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.
Last updated 1 months ago
18 stars 4.79 score 9 dependenciesdataverifyr - A Lightweight, Flexible, and Fast Data Validation Package that Can Handle All Sizes of Data
Allows you to define rules which can be used to verify a given dataset. The package acts as a thin wrapper around more powerful data packages such as 'dplyr', 'data.table', 'arrow', and 'DBI' ('SQL'), which do the heavy lifting.
Last updated 9 months ago
26 stars 4.59 score 1 dependencies