Package: lobsteR 1.0.0

lobsteR: Access and Process 'LOBSTER' High-Frequency Data

Provides tools to authenticate with 'LOBSTER' (Limit Order Book System - The Efficient Reconstruction, <https://app.lobsterdata.com/>), request, download, and process high-frequency limit order book data. Streamlines the end-to-end workflow from data request to analysis-ready datasets. For advanced high-frequency econometric analysis, see the 'highfrequency' package.

Authors:Karol Kulma [aut], Stefan Voigt [aut, cre, cph]

lobsteR_1.0.0.tar.gz
lobsteR_1.0.0.zip(r-4.7)lobsteR_1.0.0.zip(r-4.6)lobsteR_1.0.0.zip(r-4.5)
lobsteR_1.0.0.tgz(r-4.6-any)lobsteR_1.0.0.tgz(r-4.5-any)
lobsteR_1.0.0.tar.gz(r-4.7-any)lobsteR_1.0.0.tar.gz(r-4.6-any)
lobsteR_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
lobsteR/json (API)
NEWS

# Install 'lobsteR' in R:
install.packages('lobsteR', repos = c('https://voigtstefan.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/voigtstefan/lobster/issues

Pkgdown/docs site:https://voigtstefan.github.io

On CRAN:

Conda:

3.00 score 6 scripts 121 downloads 5 exports 37 dependencies

Last updated from:0751689e92. Checks:4 ERROR, 5 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64ERROR132
source / vignettesOK203
linux-release-x86_64ERROR152
macos-release-arm64ERROR137
macos-oldrel-arm64ERROR179
windows-develOK98
windows-releaseOK76
windows-oldrelOK75
wasm-releaseOK130

Exports:account_archiveaccount_logindata_downloadrequest_queryrequest_submit

Dependencies:archiveaskpassassertthatcallrclicpp11curldplyrgenericsgluehttrjsonlitelifecyclelubridatemagrittrmimeopensslpillarpkgconfigprocessxpspurrrR6rlangrvestselectrstringistringrsystibbletidyselecttimechangetimeDateutf8vctrswithrxml2