├── .Rbuildignore ├── .gitignore ├── CRAN-RELEASE ├── DESCRIPTION ├── GetHFData.Rproj ├── NAMESPACE ├── NEWS.md ├── R ├── OnAttach.R ├── ghfd_build_lob.R ├── ghfd_download_file.R ├── ghfd_get_HF_data.R ├── ghfd_get_available_tickers_from_file.R ├── ghfd_get_available_tickers_from_ftp.R ├── ghfd_get_ftp_contents.R ├── ghfd_lob_fcts.R └── ghfd_read_file.R ├── README.md ├── docs ├── articles │ ├── ghfd-vignette-LOB.html │ ├── ghfd-vignette-Orders.html │ ├── ghfd-vignette-Trades.html │ ├── ghfd-vignette-Trades_files │ │ └── figure-html │ │ │ └── plot.prices-1.png │ └── index.html ├── authors.html ├── docsearch.css ├── docsearch.js ├── index.html ├── jquery.sticky-kit.min.js ├── link.svg ├── news │ └── index.html ├── pkgdown.css ├── pkgdown.js ├── pkgdown.yml └── reference │ ├── add.order.html │ ├── ghfd_build_lob.html │ ├── ghfd_download_file.html │ ├── ghfd_get_HF_data.html │ ├── ghfd_get_available_tickers_from_file.html │ ├── ghfd_get_available_tickers_from_ftp.html │ ├── ghfd_get_ftp_contents.html │ ├── ghfd_read_file.html │ ├── ghfd_read_file.orders.html │ ├── ghfd_read_file.trades.html │ ├── index.html │ ├── organize.lob.html │ ├── print.lob.html │ └── process.lob.from.df.html ├── inst ├── CITATION └── extdata │ ├── Example_Orders.RData │ └── NEG_OPCOES_20151126.zip ├── man ├── add.order.Rd ├── ghfd_build_lob.Rd ├── ghfd_download_file.Rd ├── ghfd_get_HF_data.Rd ├── ghfd_get_available_tickers_from_file.Rd ├── ghfd_get_available_tickers_from_ftp.Rd ├── ghfd_get_ftp_contents.Rd ├── ghfd_read_file.Rd ├── ghfd_read_file.orders.Rd ├── ghfd_read_file.trades.Rd ├── organize.lob.Rd ├── print.lob.Rd └── process.lob.from.df.Rd ├── tests ├── testthat.R └── testthat │ └── test_ghfd.R └── vignettes ├── ghfd-vignette-LOB.R ├── ghfd-vignette-LOB.Rmd ├── ghfd-vignette-LOB.html ├── ghfd-vignette-Orders.R ├── ghfd-vignette-Orders.Rmd ├── ghfd-vignette-Orders.html ├── ghfd-vignette-Trades.R ├── ghfd-vignette-Trades.Rmd └── ghfd-vignette-Trades.html /.Rbuildignore: 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