Access and Process 'LOBSTER' High-Frequency Data
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Documentation for package ‘lobsteR’ version 1.0.0
Help Pages
| account_archive | Retrieve LOBSTER data archive information |
| account_login | Authenticate with LOBSTER account |
| data_download | Download requested archive files |
| request_query | Create a LOBSTER data request (one row per trading day) |
| request_submit | Submit one or more requests to an authenticated LOBSTER account |