Files in GetHFData
Download and Aggregate High Frequency Trading Data from Bovespa
MD5
NEWS.md
DESCRIPTION
README.md
NAMESPACE
inst/CITATION
inst/doc/ghfd-vignette-Orders.Rmd
inst/doc/ghfd-vignette-Trades.R
inst/doc/ghfd-vignette-LOB.R
inst/doc/ghfd-vignette-LOB.html
inst/doc/ghfd-vignette-Orders.R
inst/doc/ghfd-vignette-Trades.html
inst/doc/ghfd-vignette-LOB.Rmd
inst/doc/ghfd-vignette-Trades.Rmd
inst/doc/ghfd-vignette-Orders.html
inst/extdata/Example_Orders.RData
inst/extdata/NEG_OPCOES_20151126.zip
vignettes/ghfd-vignette-Orders.Rmd
vignettes/ghfd-vignette-LOB.Rmd
vignettes/ghfd-vignette-Trades.Rmd
R/ghfd_download_file.R
R/ghfd_get_available_tickers_from_file.R
R/ghfd_build_lob.R
R/ghfd_get_ftp_contents.R
R/ghfd_get_available_tickers_from_ftp.R
R/ghfd_get_HF_data.R
R/OnAttach.R
R/ghfd_lob_fcts.R
R/ghfd_read_file.R
man/print.lob.Rd
man/ghfd_read_file.orders.Rd
man/ghfd_build_lob.Rd
man/process.lob.from.df.Rd
man/ghfd_get_HF_data.Rd
man/ghfd_get_available_tickers_from_ftp.Rd
man/ghfd_get_ftp_contents.Rd
man/ghfd_download_file.Rd
man/organize.lob.Rd
man/ghfd_get_available_tickers_from_file.Rd
man/ghfd_read_file.Rd
man/add.order.Rd
man/ghfd_read_file.trades.Rd
build/vignette.rds
tests/testthat.R
tests/testthat/test_ghfd.R
