Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site <ftp://ftp.bmf.com.br/MarketData/>.
Version: | 1.4 |
Depends: | R (≥ 3.3.0) |
Imports: | stringr, stats, RCurl, lubridate, readr, utils, curl, dplyr |
Suggests: | knitr, rmarkdown, testthat, ggplot2 |
Published: | 2017-09-10 |
Author: | Marcelo Perlin [aut, cre], Henrique Ramos [ctb] |
Maintainer: | Marcelo Perlin <marceloperlin at gmail.com> |
BugReports: | https://github.com/msperlin/GetHFData/issues |
License: | GPL-2 |
URL: | https://github.com/msperlin/GetHFData/ |
NeedsCompilation: | no |
Citation: | GetHFData citation info |
Materials: | README NEWS |
In views: | Finance |
CRAN checks: | GetHFData results |
Reference manual: | GetHFData.pdf |
Vignettes: |
Downloading and aggregating order data Downloading and aggregating order data Downloading and aggregating trade data |
Package source: | GetHFData_1.4.tar.gz |
Windows binaries: | r-devel: GetHFData_1.4.zip, r-release: GetHFData_1.4.zip, r-oldrel: GetHFData_1.4.zip |
OS X El Capitan binaries: | r-release: GetHFData_1.4.tgz |
OS X Mavericks binaries: | r-oldrel: GetHFData_1.4.tgz |
Old sources: | GetHFData archive |
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