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: 2026-07-21 08:03:57 UTC; root
Config/pak/sysreqs: zlib1g-dev
Repository: https://cranhaven.r-universe.dev
Date/Publication: 2026-07-21 01:02:00 UTC
RemoteUrl: https://github.com/cranhaven/cranhaven.r-universe.dev
RemoteRef: package/TAQMNGR
RemoteSha: f56879c80533e3ca25a6f12cb41236a4e67c8322
RemoteSubdir: TAQMNGR