Downloads a sample ITCH File from NASDAQs Server — download_sample

The Server can be found at https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/

Usage

download_sample_file(
  choice = c("smallest", "largest", "earliest", "latest", "random", "all"),
  file = NA,
  exchanges = NA,
  dir = tempdir(),
  force_download = FALSE,
  check_md5sum = TRUE,
  quiet = FALSE
)

Arguments

choice: which file should be chosen? One of: smallest (default), largest, earliest (date-wise), latest, random, or all.
file: the name of a specific file, overrules the choice and exchanges arguments
exchanges: A vector of exchanges, can be NASDAQ, BX, or PSX. The default value is to consider all exchanges.
dir: The directory where the files will be saved to. Default is tempdir().
force_download: If the file should be downloaded even if it already exists locally. Default value is FALSE.
check_md5sum: If the md5-sum (hash-value) of the downloaded file should be checked, default value is TRUE.
quiet: if TRUE, the status messages are suppressed, defaults to FALSE

Value

an invisible vector of the files

Details

Warning: the smallest file is around 300 MB, with the largest exceeding 5 GB. There are about 17 files in total. Downloading all might take a considerable amount of time.

Examples

# \donttest{
if (interactive()) {
  download_sample_file(dir = tempdir())
  file <- download_sample_file(dir = tempdir())
  file

  # download a specific sample file
  file <- download_sample_file(file = "2019130.BX_ITCH_50.gz", dir = tempdir())
  file
}
# }