open_itch_sample_server

<p>The server can be found at <a href="https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/">https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/</a>.</p>

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

open_itch_sample_server function

<p>The server can be found at <a href='https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/'>https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/</a>.</p>

open_itch_sample_server: Opens the ITCH sample page

Description

Usage

Arguments

Value

Examples