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Version 0.4.0

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• Remove BSDR from package as the service has ceased and CFTC registration withdrawn (#32)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

• 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 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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.