msperlin / gethfdata Goto Github PK

Olá Marcelo, vc tem os dados históricos de anos anteriores a 2019? Obrigado!

Hi Perlin, i has suggested a change to summarise in agg output for show the number of buys and sells quantity that a use to order flow analysis. I made this change in my code cloning you repo, but i have to compile every time that i will use this function, so a suggested to do natively by package. Sorry to not open a issue before, but i wanna know if you agree this change. Tks.

• Too many messages harm the speed.
• Check input Silent = TRUE

No alternative service (paid or not) has been provided for this same data information.

Quando eu tento rodar o exemplo do README, recebo a seguinte mensagem de erro:

Running ghfd_get_HF_Data for:
type.market = equity
type.data = trades
my.assets = PETR VALE
type.output = agg
agg.diff = 15 min
Reading ftp contents for equity(trades) (attempt = 1|10)
Found 154 files in ftp
First available date in ftp: 2019-11-01
Last available date in ftp: 2020-06-09
First date to download: 2020-06-01
Last date to download: 2020-06-09
Downloading ftp files/NEG_20200601.7z (1|7) Attempt 1
-> Reading filesError in read_tokens_(data, tokenizer, col_specs, col_names, locale_, :
embedded nul in string: '\0O\xe2\xfe\x870\xa7\x9e&\xbfk\xf72\xe3fd\xde('

Alguma ideia de como posso contornar isso?

• read fct cant read compressed files
• need to install 7zip in host computer (will CRAN accept it?)

-> Processing file - Found 3 lines for 1 selected tickersError in cut.default(unclass(x), unclass(breaks), labels = labels, right = right, :
'breaks' are not unique

Guys, i'm having a problem using the agg.diff for a day, it's not aggregating the data. It's taking to long?
Could some one help me out on this?

It would be a good idea to memoize some of the function calls, especially ghfd_get_ftp_contents(). One package that can do so with relatively little effort is R.cache.

Pelo que deu a entender, isso aconteceu porque, aparentemente, a B3 mudou o método de compressão de zip para gz.

Acredito que modificando a linha 40 e 43 da função ghfd_get_ftp_contents para:

if (type.data == "trades") {
  pattern.files <- "NEG_(.*)"
}
else if (type.data == "orders") {
  pattern.files <- "OFER_(.*)"
}

Isso deixe de ser um problema.

Hi Marcelo,
This address http://www.b3.com.br/pt_br/market-data-e-indices/servicos-de-dados/market-data/cotacoes/cotacoes/
have file with informatio for HF trading.

see ya.