GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa

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

Package details

AuthorMarcelo Perlin [aut, cre], Henrique Ramos [ctb]
MaintainerMarcelo Perlin <[email protected]>
LicenseGPL-2
Version1.6
URL https://github.com/msperlin/GetHFData/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GetHFData")

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GetHFData documentation built on Oct. 11, 2018, 1:03 a.m.