Perlin M, Ramos H (2016). GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa. https://ssrn.com/abstract=2824058.

@Manual{,
  title = {GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa},
  author = {Marcelo Perlin and Henrique Ramos},
  year = {2016},
  journal = {Available at SSRN},
  url = {https://ssrn.com/abstract=2824058},
}
  • Marcelo Perlin. Author, maintainer.

  • Henrique Ramos. Contributor.