Version 0.3.1
- Fixed BSDR payload which caused bsdr() to fail (#28)
- Published a package website
- Added code coverage
Version 0.3.0
NEW:
bsdr() to retrieve Bloomberg SDR data (also closes #23)bsef() to retrieve Bloomberg SEF dataddr() to retrieve DTCC Data Repository data (also closes #25)cme() to retrieve CME SDR data
DEFUNCT:
get_bsdr_data() is defunct. Use the new function bsdr() instead which has a different interface to get_bsdr_data().get_bsef_data() is defunct. Use the new function bsef() instead which has a different interface to get_bsef_data().get_ddr_data() is defunct. Use the new function ddr() instead which has a different interface to get_ddr_data().get_cme_data() is defunct. Use the new function cme() instead which has a different interface to get_cme_data().
OTHER:
- Bumped minimum version requirements for
R as well as readr, httr and utils packages. The latter to ensure that downloader::download() can be replaced by an implementation of utils::download.file() that supports https: URLs.
- Replaced calls to
httr::url_ok() with expressions containing httr::status_code() as the former is deprecated
- Expanded CI support to macOS (Travis) and Windows (Appveyor)
Version 0.2.1
- Network dependent tests disabled on CRAN as they may not be reliable.
- Suppress CME warnings. Their FTP server demonstrates poor behaviour for non-existent files.
Version 0.2.0
- Added ability to source trade data from SDRs (DTCC, Bloomberg and CME) (#7)
- Can now specify
asset_class in get_bsef_data(). Defaults to downloading data for all asset classes
- Getters return an empty data frame if data is unavailable for the date requested (#16)
- Can now specify whether or not raw data extracted from various data sources should be processed or not using the
curate argument.
- Deprecated ICAP SEF capabilities (unstable)
- Removed packrat-sourced download() method in favour of downloader package (#12)
- Messages are no longer printed to the REPL (#18)
Version 0.1.0
- Implemented ability to access Bloomberg and ICAP SEF data