GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa

Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site <>.

Version: 1.5
Depends: R (≥ 3.3.0)
Imports: stringr, stats, RCurl, lubridate, readr, utils, curl, dplyr
Suggests: knitr, rmarkdown, testthat, ggplot2
Published: 2017-11-28
Author: Marcelo Perlin [aut, cre], Henrique Ramos [ctb]
Maintainer: Marcelo Perlin <marceloperlin at>
License: GPL-2
NeedsCompilation: no
Citation: GetHFData citation info
Materials: README NEWS
In views: Finance
CRAN checks: GetHFData results


Reference manual: GetHFData.pdf
Vignettes: Recreating the LOB (limit order book)
Downloading and aggregating order data
Downloading and aggregating trade data
Package source: GetHFData_1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: GetHFData_1.5.tgz
OS X Mavericks binaries: r-oldrel: GetHFData_1.5.tgz
Old sources: GetHFData archive


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