@article{perlin2016,
  title = {GetHFData: A R package for downloading and aggregating high frequency trading data from Bovespa},
  author = {Marcelo S. Perlin, Henrique P. Ramos},
  journal = {Revista Brasileira de Finanças},
  year = {2016},
  issn = {1984-5146},
  url = {https://periodicos.fgv.br/rbfin/article/view/64587}
}