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.
