Other packages > Find by keyword >

TAQMNGR  

Manage Tick-by-Tick Transaction Data
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
[Scholar Profile | Author Map]
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 08 Nov. 2026.
Previous versions and publish date:
(2026-07-21 07:36), 2015.2-1 (2015-02-22 17:36), 2016.12-1 (2017-01-10 10:55), 2018.5-1 (2018-05-20 08:37)
Other packages that cited TAQMNGR R package
View TAQMNGR citation profile
Other R packages that TAQMNGR depends, 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

schoolmath  
Functions and Datasets for Math Used in School
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency  
vtable  
Variable Table for Variable Documentation
Automatically generates HTML variable documentation including variable names, labels, classes, value ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
crops  
Changepoints for a Range of Penalties (CROPS)
Implements the Changepoints for a Range of Penalties (CROPS) algorithm of Haynes et al. (2017) ...
Download / Learn more Package Citations See dependency  
InflectSSP  
Melt Curve Fitting and Melt Shift Analysis
Analyzes raw abundance data from a cellular thermal shift experiment and calculates melt temperature ...
Download / Learn more Package Citations See dependency  
fgitR  
Using 'FastGit' to Accelerate the Access to 'GitHub'
'FastGit' works like a mirror of 'GitHub' to make significant acceleratio ...
Download / Learn more Package Citations See dependency  

29,369

R Packages

247,686

Dependencies

77,665

Author Associations

29,370

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA