Crandore Hub

TAQMNGR

Manage Tick-by-Tick Transaction Data

Manager of tick-by-tick transaction data that performs 'cleaning', 'aggregation' and 'import' in an efficient and fast way. The package engine, written in C++, exploits the 'zlib' and 'gzstream' libraries to handle gzipped data without need to uncompress them. 'Cleaning' and 'aggregation' are performed according to Brownlees and Gallo (2006) <DOI:10.1016/j.csda.2006.09.030>. Currently, TAQMNGR processes raw data from WRDS (Wharton Research Data Service, <https://wrds-web.wharton.upenn.edu/wrds/>).

Versions across snapshots

VersionRepositoryFileSize
2018.5-1 rolling linux/jammy R-4.5 TAQMNGR_2018.5-1.tar.gz 119.5 KiB
2018.5-1 rolling linux/noble R-4.5 TAQMNGR_2018.5-1.tar.gz 126.3 KiB
2018.5-1 rolling source/ R- TAQMNGR_2018.5-1.tar.gz 23.0 KiB
2018.5-1 latest linux/jammy R-4.5 TAQMNGR_2018.5-1.tar.gz 119.5 KiB
2018.5-1 latest linux/noble R-4.5 TAQMNGR_2018.5-1.tar.gz 126.3 KiB
2018.5-1 latest source/ R- TAQMNGR_2018.5-1.tar.gz 23.0 KiB
2018.5-1 2026-04-26 source/ R- TAQMNGR_2018.5-1.tar.gz 23.0 KiB
2018.5-1 2026-04-23 source/ R- TAQMNGR_2018.5-1.tar.gz 23.0 KiB
2018.5-1 2026-04-09 windows/windows R-4.5 TAQMNGR_2018.5-1.zip 517.4 KiB
2018.5-1 2025-04-20 source/ R- TAQMNGR_2018.5-1.tar.gz 23.0 KiB

Dependencies (latest)

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