- How can I open .7z files?
The output files provided by LOBSTER are compressed using the open source tool 7-zip (external link). 7-zip has better compression rates than standard .zip files and thus reduces download times even further. Windows, Linux and even Mac versions are available.
- How can I import LOBSTER's output into my computation software?
LOBSTER's output is provided in the CSV (comma-separated values) format. CSV files can be opened by most editors, e.g. Wordpad in Windows or Microsoft Excel, and can easily be read by numerous statistics and econometrics software packages. Please refer to the manual of your favored software for details.
- How to load and process huge files?
The 10 level order book of an actively traded ticker can easily be larger than 5 GB. For these large files or files that are simply too large for your local memory, we suggest a sequential processing of the data. Read in a small block of the data, process it and then discard it before loading the next.Let us know if you have a very efficient code for sequential processing of the data and would like to share it the other users.
- Can I cancel a request?
Sure. Just click on the 'cancel' text in the line of the request you like to cancel.