All functions
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add.order()
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Adds an order to the LOB |
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ghfd_build_lob()
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Building LOB (limit order book) from orders |
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ghfd_download_file()
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Downloads a single file from Bovespa ftp |
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ghfd_get_HF_data()
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Downloads and aggregates high frequency trading data directly from the Bovespa ftp |
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ghfd_get_available_tickers_from_file()
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Function to get available tickers from downloaded zip file |
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ghfd_get_available_tickers_from_ftp()
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Function to get available tickers from ftp |
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ghfd_get_ftp_contents()
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Gets the contents of Bovespa ftp |
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ghfd_read_file()
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Reads zip file downloaded from Bovespa ftp (trades or orders) |
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ghfd_read_file.orders()
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Reads zip file downloaded from Bovespa ftp (orders) - INTERNAL USE |
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ghfd_read_file.trades()
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Reads zip file downloaded from Bovespa ftp (trades) - INTERNAL USE |
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organize.lob()
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Organizes LOB (internal function) |
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print(<lob>)
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Prints the LOB |
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process.lob.from.df()
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Process LOB from asset dataframe |