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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | lobsteR_1.0.0.tar.gz |
56.1 KiB |
1.0.0 |
rolling linux/noble R-4.5 | lobsteR_1.0.0.tar.gz |
56.1 KiB |
1.0.0 |
rolling source/ R- | lobsteR_1.0.0.tar.gz |
38.8 KiB |
1.0.0 |
latest linux/jammy R-4.5 | lobsteR_1.0.0.tar.gz |
56.1 KiB |
1.0.0 |
latest linux/noble R-4.5 | lobsteR_1.0.0.tar.gz |
56.1 KiB |
1.0.0 |
latest source/ R- | lobsteR_1.0.0.tar.gz |
38.8 KiB |
1.0.0 |
2026-04-26 source/ R- | lobsteR_1.0.0.tar.gz |
38.8 KiB |
1.0.0 |
2026-04-23 source/ R- | lobsteR_1.0.0.tar.gz |
38.8 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | lobsteR_1.0.0.zip |
59.1 KiB |