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lobsteR

Access and Process 'LOBSTER' High-Frequency Data

v1.0.0 · Mar 3, 2026 · MIT + file LICENSE

Description

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.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies archive assertthat callr dplyr httr lubridate purrr rvest timeDate lobsteR

Version History

new 1.0.0 Mar 9, 2026