RITCH: R Parser for the ITCH-Protocol

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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