Efficiently parses, filters, and writes binary ITCH files (Version 5.0) containing detailed financial transactions as distributed by NASDAQ to a data.table. Includes functions to interact with NASDAQ data services at <https://emi.nasdaq.com/ITCH/> and <https://emi.nasdaq.com/ITCH/Stock_Locate_Codes/>.
| Version: | 0.1.30 |
| 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: | 2026-04-21 |
| 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.html , RITCH.pdf |
| Package source: | RITCH_0.1.30.tar.gz |
| Windows binaries: | r-devel: not available, r-release: RITCH_0.1.30.zip, r-oldrel: RITCH_0.1.30.zip |
| macOS binaries: | r-release (arm64): RITCH_0.1.30.tgz, r-oldrel (arm64): not available, r-release (x86_64): RITCH_0.1.30.tgz, r-oldrel (x86_64): RITCH_0.1.30.tgz |
| Old sources: | RITCH archive |
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