voigtstefan/lobster: Download data from lobsterdata.com
Tools to request data from lobsterdata.com, to download, unzip, and clean the data from within R. The package focuses on the core functionalities required to get LOBSTER data ready fast, for subsequent typical high-frequency econometrics applications, we refer to the `highfrequency` package.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/voigtstefan/lobster |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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