages of an ITCH-file into a data.table |
| read_modifications | Reads certain messages of an ITCH-file into a data.table |
| read_mwcb | Reads certain messages of an ITCH-file into a data.table |
| read_noii | Reads certain messages of an ITCH-file into a data.table |
| read_orders | Reads certain messages of an ITCH-file into a data.table |
| read_reg_sho | Reads certain messages of an ITCH-file into a data.table |
| read_rpii | Reads certain messages of an ITCH-file into a data.table |
| read_stock_directory | Reads certain messages of an ITCH-file into a data.table |
| read_system_events | Reads certain messages of an ITCH-file into a data.table |
| read_trades | Reads certain messages of an ITCH-file into a data.table |
| read_trading_status | 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 to file |