Minor update:
- Fixed bug in ghfd_get_ftp_contents for 'equity' option
Minor update:
- Added support for milsecond in LOB
Major update:
- Users can now recreate the LOB (limit order book) using order data from Bovespa
- fixed bug for only.dl = TRUE
Major update:
- Users can now download and aggregate order files (input type.data)
- Fixed link to paper
- Partial matching for assets is now possible (e.g. use PETR for all stocks or options related to Petrobras)
- implement option for only downloading files (this is helpful if you are dealing with order data and will process the files in other R session or software)
- muted message "Using ',' as decimal and '.' as grouping mark. Use read_delim() for more control."
Minor update:
- Fixed bug in msg output when length(my.assets) > 2
Minor update:
- Fixed bug for non existing assets in first date of download process
- Changed input Date for simpler format (e.g. '2016-01-01' and not as.Date('2016-01-01'))
Minor update:
- Revised apa citation on attach
- Fixed some typos in vignette and added link to SSRN paper
Minor update with the following changes:
- The user can now download data from the odd lots equity market (type.market='equity-odds')
- Added Henrique Ramos as a contributor
- Other minor changes
Minor update with the following changes:
- The function ghfd_get_HF_data now allows for partial matching of asset names and also the download of all assets available in ftp files
- Function ghfd_get_available_tickers_from_ftp also returns the type of market in data.frame
Major update from initial version with the following changes:
- The function for finding tickers in the ftp now looks for the closest date in the case that the actual date is missing from the ftp
- The function for finding tickers now returns a dataframe with the tickers and number of trades
- Added control for bad files
- The output for raw and agg type of output were revised
- The vignette is revised