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 |