RITCH
Parser for the ITCH Protocol
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/>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.30 |
rolling linux/jammy R-4.5 | RITCH_0.1.30.tar.gz |
602.7 KiB |
0.1.30 |
rolling linux/noble R-4.5 | RITCH_0.1.30.tar.gz |
608.9 KiB |
0.1.30 |
rolling source/ R- | RITCH_0.1.30.tar.gz |
430.6 KiB |
0.1.30 |
latest linux/jammy R-4.5 | RITCH_0.1.30.tar.gz |
602.7 KiB |
0.1.30 |
latest linux/noble R-4.5 | RITCH_0.1.30.tar.gz |
608.9 KiB |
0.1.30 |
latest source/ R- | RITCH_0.1.30.tar.gz |
430.6 KiB |
0.1.30 |
2026-04-26 source/ R- | RITCH_0.1.30.tar.gz |
430.6 KiB |
0.1.30 |
2026-04-23 source/ R- | RITCH_0.1.30.tar.gz |
430.6 KiB |