download_stock_directory {RITCH}

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

Description

The data is downloaded from NASDAQs server, which can be found here https://emi.nasdaq.com/ITCH/Stock_Locate_Codes/

Usage

download_stock_directory(exchange, date, cache = FALSE, quiet = FALSE)

Arguments

exchange

The exchange, either NASDAQ (equivalent to NDQ), BX, or PSX

date

The date, should be of class Date. If not the value is converted using as.Date.

cache

If the stock directory should be cached, can be set to TRUE to save the stock directories in the working directory or a character for a target directory.

quiet

If the download function should be quiet, default is FALSE.

Value

a data.table of the tickers, the respective stock locate codes, and the exchange/date information

Examples

## Not run: 
  download_stock_directory("BX", "2019-07-02")
  download_stock_directory(c("BX", "NDQ"), c("2019-07-02", "2019-07-03"))
  download_stock_directory("BX", "2019-07-02", cache = TRUE)

  download_stock_directory("BX", "2019-07-02", cache = "stock_directory")
  dir.exists("stock_directory")
  list.files("stock_directory")

## End(Not run)