No.
However I did look up the Wiegand protocol and that seems to be a simple four wire interface, 0V, +5V (check), DATA0 and DATA1. The DATA0 and DATA1 are open-collector (check) and one or the other will go active low to indicate a "0" or "1" data bit. There are 26 ( or more ) pulses on DATA0 or DATA1 and a rate of around 500 pulses per second (check).
500 pulses a second is 2mS between pulses which the PICAXE should be able to manage. Wait for a 0 or 1 bit, accumulate those bits, check the parity, respond to the data packet.
Code:
' Assumd DATA0 and DATA1 conenct to Input Pins 0 and 1
Do
Loop b0 = pins
If bit0 = 0 Then
Gosub Add0Bit
Else
If bit1 = 0 Then
Gosub Add1Bit
End If
End If
Loop