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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "TAQMNGR" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'TAQMNGR: Manage Tick-by-Tick Transaction Data'
version: 2018.5-1
doi: 10.32614/CRAN.package.TAQMNGR
abstract: 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:
- family-names: Cipollini
  given-names: Fabrizio
  email: cipollini.fabrizio@gmail.com
- family-names: Calvori
  given-names: Francesco
- family-names: Gallo
  given-names: Giampiero M.
- family-names: authors.
  given-names: '''gzstream'''
repository: https://CRAN.R-project.org/package=TAQMNGR
url: https://cran.r-project.org/package=TAQMNGR
date-released: '2018-05-12'
contact:
- family-names: Cipollini
  given-names: Fabrizio
  email: cipollini.fabrizio@gmail.com