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Changelog

Source: NEWS.md

Version 0.4.0

CRAN release: 2022-01-04

  • Rebuild package from the ground up.
    • All functions make use of httr2 rather than a mix of httr and base::download.file().
    • Now requires R 4.1.0 or greater to allow use of new native syntax for anonymous functions and pipes.
  • bsef() now takes a start and end date reflecting updates to the API.
  • ddr():
    • Support for field_specs argument has been dropped. This was not robust and is better handled by users.
    • Instead, it now guesses field specs from all ingested records. You can show the specs by setting the show_col_types argument to TRUE.
    • You can now download files for days after 30 Nov 2020 (fixes #33).
  • cme():
    • Support for field_specs argument has been dropped. This was not robust and is better handled by users.
    • Instead, it now guesses field specs from all ingested records. You can show the specs by setting the show_col_types argument to TRUE.

Version 0.3.2

  • Remove BSDR from package as the service has ceased and CFTC registration withdrawn (#32)

Version 0.3.1

CRAN release: 2018-02-10

  • Fixed BSDR payload which caused bsdr() to fail (#28)
  • Published a package website
  • Added code coverage

Version 0.3.0

CRAN release: 2017-05-28

NEW:

  • bsdr() to retrieve Bloomberg SDR data (also closes #23)
  • bsef() to retrieve Bloomberg SEF data
  • ddr() 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

CRAN release: 2015-09-27

  • 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

CRAN release: 2015-09-10

  • 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