get_msg_classes {RITCH}

Returns the message class data for the message types

Description

All information is handled according to the official ITCH 5.0 documentation as found here: http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHSpecification.pdf

Usage

get_msg_classes()

Details

• msg_type the type of the message

• msg_class the group the message belongs to

• msg_name the official name of the message

• doc_nr the number of the message in the documentation

Value

a data.table with the information of the message-types

See Also

open_itch_specification()

Examples

get_msg_classes()