News

Version 1.2.2 (2016-12-05)

Minor update:

• Revised apa citation on attach
• Fixed some typos in vignette and added link to SSRN paper

Version 1.2.1 (2016-11-07)

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

Version 1.2.0 (2016-10-14)

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

Version 1.1.0 (2016-08-15)

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

Version 1.0.0 - First commit (2016-07-21)

Reference manual