Package: TAQMNGR
Version: 2016.12-1
Date: 2016-12-09
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)
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: 2017-01-10 09:16:16 UTC; ripley
Repository: CRAN
Date/Publication: 2017-01-10 10:55:42
