get_exchange_from_filename

Returns the exchange from an ITCH-filename

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.

David Zimmermann

RITCH

R Parser for the ITCH-Protocol

David Zimmermann-Kollenda

get_exchange_from_filename function

<dl><dt>file</dt>
<dd>a filename</dd></dl>

Arguments

Returns the exchange from an ITCH-filename — get_exchange_from_filename

<dl>

<dt>file</dt>
<dd>a filename</dd>

</dl>

get_exchange_from_filename: Returns the exchange from an ITCH-filename

Description

Usage

Value

Arguments

Examples