DavZim
commented
3 weeks ago file <- "C:/Users/david/Desktop/RITCH-debugger/12302019.NASDAQ_ITCH50"
RITCH::count_messages(file, quiet = FALSE)
#> [Counting] 0 total messages found
#> [Converting] to data.table
#> [Done] in 0.00 secs at 21.05TB/s
#> msg_type count
#> <char> <i64>
#> 1: S 0
#> 2: R 0
#> 3: H 0
#> 4: Y 0
#> 5: L 0
#> 6: V 0
#> 7: W 0
#> 8: K 0
#> 9: J 0
#> 10: h 0
#> 11: A 0
#> 12: F 0
#> 13: E 0
#> 14: C 0
#> 15: X 0
#> 16: D 0
#> 17: U 0
#> 18: P 0
#> 19: Q 0
#> 20: B 0
#> 21: I 0
#> 22: N 0
#> msg_type count
system(sprintf("od --format=x1 --read-bytes=10 '%s'", file),
intern = TRUE)
#> 0000000 00 0c 53 00 00 00 00 0a 11 ea
#> 0000012
# starts with 00 0c (which are ignored), the 53 (hex to char => S message = )
# so we should expect at least one S...
Rcpp::sourceCpp("debug/debug_tools.cpp")
dbg_itch_file(file)
#> Debugging File 'C:/Users/david/Desktop/RITCH-debugger/12302019.NASDAQ_ITCH50' (.gz-file? no)
#> Usage:
#> - Empty: next message
#> - Number: for next N messages
#> - Character: if valid message type, print the next message, e.g., 'A' for add order
#> - non valid Character: exits the debugging tool
#> Note: Bytes in parenthesis show the first two bytes, which are not used!
#> Number of Messages:
#> - 'S': 8906
#> - 'R': 130158
#> - 'H': 3
#> - 'Y': 1701012224
#> - 'L': 924135
#> - 'V': 0
#> - 'W': 0
#> - 'K': 13070618
#> - 'J': 0
#> - 'h': 0
#> - 'A': 3
#> - 'F': 1
#> - 'E': 215089
#> - 'C': 8905
#> - 'X': 15
#> - 'D': 8929
#> - 'U': 1073321
#> - 'P': 11909160
#> - 'Q': 2916816
#> - 'B': 8906
#> - 'I': 0
#> - 'N': 9945
#> =============================
#> 'S' (len 2 + 12) idx 0 at offset 0 (0x0000) | (00 0c) 53 00 00 00 00 0a 11 ea 0e 8c 43 4f
returns 0 messages at 8.5 GB file size