Error in running: file <- "01302019.NASDAQ_ITCH50" msg_count <- count_messages(file,add_meta_data = TRUE)

DavZim / RITCH

An R interface to the ITCH Protocol

https://davzim.github.io/RITCH/

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Error in running: file <- "01302019.NASDAQ_ITCH50" msg_count <- count_messages(file,add_meta_data = TRUE) #13

Closed puneetkumar1997 closed 4 years ago

puneetkumar1997 commented 5 years ago

[Counting] Error in RITCH:::getMessageCountDF(file, buffer_size, quiet) : File Error!

DavZim commented 4 years ago

Sorry for coming back so late, is this still active, if so, have a look at the file name. Your format is MMDDYYY.NASDAQ_ITCH50, afaik NASDAQ provides the data in the form YYYYMMDD.NASDAQ_ITCH50.