get_date_from_filename {RITCH} | R Documentation |
Returns the date from an ITCH-filename
Description
Returns the date from an ITCH-filename
Usage
get_date_from_filename(file)
Arguments
file |
a filename |
Value
the date as fastPOSIXct
Examples
get_date_from_filename("03302017.NASDAQ_ITCH50")
get_date_from_filename("20170130.BX_ITCH_50.gz")
get_date_from_filename("S030220-v50-bx.txt.gz")
get_date_from_filename("unknown_file_format")
[Package RITCH version 0.1.26 Index]