Command to get all ticker symbols in a file?

[DanielRonnstam]

Hi. Is there a command in your package that lists all ticker symbols (stocks) in the ITCH file, and then a command to extract and convert only messages that belong to a certain ticker symbol?

[DavZim]

No, this package can only read a whole ITCH file. Though you can only read trades, orders, or order modifications (see also the Readme. What you would have to do is read the whole file, split the data by ticker and save the tickers you want to keep. Have a look at fwrite for a more comprehensive guide to save data using data.table

[DanielRonnstam]

ok thanks!

Sent with Shift https://tryshift.com/?utm_source=SentWithShift&utm_campaign=Sent%20with%20Shift%20Signature&utm_medium=Email%20Signature&utm_content=General%20Email%20Group

Den ons 20 mars 2019 kl 16:47 skrev DavZim notifications@github.com:

No, this package can only read a whole ITCH file. Though you can only read trades, orders, or order modifications (see also the Readme https://github.com/DavZim/RITCH/blob/master/README.md. What you would have to do is read the whole file, split the data by ticker and save the tickers you want to keep. Have a look at fwrite https://rdrr.io/cran/data.table/man/fwrite.html for a more comprehensive guide to save data using data.table

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/DavZim/RITCH/issues/5#issuecomment-474894491, or mute the thread https://github.com/notifications/unsubscribe-auth/At7gLWtvZBqAB32MClHodKertXYOoKTwks5vYlgBgaJpZM4b_W5v .

--

Sent with Shift https://tryshift.com/?utm_source=SentWithShift&utm_campaign=Sent%20with%20Shift%20Signature&utm_medium=Email%20Signature&utm_content=General%20Email%20Group