Package: TAQMNGR
Version: 2018.5-1
Date: 2018-05-12
Title: Manage Tick-by-Tick Transaction Data
Author: Francesco Calvori, Fabrizio Cipollini, Giampiero M. Gallo and 'gzstream' authors.
Maintainer: Fabrizio Cipollini <cipollini.fabrizio@gmail.com>
Depends: R (>= 3.0-2)
LinkingTo: Rcpp (>= 0.11.0)
Imports:
Suggests:
SystemRequirements: zlib headers and library
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/>).
License: GPL (>= 2)
URL: https://cran.r-project.org/package=TAQMNGR
NeedsCompilation: yes
Packaged: 2018-05-20 05:32:34 UTC; cipollini
Repository: CRAN
Date/Publication: 2018-05-20 06:37:40 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 04:22:26 UTC; unix
Archs: TAQMNGR.so.dSYM
