Package index
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add_meta_to_filename() - Adds meta information (date and exchange) to an itch filename
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count_messages()count_orders()count_trades()count_modifications()count_system_events()count_stock_directory()count_trading_status()count_reg_sho()count_market_participant_states()count_mwcb()count_ipo()count_luld()count_noii()count_rpii() - Counts the messages of an ITCH-file
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download_sample_file() - Downloads a sample ITCH File from NASDAQs Server
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download_stock_directory() - Downloads the stock directory (stock locate codes) for a given date and exchange
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ex20101224.TEST_ITCH_50 - ITCH 50 Example Testing Dataset
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filter_itch() - Filters an ITCH file to another ITCH file
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format_bytes() - Formats a number of bytes
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get_exchange_from_filename() - Returns the exchange from an ITCH-filename
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get_msg_classes() - Returns the message class data for the message types
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gunzip_file()gzip_file() - Compresses and uncompresses files to and from gz-archives
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list_sample_files() - Returns a data.table of the sample files on the server
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open_itch_sample_server() - Opens the ITCH sample page
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open_itch_specification() - Opens the ITCH Specification PDF
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read_itch()read_system_events()read_stock_directory()read_trading_status()read_reg_sho()read_market_participant_states()read_mwcb()read_ipo()read_luld()read_orders()read_modifications()read_trades()read_noii()read_rpii()get_orders()get_trades()get_modifications() - Reads certain messages of an ITCH-file into a data.table
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write_itch() - Writes a data.frame or a list of data.frames of ITCH messages to file