ghfd_get_available_tickers_from_file: Function to get available tickers from downloaded zip file

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

Description

This function will read the zip file downloaded from Bovespa and output a numeric vector where the names of the elements represents the different tickers and the numeric values as the number of trades for each ticker

Usage

ghfd_get_available_tickers_from_file(out.file)

Arguments

out.file

Name of downloaded file with HFT data from Bovespa

Value

A dataframe with the number of trades for each ticker found in file

Examples

## get file from package (usually this would be been downloaded from the ftp)
out.file <- system.file("extdata", 'NEG_OPCOES_20151126.zip', package = "GetHFData")

df.tickers <- ghfd_get_available_tickers_from_file(out.file)

print(head(df.tickers))

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