Man pages for GetHFData
Download and Aggregate High Frequency Trading Data from Bovespa

add.orderAdds an order to the LOB
ghfd_build_lobBuilding LOB (limit order book) from orders
ghfd_download_fileDownloads a single file from Bovespa ftp
ghfd_get_available_tickers_from_fileFunction to get available tickers from downloaded zip file
ghfd_get_available_tickers_from_ftpFunction to get available tickers from ftp
ghfd_get_ftp_contentsGets the contents of Bovespa ftp
ghfd_get_HF_dataDownloads and aggregates high frequency trading data directly...
ghfd_read_fileReads zip file downloaded from Bovespa ftp (trades or orders)
ghfd_read_file.ordersReads zip file downloaded from Bovespa ftp (orders) -...
ghfd_read_file.tradesReads zip file downloaded from Bovespa ftp (trades) -...
organize.lobOrganizes LOB (internal function)
print.lobPrints the LOB
process.lob.from.dfProcess LOB from asset dataframe
GetHFData documentation built on Nov. 29, 2017, 1:03 a.m.