## ----example1-----------------------------------------------------------------
library(GetHFData)
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)) # show only 10
## ----example2-----------------------------------------------------------------
my.assets <- df.tickers$tickers[1:3] # ticker to find in zip file
type.matching <- 'exact' # defines how to match assets in dataset
start.time <- '10:00:00' # defines first time period of day
last.time <- '17:00:00' # defines last time period of day
my.df <- ghfd_read_file(out.file,
type.matching = type.matching,
my.assets = my.assets,
first.time = '10:00:00',
last.time = '17:00:00',
type.output = 'raw',
agg.diff = '15 min')
## -----------------------------------------------------------------------------
head(my.df)
## -----------------------------------------------------------------------------
names(my.df)
## ----plot.prices, fig.width=7, fig.height=2.5---------------------------------
library(ggplot2)
p <- ggplot(my.df, aes(x = TradeDateTime, y = TradePrice, color = InstrumentSymbol))
p <- p + geom_line()
print(p)
## ----notrun, eval=FALSE-------------------------------------------------------
# library(GetHFData)
#
# first.time <- '11:00:00'
# last.time <- '17:00:00'
#
# first.date <- '2015-11-01'
# last.date <- '2015-11-10'
# type.output <- 'agg'
# type.data <- 'trades'
# agg.diff <- '15 min'
#
# # partial matching is available
# my.assets <- c('PETR','VALE')
# type.matching <- 'partial'
# type.market <- 'equity'
#
# df.out <- ghfd_get_HF_data(my.assets =my.assets,
# type.matching = type.matching,
# type.market = type.market,
# type.data = type.data,
# first.date = first.date,
# last.date = last.date,
# first.time = first.time,
# last.time = last.time,
# type.output = type.output,
# agg.diff = agg.diff)
#
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