Man pages for GetHFData
Download and Aggregate High Frequency Trading Data from Bovespa
| add.order | Adds an order to the LOB |
| ghfd_build_lob | Building LOB (limit order book) from orders |
| 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 (trades or orders) |
| ghfd_read_file.orders | Reads zip file downloaded from Bovespa ftp (orders) -... |
| ghfd_read_file.trades | Reads zip file downloaded from Bovespa ftp (trades) -... |
| organize.lob | Organizes LOB (internal function) |
| print.lob | Prints the LOB |
| process.lob.from.df | Process LOB from asset dataframe |
