R: Parser for the ITCH Protocol

# Parser for the ITCH Protocol

## Documentation for package ‘RITCH’ version 0.1.30

- DESCRIPTION file.
- Package NEWS.

## Help Pages

add_meta_to_filename | Adds meta information (date and exchange) to an itch filename
count_functions | Counts the messages of an ITCH-file
count_ipo | Counts the messages of an ITCH-file
count_luld | Counts the messages of an ITCH-file
count_market_participant_states | Counts the messages of an ITCH-file
count_messages | Counts the messages of an ITCH-file
count_modifications | Counts the messages of an ITCH-file
count_mwcb | Counts the messages of an ITCH-file
count_noii | Counts the messages of an ITCH-file
count_orders | Counts the messages of an ITCH-file
count_reg_sho | Counts the messages of an ITCH-file
count_rpii | Counts the messages of an ITCH-file
count_stock_directory | Counts the messages of an ITCH-file
count_system_events | Counts the messages of an ITCH-file
count_trades | Counts the messages of an ITCH-file
count_trading_status | 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_modifications | Reads certain messages of an ITCH-file into a data.table
get_msg_classes | Returns the message class data for the message types
get_orders | Reads certain messages of an ITCH-file into a data.table
get_trades | Reads certain messages of an ITCH-file into a data.table
gunzip_file | Compresses and uncompresses files to and from gz-archives
gzip_file | Compresses and uncompresses files to and from gz-archives
gz_functions | 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_functions | Reads certain messages of an ITCH-file into a data.table
read_ipo | Reads certain messages of an ITCH-file into a data.table
read_itch | Reads certain messages of an ITCH-file into a data.table
read_luld | Reads certain messages of an ITCH-file into a data.table
read_market_participant_states | Reads certain messages of an ITCH-file into a data.table
read_modifications | Reads certain messages of an ITCH-file into a data.table
read_mwcb | Reads certain messages of an ITCH-file into a data.table
read_noii | Reads certain messages of an ITCH-file into a data.table
read_orders | Reads certain messages of an ITCH-file into a data.table
read_reg_sho | Reads certain messages of an ITCH-file into a data.table
read_rpii | Reads certain messages of an ITCH-file into a data.table
read_stock_directory | Reads certain messages of an ITCH-file into a data.table
read_system_events | Reads certain messages of an ITCH-file into a data.table
read_trades | Reads certain messages of an ITCH-file into a data.table
read_trading_status | 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