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RITCH  

R Parser for the ITCH-Protocol
View on CRAN: Click here


Download and install RITCH package within the R console
Install from CRAN:
install.packages("RITCH")

Install from Github:
library("remotes")
install_github("cran/RITCH")

Install by package version:
library("remotes")
install_version("RITCH", "0.1.26")



Attach the package and use:
library("RITCH")
Maintained by
David Zimmermann-Kollenda
[Scholar Profile | Author Map]
First Published: 2023-05-30
Latest Update: 2024-01-15
Description:
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.
How to cite:
David Zimmermann-Kollenda (2023). RITCH: R Parser for the ITCH-Protocol. R package version 0.1.26, https://cran.r-project.org/web/packages/RITCH. Accessed 23 Feb. 2025.
Previous versions and publish date:
0.1.18 (2023-05-30 12:20), 0.1.19 (2023-06-01 18:40), 0.1.24 (2024-01-11 18:50), 0.1.25 (2024-01-13 14:10)
Other packages that cited RITCH R package
View RITCH citation profile
Other R packages that RITCH depends, imports, suggests or enhances
Complete documentation for RITCH
Functions, R codes and Examples using the RITCH R package
Full RITCH package functions and examples
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