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TAQMNGR
View on CRAN: Click
here
Download and install TAQMNGR package within the R console
Install from CRAN:
install.packages("TAQMNGR")
Install from Github:
library("remotes")
install_github("cran/TAQMNGR") Install by package version:
library("remotes")
install_version("TAQMNGR", "2018.5-1") Attach the package and use:
library("TAQMNGR")
Maintained by
Fabrizio Cipollini
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All associated links for this package
First Published: 2015-02-22
Latest Update: 2018-05-20
Description:
Manager of tick-by-tick transaction data that performs 'cleaning', 'aggregation' and 'import' in an efficient and fast way. The package engine, written in C++, exploits the 'zlib' and 'gzstream' libraries to handle gzipped data without need to uncompress them. 'Cleaning' and 'aggregation' are performed according to Brownlees and Gallo (2006) <doi:10.1016/j.csda.2006.09.030>. Currently, TAQMNGR processes raw data from WRDS (Wharton Research Data Service, <https://wrds-web.wharton.upenn.edu/wrds/>).
How to cite:
Fabrizio Cipollini (2015). TAQMNGR: Manage Tick-by-Tick Transaction Data. R package version 2018.5-1, https://cran.r-project.org/web/packages/TAQMNGR. Accessed 15 Aug. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for TAQMNGR
Functions, R codes and Examples using
the TAQMNGR R package
Some associated functions: TAQ-functions . TAQ-package .
Some associated R codes: TAQ-functions.R . zzz.R . Full TAQMNGR package functions and examples
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