Version 0.3.1

  • Fix BSDR payload which caused bsdr() to fail (#28)

Version 0.3.0

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

  • 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