Function reference • RITCH

All functions

add_meta_to_filename(): Adds meta information (date and exchange) to an itch filename

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

download_sample_file(): Downloads a sample ITCH File from NASDAQs Server

download_stock_directory(): Downloads the stock directory (stock locate codes) for a given date and exchange

ex20101224.TEST_ITCH_50: ITCH 50 Example Testing Dataset

filter_itch(): Filters an ITCH file to another ITCH file

format_bytes(): Formats a number of bytes

get_exchange_from_filename(): Returns the exchange from an ITCH-filename

get_msg_classes(): Returns the message class data for the message types

gunzip_file() gzip_file(): Compresses and uncompresses files to and from gz-archives

list_sample_files(): Returns a data.table of the sample files on the server

open_itch_sample_server(): Opens the ITCH sample page

open_itch_specification(): Opens the ITCH Specification PDF

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

write_itch(): Writes a data.frame or a list of data.frames of ITCH messages to file