lobsteR (Q7380207)
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Access and Process 'LOBSTER' High-Frequency Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | lobsteR |
Access and Process 'LOBSTER' High-Frequency Data |
Statements
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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3 March 2026
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Karol Kulma
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