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