inst/doc/ghfd-vignette-Orders.R

In GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa

## ----notrun, eval=FALSE--------------------------------------------------
#  library(GetHFData)
#  
#  first.time <- '10:00:00'
#  last.time <- '17:00:00'
#  
#  first.date <- '2015-08-18'
#  last.date <- '2015-08-18'
#  
#  type.output <- 'agg' # aggregates data
#  agg.diff <- '5 min' # interval for aggregation
#  
#  my.assets <- 'PETR' # all options related to Petrobras (partial matching)
#  type.matching <- 'partial' # finds tickers from my.assets using partial matching
#  type.market = 'options' # option market
#  type.data <- 'orders' # order data
#  
#  df.out <- ghfd_get_HF_data(my.assets =my.assets,
#                             type.data= type.data,
#                             type.matching = type.matching,
#                             type.market = type.market,
#                             first.date = first.date,
#                             last.date = last.date,
#                             first.time = first.time,
#                             last.time = last.time,
#                             type.output = type.output,
#                             agg.diff = agg.diff)
#