data

Introducing dataverifyr: A Lightweight, Flexible, and Fast Data Validation Package that Can Handle All Sizes of Data

In every data project, there should be a check that the data actually looks like what you expect it to look like. This can be as simple as stopifnot(all(data$values > 0)), but as with everything “simple”, you typically want to have some additional features, such as cleaner error messages, rules separated from your R script (eg in a yaml file), result visualization, and last but least, a library that does this as fast as possible.

Introducing RITCH: Parsing ITCH Files in R (Finance & Market Microstructure)

Recently I was faced with a file compressed in NASDAQ’s ITCH-protocol, as I wasn’t able to find an R-package that parses and loads the file to R for me, I spent (probably) way to much time to write one, so here it is.