B3 is NOT shutting down its ftp site, for now..

GetHFData still works!

Update 2019-08-09: The shutdown is just postponed to 2019-11-14. See the official release here.

Surprise, surprise. B3’s ftp site is still up and running.

Following previous post regarding the shutdown of B3’s ftp site and its impact over GetHFData, I’m happy to report that the site is up and running.

We can check it with code:

library(GetHFData)
library(tidyverse)

df.ftp <- ghfd_get_ftp_contents(type.market = 'equity')

# check time difference
max(df.ftp$dates) - min(df.ftp$dates)

Let’s download some trade data:

df.trades <- ghfd_get_HF_data(my.assets = 'PETR3', 
                              type.market = 'equity', 
                              first.date = max(df.ftp$dates)-3, 
                              last.date = max(df.ftp$dates),
                              type.data = 'trades', type.output = 'agg', 
                              first.time =  '11:00:00', last.time = '18:00:00', dl.dir = tempdir()
                              )

And check it out:

glimpse(df.trades)

Its working fine. The amount of data available at the ftp is more than necessary for research and class material.

I’m not really sure what happened. It could be a simple delay to the shutdown. Lets keep our fingers crossed.

Marcelo S. Perlin
Marcelo S. Perlin
Senior Data Scientist & Associate Professor

My research interests include data analysis, finance and cientometrics.

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