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/>.

AuthorMarcelo Perlin [aut, cre], Henrique Ramos [ctb]
Date of publication2017-01-14 00:55:41
MaintainerMarcelo Perlin <marceloperlin@gmail.com>
LicenseGPL-2
Version1.2.3

View on CRAN

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

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