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DavZim
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RITCH
An R interface to the ITCH Protocol
https://davzim.github.io/RITCH/
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Cannot read 12302019.NASDAQ.ITCH
#30
DavZim
closed
3 weeks ago
2
Sample file server gone/moved
#29
stefan-jansen
closed
1 year ago
2
Can't read NASDAQ ITCH File
#28
ChrisPetersen1098
closed
2 years ago
10
Add filter for tracking number
#27
DavZim
opened
3 years ago
0
Slow Write speeds on windows with small buffers
#26
DavZim
opened
3 years ago
1
Add Filter for Stocks
#25
DavZim
closed
3 years ago
2
Message Type 'h' is not included
#24
DavZim
closed
3 years ago
1
have issue installing on Mac OS X catalina
#23
ssh352
closed
3 years ago
7
Compiler Error?
#22
herbertzou
closed
4 years ago
3
Error in new file name format
#21
DavZim
closed
4 years ago
1
RITCH Installation from GitHub Fails
#20
waynep610
closed
4 years ago
3
Implement native 64 bit values and data.table support
#19
DavZim
closed
4 years ago
0
Read from gz file via gzopen()
#18
eddelbuettel
closed
4 years ago
8
Towards CRAN
#17
DavZim
closed
1 year ago
2
Native 64 Bit data and Nanotime
#16
DavZim
closed
4 years ago
0
Add support for nanosecond timestamps (closes #14)
#15
eddelbuettel
closed
4 years ago
0
Added support for nanosecond timestamps
#14
eddelbuettel
closed
4 years ago
10
Error in running: file <- "01302019.NASDAQ_ITCH50" msg_count <- count_messages(file,add_meta_data = TRUE)
#13
puneetkumar1997
closed
4 years ago
2
VWAP
#12
volare2016
closed
5 years ago
2
timestamp
#11
macdeutsche
closed
5 years ago
4
ITCH 4.1 and 3.0
#10
macdeutsche
closed
5 years ago
7
How do I extract order execution?
#9
macdeutsche
closed
5 years ago
5
Unknown message error in count_messages()
#8
annapooranil
closed
5 years ago
0
Is the type of messages supported by your script enough to re-create orderbook?
#7
DanielRonnstam
closed
5 years ago
2
RStudio can't find the ITCH file (After loaded into Global environment)
#6
DanielRonnstam
closed
5 years ago
3
Command to get all ticker symbols in a file?
#5
DanielRonnstam
closed
5 years ago
2
Export to CSV and order book sample functionality?
#4
DanielRonnstam
closed
5 years ago
3
Error: 'getMessageCountDF' is not an exported object from 'namespace:RITCH'
#3
YufDar
closed
5 years ago
4
Parsing ITCH version 4.1
#2
vovalev
closed
5 years ago
7
Building fails on Windows
#1
yhdanid
closed
6 years ago
3