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Allows to efficiently parse, filter, and write binary ITCH Files (Version 5.0) containing detailed financial transactions as distributed by NASDAQ to an R data.table.
Version: | 0.1.26 |
Depends: | R (≥ 3.5.0) |
Imports: | data.table, Rcpp (≥ 0.12.12), nanotime (≥ 0.3.2), bit64 (≥ 4.0.5) |
LinkingTo: | Rcpp |
Suggests: | tinytest |
Published: | 2024-01-15 |
DOI: | 10.32614/CRAN.package.RITCH |
Author: | David Zimmermann-Kollenda [aut, cre] |
Maintainer: | David Zimmermann-Kollenda <david_j_zimmermann at hotmail.com> |
BugReports: | https://github.com/DavZim/RITCH/issues |
License: | MIT + file LICENSE |
URL: | https://davzim.github.io/RITCH/, https://github.com/DavZim/RITCH |
NeedsCompilation: | yes |
Materials: | README NEWS |
CRAN checks: | RITCH results |
Reference manual: | RITCH.pdf |
Package source: | RITCH_0.1.26.tar.gz |
Windows binaries: | r-devel: RITCH_0.1.26.zip, r-release: RITCH_0.1.26.zip, r-oldrel: RITCH_0.1.26.zip |
macOS binaries: | r-release (arm64): RITCH_0.1.26.tgz, r-oldrel (arm64): RITCH_0.1.26.tgz, r-release (x86_64): RITCH_0.1.26.tgz, r-oldrel (x86_64): RITCH_0.1.26.tgz |
Old sources: | RITCH archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.