Access and Process 'LOBSTER' High-Frequency Data
Overview
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.
- Initial CRAN submission.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-05-12
- WARNING12 OK, 1 WARNING2026-05-11
- OK14 OK2026-03-10
Documentation
- Help pages
- 5
- Examples that run
- 20%1 run in a plain check · 4 never run
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 0%
- Median days to close, 50 most recently updated closed issues
- 140
- Median days to close, 50 most recently updated closed PRs
- 12
Forks over time
Issues over time
PRs over time
10 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/voigtstefan/lobster on 2026-10-25.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-02-24 · The repository has a site deploy workflow
pkgdown site last built 2026-02-24, before release 1.0.0 (2026-03-03)
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This repository shows signs of AI coding tools.
- GitHub Copilotfirst seen 2026-02-12Pull request: opened by its own account
Dependencies
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- 1.0.0Latest2026-03-03 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-03
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.2.0
- Download size
- 38 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("lobsteR")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.