msperlin/GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa

Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site <ftp://ftp.bmf.com.br/MarketData/>.

Getting started

Package details

Maintainer
LicenseGPL-2
Version1.7.2
URL https://github.com/msperlin/GetHFData/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("msperlin/GetHFData")
msperlin/GetHFData documentation built on July 4, 2020, 11:48 a.m.