TotalView ITCH 4.1. SAS code

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Posted 31 Dec 2012 in Research

I am cur­rently work­ing with the data­base TotalView ITCH (ver­sion 4.1) of NASDAQ. I updated the pre­vi­ous SAS code that was avail­able here for TotalView ITCH 4.0.

New SAS code avail­able here: itch_4.1_format for TotalView ITCH 4.10 (as of Jan 2013). Enjoy.

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Posted 31 Dec 2012 in Research
by Charles Martineau
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