README.md
In muffin1974/lobster: This package helps to handle, read-in and analyze data from the lobster high-frequency data universe
Lobster - a package to work and analyze high-frequency data
This package is intended to make working with LOBSTER (www.lobsterdata.com) easier. It containts useful functions to extract files obtained from the lobster server and to read the data in an efficient and easy to understand way using dplyr. I intend to constantly update the package with functions I need for my research associated with forecasting covariances and analysing flash-crashs. Everyone is welcome to participate!
muffin1974/lobster documentation built on May 23, 2019, 8:20 a.m.
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Lobster - a package to work and analyze high-frequency data
This package is intended to make working with LOBSTER (www.lobsterdata.com) easier. It containts useful functions to extract files obtained from the lobster server and to read the data in an efficient and easy to understand way using dplyr. I intend to constantly update the package with functions I need for my research associated with forecasting covariances and analysing flash-crashs. Everyone is welcome to participate!
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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