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