R: Access and Process 'LOBSTER' High-Frequency Data

# Access and Process 'LOBSTER' High-Frequency Data

## Documentation for package ‘lobsteR’ version 1.0.0

- DESCRIPTION file
- Package NEWS
- Package README

## 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