GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa
Version 1.2.4

Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site .

AuthorMarcelo Perlin [aut, cre], Henrique Ramos [ctb]
Date of publication2017-01-31 08:14:36
MaintainerMarcelo Perlin <marceloperlin@gmail.com>
LicenseGPL-2
Version1.2.4
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("GetHFData")

Getting started

Downloading and aggregating high frequency trading data from Bovespa

Popular 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
See all...

All man pages Function index File listing

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

Functions

ghfd_download_file Man page Source code
ghfd_get_HF_data Man page Source code
ghfd_get_available_tickers_from_file Man page Source code
ghfd_get_available_tickers_from_ftp Man page Source code
ghfd_get_ftp_contents Man page Source code
ghfd_read_file Man page Source code
onAttach Source code

Files

inst
inst/CITATION
inst/extdata
inst/extdata/NEG_OPCOES_20151126.zip
inst/doc
inst/doc/ghfd-vignette.R
inst/doc/ghfd-vignette.html
inst/doc/ghfd-vignette.Rmd
tests
tests/testthat.R
tests/testthat
tests/testthat/test_ghfd.R
NAMESPACE
NEWS.md
R
R/ghfd_get_ftp_contents.R
R/ghfd_download_file.R
R/ghfd_get_available_tickers_from_ftp.R
R/ghfd_read_file.R
R/ghfd_get_available_tickers_from_file.R
R/ghfd_get_HF_data.R
R/OnAttach.R
vignettes
vignettes/ghfd-vignette.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/ghfd_download_file.Rd
man/ghfd_get_available_tickers_from_file.Rd
man/ghfd_get_available_tickers_from_ftp.Rd
man/ghfd_get_ftp_contents.Rd
man/ghfd_read_file.Rd
man/ghfd_get_HF_data.Rd
GetHFData documentation built on May 19, 2017, 8:09 a.m.

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