Download and Aggregate High Frequency Trading Data from Bovespa


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Documentation for package ‘GetHFData’ version 1.2.1

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ghfd_download_file Downloads a single file from Bovespa ftp
ghfd_get_available_tickers_from_file Function to get available tickers from downloaded zip file
ghfd_get_available_tickers_from_ftp Function to get available tickers from ftp
ghfd_get_ftp_contents Gets the contents of Bovespa ftp
ghfd_get_HF_data Downloads and aggregates high frequency trading data directly from the Bovespa ftp
ghfd_read_file Reads zip file downloaded from Bovespa ftp