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.
| Version: |
1.0.0 |
| Depends: |
R (≥ 4.2.0) |
| Imports: |
archive, assertthat, callr, dplyr, httr, lubridate, purrr, rvest, timeDate |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0), xml2 |
| Published: |
2026-03-03 |
| DOI: |
10.32614/CRAN.package.lobsteR (may not be active yet) |
| Author: |
Karol Kulma [aut],
Stefan Voigt [aut, cre, cph] |
| Maintainer: |
Stefan Voigt <stefan.voigt at econ.ku.dk> |
| BugReports: |
https://github.com/voigtstefan/lobsteR/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/voigtstefan/lobsteR,
https://voigtstefan.github.io/lobsteR/ |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
lobsteR results |
Documentation:
Downloads:
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