GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa

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

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=GetHFData to link to this page.