Reads certain messages of an ITCH-file into a data.table
Source:R/read_functions.R
read_functions.RdFor faster file-reads (at the tradeoff of increased memory usages), you can
increase the buffer_size to 1GB (1e9) or more.
If you access the same file multiple times, you can provide the message
counts as outputted from count_messages() to the n_max
argument, this allows skipping one pass over the file per read instruction.
If you need to read in multiple message classes, you can specify multiple
message classes to read_itch, which results in only a single file pass.
If the file is too large to be loaded into the workspace at once, you can
specify different skip and n_max to load only
a specific range of messages.
Alternatively, you can filter certain messages to another file using
filter_itch(), which is substantially faster than parsing a file
and filtering it.
Note that all read functions allow both plain ITCH files as well as gzipped
files.
If a gzipped file is found, it will look for a plain ITCH file with
the same name and use that instead.
If this file is not found, it will be created by unzipping the archive.
Note that the unzipped file is NOT deleted by default (the file will be
created in the current working directory).
It might result in increased disk usage but reduces future read times for
that specific file.
To force RITCH to delete "temporary" files after uncompressing, use
force_cleanup = TRUE (only deletes the files if they were extracted
before, does not remove the archive itself).
Usage
read_itch(
file,
filter_msg_class = NA,
skip = 0,
n_max = -1,
filter_msg_type = NA_character_,
filter_stock_locate = NA_integer_,
min_timestamp = bit64::as.integer64(NA),
max_timestamp = bit64::as.integer64(NA),
filter_stock = NA_character_,
stock_directory = NA,
buffer_size = -1,
quiet = FALSE,
add_meta = TRUE,
force_gunzip = FALSE,
gz_dir = tempdir(),
force_cleanup = TRUE
)
read_system_events(file, ..., add_descriptions = FALSE)
read_stock_directory(file, ..., add_descriptions = FALSE)
read_trading_status(file, ..., add_descriptions = FALSE)
read_reg_sho(file, ..., add_descriptions = FALSE)
read_market_participant_states(file, ..., add_descriptions = FALSE)
read_mwcb(file, ...)
read_ipo(file, ..., add_descriptions = FALSE)
read_luld(file, ...)
read_orders(file, ...)
read_modifications(file, ...)
read_trades(file, ...)
read_noii(file, ..., add_descriptions = FALSE)
read_rpii(file, ..., add_descriptions = FALSE)
get_orders(file, ...)
get_trades(file, ...)
get_modifications(file, ...)Arguments
- file
the path to the input file, either a gz-archive or a plain ITCH file
- filter_msg_class
a vector of classes to load, can be "orders", "trades", "modifications", ... see also
get_msg_classes(). Default value is to take all message classes.- skip
Number of messages to skip before starting parsing messages, note the skip parameter applies to the specific message class, i.e., it would skip the messages for each type (e.g., skip the first 10 messages for each class).
- n_max
Maximum number of messages to parse, default is to read all values. Can also be a data.frame of msg_types and counts, as returned by
count_messages(). Note the n_max parameter applies to the specific message class not the whole file.- filter_msg_type
a character vector, specifying a filter for message types. Note that this can be used to only return 'A' orders for instance.
- filter_stock_locate
an integer vector, specifying a filter for locate codes. The locate codes can be looked up by calling
read_stock_directory()or by downloading from NASDAQ by usingdownload_stock_directory(). Note that some message types (e.g., system events, MWCB, and IPO) do not use a locate code.- min_timestamp
an 64 bit integer vector (see also
bit64::as.integer64()) of minimum timestamp (inclusive). Note: min and max timestamp must be supplied with the same length or left empty.- max_timestamp
an 64 bit integer vector (see also
bit64::as.integer64()) of maxium timestamp (inclusive). Note: min and max timestamp must be supplied with the same length or left empty.- filter_stock
a character vector, specifying a filter for stocks. Note that this a shorthand for the
filter_stock_locateargument, as it tries to find the stock_locate based on thestock_directoryargument, if this is not found, it will try to extract the stock directory from the file, else an error is thrown.- stock_directory
A data.frame containing the stock-locate code relationship. As outputted by
read_stock_directory(). Only used iffilter_stockis set. To download the stock directory from NASDAQs server, usedownload_stock_directory().- buffer_size
the size of the buffer in bytes, defaults to 1e8 (100 MB), if you have a large amount of RAM, 1e9 (1GB) might be faster
- quiet
if TRUE, the status messages are suppressed, defaults to FALSE
- add_meta
if TRUE, the date and exchange information of the file are added, defaults to TRUE
- force_gunzip
only applies if the input file is a gz-archive and a file with the same (gunzipped) name already exists. if set to TRUE, the existing file is overwritten. Default value is FALSE
- gz_dir
a directory where the gz archive is extracted to. Only applies if file is a gz archive. Default is
tempdir().- force_cleanup
only applies if the input file is a gz-archive. If force_cleanup=TRUE, the gunzipped raw file will be deleted afterwards. Only applies when the gunzipped raw file did not exist before.
- ...
Additional arguments passed to
read_itch- add_descriptions
add longer descriptions to shortened variables. The added information is taken from the official ITCH documentation see also
open_itch_specification()
Details
The details of the different messages types can be found in the official
ITCH specification (see also open_itch_specification())
read_itch: Reads a message class message, can also read multiple classes in one file-pass.
read_system_events: Reads system event messages. Message typeS
read_stock_directory: Reads stock trading messages. Message typeR
read_trading_status: Reads trading status messages. Message typeHandh
read_reg_sho: Reads messages regarding reg SHO. Message typeY
read_market_participant_states: Reads messages regarding the status of market participants. Message typeL
read_mwcb: Reads messages regarding Market-Wide-Circuit-Breakers (MWCB). Message typeVandW
read_ipo: Reads messages regarding IPOs. Message typeK
read_luld: Reads messages regarding LULDs (limit up-limit down) auction collars. Message typeJ
read_orders: Reads order messages. Message typeAandF
read_modifications: Reads order modification messages. Message typeE,C,X,D, andU
read_trades: Reads trade messages. Message typeP,QandB
read_noii: Reads Net Order Imbalance Indicatio (NOII) messages. Message typeI
read_rpii: Reads Retail Price Improvement Indicator (RPII) messages. Message typeN
For backwards compatability reasons, the following functions are provided as well:
get_orders: Redirects toread_orders
get_trades: Redirects toread_trades
get_modifications: Redirects toread_modifications
Examples
# \dontshow{
data.table::setDTthreads(2)
# }
file <- system.file("extdata", "ex20101224.TEST_ITCH_50", package = "RITCH")
od <- read_orders(file, quiet = FALSE) # note quiet = FALSE is the default
#> [Counting] num messages 12,012
#> [Counting] num 'orders' messages 5,000
#> [Converting] to data.table
#> [Done] in 0.12 secs at 4.02MB/s
tr <- read_trades(file, quiet = TRUE)
## Alternatively
od <- read_itch(file, "orders", quiet = TRUE)
ll <- read_itch(file, c("orders", "trades"), quiet = TRUE)
od
#> msg_type stock_locate tracking_number timestamp order_ref buy
#> 1: A 2 0 31139052372053 0 TRUE
#> 2: A 2 0 31141354532167 100 TRUE
#> 3: F 2 0 32813425752711 84836 TRUE
#> 4: A 2 0 32826656500150 87020 FALSE
#> 5: A 2 0 32827351405783 87040 FALSE
#> ---
#> 4996: A 1 0 57586688692484 88478593 FALSE
#> 4997: A 2 0 57586792358162 82185144 FALSE
#> 4998: A 1 0 57590573033724 88557297 TRUE
#> 4999: A 2 0 57595196456803 82354728 TRUE
#> 5000: A 2 0 57595326231183 82357176 FALSE
#> shares stock price mpid date datetime
#> 1: 1000 BOB 5.3167 2010-12-24 2010-12-24T08:38:59.052372053+00:00
#> 2: 1000 BOB 5.3167 2010-12-24 2010-12-24T08:39:01.354532167+00:00
#> 3: 100 BOB 5.2917 VIRT 2010-12-24 2010-12-24T09:06:53.425752711+00:00
#> 4: 1220 BOB 5.4167 2010-12-24 2010-12-24T09:07:06.656500150+00:00
#> 5: 2000 BOB 5.4167 2010-12-24 2010-12-24T09:07:07.351405783+00:00
#> ---
#> 4996: 100 ALC 23.1000 2010-12-24 2010-12-24T15:59:46.688692484+00:00
#> 4997: 900 BOB 6.0833 2010-12-24 2010-12-24T15:59:46.792358162+00:00
#> 4998: 100 ALC 23.0200 2010-12-24 2010-12-24T15:59:50.573033724+00:00
#> 4999: 1200 BOB 6.0583 2010-12-24 2010-12-24T15:59:55.196456803+00:00
#> 5000: 2000 BOB 6.0750 2010-12-24 2010-12-24T15:59:55.326231183+00:00
#> exchange
#> 1: TEST
#> 2: TEST
#> 3: TEST
#> 4: TEST
#> 5: TEST
#> ---
#> 4996: TEST
#> 4997: TEST
#> 4998: TEST
#> 4999: TEST
#> 5000: TEST
tr
#> msg_type stock_locate tracking_number timestamp order_ref buy
#> 1: P 2 2 34210128591201 0 TRUE
#> 2: P 2 2 34210355475120 0 TRUE
#> 3: P 2 2 34210767188977 0 TRUE
#> 4: P 2 2 34211127433476 0 TRUE
#> 5: P 2 2 34212046014088 0 TRUE
#> ---
#> 4996: P 1 2 57594215201805 0 TRUE
#> 4997: P 1 6 57595050849140 0 TRUE
#> 4998: P 1 4 57595051019659 0 TRUE
#> 4999: P 1 2 57595052006081 0 TRUE
#> 5000: P 3 2 57597526823001 0 TRUE
#> shares stock price match_number cross_type date
#> 1: 200 BOB 5.3333 19447 <NA> 2010-12-24
#> 2: 300 BOB 5.3333 19451 <NA> 2010-12-24
#> 3: 100 BOB 5.3250 19493 <NA> 2010-12-24
#> 4: 47 BOB 5.3333 19515 <NA> 2010-12-24
#> 5: 200 BOB 5.3333 19547 <NA> 2010-12-24
#> ---
#> 4996: 1 ALC 23.0800 728935 <NA> 2010-12-24
#> 4997: 28 ALC 23.0200 730245 <NA> 2010-12-24
#> 4998: 50 ALC 23.0200 730244 <NA> 2010-12-24
#> 4999: 65 ALC 23.1000 730243 <NA> 2010-12-24
#> 5000: 100 CHAR 22.0250 731883 <NA> 2010-12-24
#> datetime exchange
#> 1: 2010-12-24T09:30:10.128591201+00:00 TEST
#> 2: 2010-12-24T09:30:10.355475120+00:00 TEST
#> 3: 2010-12-24T09:30:10.767188977+00:00 TEST
#> 4: 2010-12-24T09:30:11.127433476+00:00 TEST
#> 5: 2010-12-24T09:30:12.046014088+00:00 TEST
#> ---
#> 4996: 2010-12-24T15:59:54.215201805+00:00 TEST
#> 4997: 2010-12-24T15:59:55.050849140+00:00 TEST
#> 4998: 2010-12-24T15:59:55.051019659+00:00 TEST
#> 4999: 2010-12-24T15:59:55.052006081+00:00 TEST
#> 5000: 2010-12-24T15:59:57.526823001+00:00 TEST
str(ll, max.level = 1)
#> List of 2
#> $ orders:Classes ‘data.table’ and 'data.frame': 5000 obs. of 13 variables:
#> ..- attr(*, ".internal.selfref")=<externalptr>
#> $ trades:Classes ‘data.table’ and 'data.frame': 5000 obs. of 14 variables:
#> ..- attr(*, ".internal.selfref")=<externalptr>
## additional options:
# take only subset of messages
od <- read_orders(file, skip = 3, n_max = 10)
#> [Note] n_max overrides counting the messages. Number of messages may be off
#> [Filter] skip: 3 n_max: 10 (4 - 13)
#> [Counting] num 'orders' messages 20
#> [Converting] to data.table
#> [Done] in 0.11 secs at 4.17MB/s
# a message count can be provided for slightly faster reads
msg_count <- count_messages(file, quiet = TRUE)
od <- read_orders(file, n_max = msg_count)
#> [Filter] skip: 0 n_max: 5000 (1 - 5000)
#> [Counting] num 'orders' messages 10,000
#> [Converting] to data.table
#> [Done] in 0.11 secs at 4.09MB/s
## .gz archive functionality
# .gz archives will be automatically unzipped
gz_file <- system.file("extdata", "ex20101224.TEST_ITCH_50.gz", package = "RITCH")
od <- read_orders(gz_file)
#> [INFO] Unzipped file '/tmp/Rtmp3irr0c/ex20101224.TEST_ITCH_50' already found, using that (overwrite with force_gunzip = TRUE)
#> [Counting] num messages 12,012
#> [Counting] num 'orders' messages 5,000
#> [Converting] to data.table
#> [Done] in 0.11 secs at 1.40MB/s
# force a decompress and delete the decompressed file afterwards
od <- read_orders(gz_file, force_gunzip = TRUE, force_cleanup = TRUE)
#> [Decompressing] '/home/runner/work/_temp/Library/RITCH/extdata/ex20101224.TEST_ITCH_50.gz' to '/tmp/Rtmp3irr0c/ex20101224.TEST_ITCH_50'
#> [Counting] num messages 12,012
#> [Counting] num 'orders' messages 5,000
#> [Converting] to data.table
#> [Done] in 0.12 secs at 1.38MB/s
## read_itch()
otm <- read_itch(file, c("orders", "trades"), quiet = TRUE)
str(otm, max.level = 1)
#> List of 2
#> $ orders:Classes ‘data.table’ and 'data.frame': 5000 obs. of 13 variables:
#> ..- attr(*, ".internal.selfref")=<externalptr>
#> $ trades:Classes ‘data.table’ and 'data.frame': 5000 obs. of 14 variables:
#> ..- attr(*, ".internal.selfref")=<externalptr>
## read_system_events()
se <- read_system_events(file, add_descriptions = TRUE, quiet = TRUE)
se
#> msg_type stock_locate tracking_number timestamp event_code date
#> 1: S 0 0 68698845099321 C 2010-12-24
#> 2: S 0 0 68390401688921 E 2010-12-24
#> 3: S 0 0 57607158187591 M 2010-12-24
#> 4: S 0 0 11202475298710 O 2010-12-24
#> 5: S 0 0 34199261999747 Q 2010-12-24
#> 6: S 0 0 25209371478776 S 2010-12-24
#> datetime exchange event_name
#> 1: 2010-12-24T19:04:58.845099321+00:00 TEST End of Messages
#> 2: 2010-12-24T18:59:50.401688921+00:00 TEST End of System Hours
#> 3: 2010-12-24T16:00:07.158187591+00:00 TEST End of Market Hours
#> 4: 2010-12-24T03:06:42.475298710+00:00 TEST Start of Messages
#> 5: 2010-12-24T09:29:59.261999747+00:00 TEST Start of Market Hours
#> 6: 2010-12-24T07:00:09.371478776+00:00 TEST Start of System Hours
#> event_note
#> 1: This is always the last message sent in any trading day.
#> 2: It indicates that Nasdaq is now closed and will not accept any new orders today. It is still possible to receive Broken Trade messages and Order Delete messages after the End of Day
#> 3: This message is intended to indicate that Market Hours orders are no longer available for execution
#> 4: Outside of time stamp messages, the start of day message is the first message sent in any trading day
#> 5: This message is intended to indicate that Market Hours orders are available for execution
#> 6: This message indicates that NASDAQ is open and ready to start accepting orders
## read_stock_directory()
sd <- read_stock_directory(file, add_descriptions = TRUE, quiet = TRUE)
sd
#> msg_type stock_locate tracking_number timestamp stock market_category
#> 1: R 1 0 11435930564116 ALC N
#> 2: R 3 0 11436069862295 CHAR P
#> 3: R 2 0 11436025019799 BOB S
#> financial_status lot_size round_lots_only issue_classification issue_subtype
#> 1: N 100 FALSE A Z
#> 2: N 100 FALSE A Z
#> 3: N 100 FALSE A Z
#> authentic short_sell_closeout ipo_flag luld_price_tier etp_flag etp_leverage
#> 1: TRUE FALSE FALSE 2 FALSE 0
#> 2: TRUE FALSE FALSE 2 FALSE 0
#> 3: TRUE FALSE FALSE 2 FALSE 0
#> inverse date datetime exchange
#> 1: FALSE 2010-12-24 2010-12-24T03:10:35.930564116+00:00 TEST
#> 2: FALSE 2010-12-24 2010-12-24T03:10:36.069862295+00:00 TEST
#> 3: FALSE 2010-12-24 2010-12-24T03:10:36.025019799+00:00 TEST
#> market_category_note financial_status_note luld_price_tier_note
#> 1: New York Stock Exchange Normal Tier 2 NMS Stocks
#> 2: NYSE Arca Normal Tier 2 NMS Stocks
#> 3: Nasdaq Capital Market Normal Tier 2 NMS Stocks
## read_trading_status()
ts <- read_trading_status(file, add_descriptions = TRUE, quiet = TRUE)
ts
#> msg_type stock_locate tracking_number timestamp stock trading_state
#> 1: H 1 0 11436094498153 ALC T
#> 2: H 2 0 11436235406277 BOB T
#> 3: H 3 0 11436375417237 CHAR T
#> reserved reason market_code operation_halted date
#> 1: <NA> NA 2010-12-24
#> 2: <NA> NA 2010-12-24
#> 3: <NA> NA 2010-12-24
#> datetime exchange trading_state_note
#> 1: 2010-12-24T03:10:36.094498153+00:00 TEST Trading on Nasdaq
#> 2: 2010-12-24T03:10:36.235406277+00:00 TEST Trading on Nasdaq
#> 3: 2010-12-24T03:10:36.375417237+00:00 TEST Trading on Nasdaq
#> market_code_note
#> 1: <NA>
#> 2: <NA>
#> 3: <NA>
## read_reg_sho()
if (FALSE) {
# note the example file has no reg SHO messages
rs <- read_reg_sho(file, add_descriptions = TRUE, quiet = TRUE)
rs
}
## read_market_participant_states()
if (FALSE) {
# note the example file has no market participant states
mps <- read_market_participant_states(file, add_descriptions = TRUE,
quiet = TRUE)
mps
}
## read_mwcb()
if (FALSE) {
# note the example file has no circuit breakers messages
mwcb <- read_mwcb(file, quiet = TRUE)
mwcb
}
## read_ipo()
if (FALSE) {
# note the example file has no IPOs
ipo <- read_ipo(file, add_descriptions = TRUE, quiet = TRUE)
ipo
}
## read_luld()
if (FALSE) {
# note the example file has no LULD messages
luld <- read_luld(file, quiet = TRUE)
luld
}
## read_orders()
od <- read_orders(file, quiet = TRUE)
od
#> msg_type stock_locate tracking_number timestamp order_ref buy
#> 1: A 2 0 31139052372053 0 TRUE
#> 2: A 2 0 31141354532167 100 TRUE
#> 3: F 2 0 32813425752711 84836 TRUE
#> 4: A 2 0 32826656500150 87020 FALSE
#> 5: A 2 0 32827351405783 87040 FALSE
#> ---
#> 4996: A 1 0 57586688692484 88478593 FALSE
#> 4997: A 2 0 57586792358162 82185144 FALSE
#> 4998: A 1 0 57590573033724 88557297 TRUE
#> 4999: A 2 0 57595196456803 82354728 TRUE
#> 5000: A 2 0 57595326231183 82357176 FALSE
#> shares stock price mpid date datetime
#> 1: 1000 BOB 5.3167 2010-12-24 2010-12-24T08:38:59.052372053+00:00
#> 2: 1000 BOB 5.3167 2010-12-24 2010-12-24T08:39:01.354532167+00:00
#> 3: 100 BOB 5.2917 VIRT 2010-12-24 2010-12-24T09:06:53.425752711+00:00
#> 4: 1220 BOB 5.4167 2010-12-24 2010-12-24T09:07:06.656500150+00:00
#> 5: 2000 BOB 5.4167 2010-12-24 2010-12-24T09:07:07.351405783+00:00
#> ---
#> 4996: 100 ALC 23.1000 2010-12-24 2010-12-24T15:59:46.688692484+00:00
#> 4997: 900 BOB 6.0833 2010-12-24 2010-12-24T15:59:46.792358162+00:00
#> 4998: 100 ALC 23.0200 2010-12-24 2010-12-24T15:59:50.573033724+00:00
#> 4999: 1200 BOB 6.0583 2010-12-24 2010-12-24T15:59:55.196456803+00:00
#> 5000: 2000 BOB 6.0750 2010-12-24 2010-12-24T15:59:55.326231183+00:00
#> exchange
#> 1: TEST
#> 2: TEST
#> 3: TEST
#> 4: TEST
#> 5: TEST
#> ---
#> 4996: TEST
#> 4997: TEST
#> 4998: TEST
#> 4999: TEST
#> 5000: TEST
## read_modifications()
mod <- read_modifications(file, quiet = TRUE)
mod
#> msg_type stock_locate tracking_number timestamp order_ref shares
#> 1: E 2 2 32857937604189 87020 1220
#> 2: E 2 6 33415045933113 121012 200
#> 3: E 2 6 33451454329367 130800 2738
#> 4: E 2 2 33451456680919 130800 100
#> 5: E 2 2 33452976359207 130800 62
#> ---
#> 1996: D 1 0 57583565860801 88418673 NA
#> 1997: U 1 0 57586687948197 88478593 100
#> 1998: U 1 0 57590574066018 88557297 100
#> 1999: D 2 0 57595204788097 82354728 NA
#> 2000: D 2 0 57597497623835 58412056 NA
#> match_number printable price new_order_ref date
#> 1: 18049 NA NA <NA> 2010-12-24
#> 2: 18225 NA NA <NA> 2010-12-24
#> 3: 18234 NA NA <NA> 2010-12-24
#> 4: 18235 NA NA <NA> 2010-12-24
#> 5: 18237 NA NA <NA> 2010-12-24
#> ---
#> 1996: <NA> NA NA <NA> 2010-12-24
#> 1997: <NA> NA 23.0933 88575536 2010-12-24
#> 1998: <NA> NA 23.0267 88654608 2010-12-24
#> 1999: <NA> NA NA <NA> 2010-12-24
#> 2000: <NA> NA NA <NA> 2010-12-24
#> datetime exchange
#> 1: 2010-12-24T09:07:37.937604189+00:00 TEST
#> 2: 2010-12-24T09:16:55.045933113+00:00 TEST
#> 3: 2010-12-24T09:17:31.454329367+00:00 TEST
#> 4: 2010-12-24T09:17:31.456680919+00:00 TEST
#> 5: 2010-12-24T09:17:32.976359207+00:00 TEST
#> ---
#> 1996: 2010-12-24T15:59:43.565860801+00:00 TEST
#> 1997: 2010-12-24T15:59:46.687948197+00:00 TEST
#> 1998: 2010-12-24T15:59:50.574066018+00:00 TEST
#> 1999: 2010-12-24T15:59:55.204788097+00:00 TEST
#> 2000: 2010-12-24T15:59:57.497623835+00:00 TEST
## read_trades()
tr <- read_trades(file, quiet = TRUE)
tr
#> msg_type stock_locate tracking_number timestamp order_ref buy
#> 1: P 2 2 34210128591201 0 TRUE
#> 2: P 2 2 34210355475120 0 TRUE
#> 3: P 2 2 34210767188977 0 TRUE
#> 4: P 2 2 34211127433476 0 TRUE
#> 5: P 2 2 34212046014088 0 TRUE
#> ---
#> 4996: P 1 2 57594215201805 0 TRUE
#> 4997: P 1 6 57595050849140 0 TRUE
#> 4998: P 1 4 57595051019659 0 TRUE
#> 4999: P 1 2 57595052006081 0 TRUE
#> 5000: P 3 2 57597526823001 0 TRUE
#> shares stock price match_number cross_type date
#> 1: 200 BOB 5.3333 19447 <NA> 2010-12-24
#> 2: 300 BOB 5.3333 19451 <NA> 2010-12-24
#> 3: 100 BOB 5.3250 19493 <NA> 2010-12-24
#> 4: 47 BOB 5.3333 19515 <NA> 2010-12-24
#> 5: 200 BOB 5.3333 19547 <NA> 2010-12-24
#> ---
#> 4996: 1 ALC 23.0800 728935 <NA> 2010-12-24
#> 4997: 28 ALC 23.0200 730245 <NA> 2010-12-24
#> 4998: 50 ALC 23.0200 730244 <NA> 2010-12-24
#> 4999: 65 ALC 23.1000 730243 <NA> 2010-12-24
#> 5000: 100 CHAR 22.0250 731883 <NA> 2010-12-24
#> datetime exchange
#> 1: 2010-12-24T09:30:10.128591201+00:00 TEST
#> 2: 2010-12-24T09:30:10.355475120+00:00 TEST
#> 3: 2010-12-24T09:30:10.767188977+00:00 TEST
#> 4: 2010-12-24T09:30:11.127433476+00:00 TEST
#> 5: 2010-12-24T09:30:12.046014088+00:00 TEST
#> ---
#> 4996: 2010-12-24T15:59:54.215201805+00:00 TEST
#> 4997: 2010-12-24T15:59:55.050849140+00:00 TEST
#> 4998: 2010-12-24T15:59:55.051019659+00:00 TEST
#> 4999: 2010-12-24T15:59:55.052006081+00:00 TEST
#> 5000: 2010-12-24T15:59:57.526823001+00:00 TEST
## read_noii()
if (FALSE) {
# note the example file has no NOII messages
noii <- read_noii(file, add_descriptions = TRUE, quiet = TRUE)
noii
}
## read_rpii()
if (FALSE) {
# note the example file has no RPII messages
rpii <- read_rpii(file, add_descriptions = TRUE, quiet = TRUE)
rpii
}