lobsteR
cranv1.0.0Access 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
License MIT + file LICENSE0 versions1 maintainers9 deps51 weekly dl
voigtstefan/lobsteR47
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20/25
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0/20
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25/25
security
0/15
maturity
2/15
community
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0
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curl https://depscope.dev/api/check/cran/lobsteRFirst published · 2026-03-03 10:23:56
Last updated · 2026-03-03T08:50:02+00:00