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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 |
| 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 |
| Reference manual: | lobsteR.html , lobsteR.pdf |
| Package source: | lobsteR_1.0.0.tar.gz |
| Windows binaries: | r-devel: lobsteR_1.0.0.zip, r-release: lobsteR_1.0.0.zip, r-oldrel: lobsteR_1.0.0.zip |
| macOS binaries: | r-release (arm64): lobsteR_1.0.0.tgz, r-oldrel (arm64): lobsteR_1.0.0.tgz, r-release (x86_64): lobsteR_1.0.0.tgz, r-oldrel (x86_64): lobsteR_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.