Downloads the stock directory (stock locate codes) for a given date and exchange — download_stock_directory • RITCH

The data is downloaded from NASDAQs server, which can be found here https://emi.nasdaq.com/ITCH/Stock_Locate_Codes/

Usage

download_stock_directory(exchange, date, cache = FALSE, quiet = FALSE)

Arguments

exchange: The exchange, either NASDAQ (equivalent to NDQ), BX, or PSX
date: The date, should be of class Date. If not the value is converted using as.Date.
cache: If the stock directory should be cached, can be set to TRUE to save stock directories in tempdir(), or a character for a target directory.
quiet: If the download function should be quiet, default is FALSE.

Value

a data.table of the tickers, the respective stock locate codes, and the exchange/date information

Examples

# \donttest{
if (interactive()) {
  download_stock_directory("BX", "2019-07-02")
  download_stock_directory(c("BX", "NDQ"), c("2019-07-02", "2019-07-03"))
  download_stock_directory("BX", "2019-07-02", cache = TRUE)

  cache_dir <- file.path(tempdir(), "stock_directory")
  download_stock_directory("BX", "2019-07-02", cache = cache_dir)
  dir.exists(cache_dir)
  list.files(cache_dir)
}
# }