Files in msperlin/GetHFData

Download and Aggregate High Frequency Trading Data from Bovespa

.Rbuildignore

.gitignore

CRAN-RELEASE

DESCRIPTION

GetHFData.Rproj

NAMESPACE

NEWS.md R/OnAttach.R R/ghfd_build_lob.R R/ghfd_download_file.R R/ghfd_get_HF_data.R R/ghfd_get_available_tickers_from_file.R R/ghfd_get_available_tickers_from_ftp.R R/ghfd_get_ftp_contents.R R/ghfd_lob_fcts.R R/ghfd_read_file.R README.md

docs/articles/ghfd-vignette-LOB.html

docs/articles/ghfd-vignette-Orders.html

docs/articles/ghfd-vignette-Trades.html

docs/articles/ghfd-vignette-Trades_files/figure-html/plot.prices-1.png

docs/articles/index.html

docs/authors.html

docs/docsearch.css

docs/docsearch.js

docs/index.html

docs/jquery.sticky-kit.min.js

docs/link.svg

docs/news/index.html

docs/pkgdown.css

docs/pkgdown.js

docs/pkgdown.yml

docs/reference/add.order.html

docs/reference/ghfd_build_lob.html

docs/reference/ghfd_download_file.html

docs/reference/ghfd_get_HF_data.html

docs/reference/ghfd_get_available_tickers_from_file.html

docs/reference/ghfd_get_available_tickers_from_ftp.html

docs/reference/ghfd_get_ftp_contents.html

docs/reference/ghfd_read_file.html

docs/reference/ghfd_read_file.orders.html

docs/reference/ghfd_read_file.trades.html

docs/reference/index.html

docs/reference/organize.lob.html

docs/reference/print.lob.html

docs/reference/process.lob.from.df.html

inst/CITATION

inst/extdata/Example_Orders.RData

inst/extdata/NEG_OPCOES_20151126.zip

man/add.order.Rd man/ghfd_build_lob.Rd man/ghfd_download_file.Rd man/ghfd_get_HF_data.Rd man/ghfd_get_available_tickers_from_file.Rd man/ghfd_get_available_tickers_from_ftp.Rd man/ghfd_get_ftp_contents.Rd man/ghfd_read_file.Rd man/ghfd_read_file.orders.Rd man/ghfd_read_file.trades.Rd man/organize.lob.Rd man/print.lob.Rd man/process.lob.from.df.Rd tests/testthat.R tests/testthat/test_ghfd.R vignettes/ghfd-vignette-LOB.R vignettes/ghfd-vignette-LOB.Rmd

vignettes/ghfd-vignette-LOB.html

vignettes/ghfd-vignette-Orders.R vignettes/ghfd-vignette-Orders.Rmd

vignettes/ghfd-vignette-Orders.html

vignettes/ghfd-vignette-Trades.R vignettes/ghfd-vignette-Trades.Rmd

vignettes/ghfd-vignette-Trades.html

msperlin/GetHFData documentation built on July 4, 2020, 11:48 a.m.