Package: TAQMNGR 2018.5-1

Fabrizio Cipollini

TAQMNGR: Manage Tick-by-Tick Transaction Data

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/>).

Authors:Francesco Calvori, Fabrizio Cipollini, Giampiero M. Gallo and 'gzstream' authors.

TAQMNGR_2018.5-1.tar.gz
TAQMNGR_2018.5-1.zip(r-4.7)TAQMNGR_2018.5-1.zip(r-4.6)TAQMNGR_2018.5-1.zip(r-4.5)
TAQMNGR_2018.5-1.tgz(r-4.6-x86_64)TAQMNGR_2018.5-1.tgz(r-4.6-arm64)TAQMNGR_2018.5-1.tgz(r-4.5-x86_64)TAQMNGR_2018.5-1.tgz(r-4.5-arm64)
TAQMNGR_2018.5-1.tar.gz(r-4.7-arm64)TAQMNGR_2018.5-1.tar.gz(r-4.7-x86_64)TAQMNGR_2018.5-1.tar.gz(r-4.6-arm64)TAQMNGR_2018.5-1.tar.gz(r-4.6-x86_64)
TAQMNGR_2018.5-1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
TAQMNGR/json (API)

# Install 'TAQMNGR' in R:
install.packages('TAQMNGR', repos = c('https://cranhaven.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/cranhaven/cranhaven.r-universe.dev/issues

Uses libs:
  • zlib– Compression library
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

archivedpackagesr-universezlibcpp

1.70 score 5 stars 275 downloads 5 exports 1 dependencies

Last updated from:f56879c805 (on package/TAQMNGR). Checks:11 NOTE, 2 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE189
linux-devel-x86_64NOTE168
source / vignettesOK219
linux-release-arm64NOTE188
linux-release-x86_64NOTE169
macos-release-arm64NOTE146
macos-release-x86_64NOTE197
macos-oldrel-arm64NOTE146
macos-oldrel-x86_64NOTE201
windows-develNOTE213
windows-releaseNOTE196
windows-oldrelNOTE193
wasm-releaseOK159

Exports:.Last.libTAQ.AggregateTAQ.CleanTickByTickTAQ.ReadTAQ.Report

Dependencies:Rcpp

Readme and manuals

Help Manual

Help pageTopics
TAQ ManagerTAQ.Aggregate TAQ.CleanTickByTick TAQ.Read TAQ.Report
TAQ ManagerTAQMNGR