Changes in version 0.4.0 (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. Changes in version 0.3.2 - Remove BSDR from package as the service has ceased and CFTC registration withdrawn (#32) Changes in version 0.3.1 (2018-02-10) - Fixed BSDR payload which caused bsdr() to fail (#28) - Published a package website - Added code coverage Changes in version 0.3.0 (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) Changes in version 0.2.1 (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. Changes in version 0.2.0 (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) Changes in version 0.1.0 - Implemented ability to access Bloomberg and ICAP SEF data