GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa

Share:

Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site <ftp://ftp.bmf.com.br/MarketData/>.

Author
Marcelo Perlin [aut, cre], Henrique Ramos [ctb]
Date of publication
2016-12-05 22:44:12
Maintainer
Marcelo Perlin <marceloperlin@gmail.com>
License
GPL-2
Version
1.2.2

View on CRAN

Man pages

ghfd_download_file
Downloads a single file from Bovespa ftp
ghfd_get_available_tickers_from_file
Function to get available tickers from downloaded zip file
ghfd_get_available_tickers_from_ftp
Function to get available tickers from ftp
ghfd_get_ftp_contents
Gets the contents of Bovespa ftp
ghfd_get_HF_data
Downloads and aggregates high frequency trading data directly...
ghfd_read_file
Reads zip file downloaded from Bovespa ftp

Files in this package

GetHFData
GetHFData/inst
GetHFData/inst/CITATION
GetHFData/inst/extdata
GetHFData/inst/extdata/NEG_OPCOES_20151126.zip
GetHFData/inst/doc
GetHFData/inst/doc/ghfd-vignette.R
GetHFData/inst/doc/ghfd-vignette.html
GetHFData/inst/doc/ghfd-vignette.Rmd
GetHFData/tests
GetHFData/tests/testthat.R
GetHFData/tests/testthat
GetHFData/tests/testthat/test_ghfd.R
GetHFData/NAMESPACE
GetHFData/NEWS.md
GetHFData/R
GetHFData/R/ghfd_get_ftp_contents.R
GetHFData/R/ghfd_download_file.R
GetHFData/R/ghfd_get_available_tickers_from_ftp.R
GetHFData/R/ghfd_read_file.R
GetHFData/R/ghfd_get_available_tickers_from_file.R
GetHFData/R/ghfd_get_HF_data.R
GetHFData/R/OnAttach.R
GetHFData/vignettes
GetHFData/vignettes/ghfd-vignette.Rmd
GetHFData/MD5
GetHFData/build
GetHFData/build/vignette.rds
GetHFData/DESCRIPTION
GetHFData/man
GetHFData/man/ghfd_download_file.Rd
GetHFData/man/ghfd_get_available_tickers_from_file.Rd
GetHFData/man/ghfd_get_available_tickers_from_ftp.Rd
GetHFData/man/ghfd_get_ftp_contents.Rd
GetHFData/man/ghfd_read_file.Rd
GetHFData/man/ghfd_get_HF_data.Rd