Type: Package
Package: lobsteR
Title: Access and Process 'LOBSTER' High-Frequency Data
Version: 1.0.0
Authors@R: c(
person("Karol", "Kulma", , "kulmakarol@gmail.com", role = c("aut")),
person("Stefan", "Voigt", , "stefan.voigt@econ.ku.dk", role = c("aut", "cre", "cph"))
)
Description: Provides tools to authenticate with 'LOBSTER' (Limit Order
Book System - The Efficient Reconstruction,
), 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.
Depends: R (>= 4.2.0)
License: MIT + file LICENSE
URL: https://github.com/voigtstefan/lobsteR,
https://voigtstefan.github.io/lobsteR/
BugReports: https://github.com/voigtstefan/lobsteR/issues
Imports: archive, assertthat, callr, dplyr, httr, lubridate, purrr,
rvest, timeDate
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), xml2
Config/testthat/edition: 3
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Config/pak/sysreqs: libarchive-dev libxml2-dev libssl-dev
Repository: https://voigtstefan.r-universe.dev
Date/Publication: 2026-02-24 17:44:46 UTC
RemoteUrl: https://github.com/voigtstefan/lobster
RemoteRef: HEAD
RemoteSha: 0751689e92f4051f34f38250498f5c0a2d5203a2
NeedsCompilation: no
Packaged: 2026-10-20 09:39:42 UTC; root
Author: Karol Kulma [aut],
Stefan Voigt [aut, cre, cph]
Maintainer: Stefan Voigt