Other packages > Find by keyword >

lobsteR  

Access and Process 'LOBSTER' High-Frequency Data
View on CRAN: Click here


Download and install lobsteR package within the R console
Install from CRAN:
install.packages("lobsteR")

Install from Github:
library("remotes")
install_github("cran/lobsteR")

Install by package version:
library("remotes")
install_version("lobsteR", "1.0.0")



Attach the package and use:
library("lobsteR")
Maintained by
Stefan Voigt
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-03
Latest Update: 2026-03-03
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.
How to cite:
Stefan Voigt (2026). lobsteR: Access and Process 'LOBSTER' High-Frequency Data. R package version 1.0.0, https://cran.r-project.org/web/packages/lobsteR. Accessed 22 Sep. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited lobsteR R package
View lobsteR citation profile
Other R packages that lobsteR depends, imports, suggests or enhances
Complete documentation for lobsteR
Functions, R codes and Examples using the lobsteR R package
Full lobsteR package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
odns  
Access Scottish Health and Social Care Open Data
Allows potential users of Scottish Health and Social Care Open Data ( ...
Download / Learn more Package Citations See dependency  
cnum  
Chinese Numerals Processing
Chinese numerals processing in R, such as conversion between Chinese numerals and Arabic numerals a ...
Download / Learn more Package Citations See dependency  
heatmaply  
Interactive Cluster Heat Maps Using 'plotly' and 'ggplot2'
Create interactive cluster 'heatmaps' that can be saved as a stand- alone HTML file, embedded in 'R ...
Download / Learn more Package Citations See dependency  
jointseg  
Joint Segmentation of Multivariate (Copy Number) Signals
Methods for fast segmentation of multivariate signals into piecewise constant profiles and for gene ...
Download / Learn more Package Citations See dependency  
spider  
Species Identity and Evolution in R
Analysis of species limits and DNA barcoding data. Included are functions for generating important s ...
Download / Learn more Package Citations See dependency  

28,720

R Packages

247,686

Dependencies

75,677

Author Associations

28,721

Publication Badges

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