ghfd_get_available_tickers_from_ftp: Function to get available tickers from ftp

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

Description

This function will read the Bovespa ftp for a given market/date 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_ftp(
  my.date = "2015-11-03",
  type.market = "equity",
  type.data = "trades",
  dl.dir = "ftp files",
  max.dl.tries = 10
)

Arguments

my.date	A single date to check tickers in ftp (e.g. '2015-11-03')
type.market	The type of market to download data from ('equity', 'equity-odds','options', 'BMF' ).
type.data	The type of financial data to download and aggregate ('trades' or 'orders').
dl.dir	The folder to download the zip files (default = 'ftp files')
max.dl.tries	Maximum attempts to download the files from ftp

Value

A data.frame with the tickers, number of found trades and file name

Examples

## Not run: 
 df.tickers <- ghfd_get_available_tickers_from_ftp(my.date = '2015-11-03',
 type.market = 'BMF')

 print(head(df.tickers))

## End(Not run)

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