{ "_id": "6a5f292014e95619b75d4af3", "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\n'gzstream' authors.", "Maintainer": "Fabrizio Cipollini ", "SystemRequirements": "zlib headers and library", "Description": "Manager of tick-by-tick transaction data that performs\n'cleaning', 'aggregation' and 'import' in an efficient and fast\nway. The package engine, written in C++, exploits the 'zlib'\nand 'gzstream' libraries to handle gzipped data without need to\nuncompress them. 'Cleaning' and 'aggregation' are performed\naccording to Brownlees and Gallo (2006)\n. 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