open_itch_specification

<p>The specifications can be found as a PDF <a href="https://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHspecification.pdf">https://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHspecification.pdf</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_specification function

<p>The specifications can be found as a PDF <a href='https://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHspecification.pdf'>https://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHspecification.pdf</a>.</p>

open_itch_specification: Opens the ITCH Specification PDF

Description

Usage

Arguments

Value

Examples