Introduction | Downloading Market Data | Templates | Fetching market data | rb3.cachedir folder | Note | Accessing the data | Conclusion
Package: rb3 0.1.0
Wilson Freitas
rb3: Download and Parse Public Data Released by B3 Exchange
Download and parse public files released by B3 and convert them into useful formats and data structures common to data analysis practitioners.
Authors:
rb3_0.1.0.tar.gz
rb3_0.1.0.zip(r-4.7)rb3_0.1.0.zip(r-4.6)rb3_0.1.0.zip(r-4.5)
rb3_0.1.0.tgz(r-4.6-any)rb3_0.1.0.tgz(r-4.5-any)
rb3_0.1.0.tar.gz(r-4.7-any)rb3_0.1.0.tar.gz(r-4.6-any)
rb3_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
rb3/json (API)
| # Install 'rb3' in R: |
| install.packages('rb3', repos = c('https://ropensci.r-universe.dev', 'https://cloud.r-project.org')) |
Reviews:rOpenSci Software Review #534
Bug tracker:https://github.com/ropensci/rb3/issues
Pkgdown/docs site:https://docs.ropensci.org
brazilexchange-datafinancefinancial-datafinancial-servicesmarket-data
Last updated from:ef11508519 (on main). Checks:10 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 165 | ||
| pkgdown docs | OK | 223 | ||
| source / vignettes | OK | 213 | ||
| linux-release-x86_64 | OK | 149 | ||
| macos-release-arm64 | OK | 104 | ||
| macos-oldrel-arm64 | OK | 112 | ||
| windows-devel | OK | 165 | ||
| windows-release | OK | 139 | ||
| windows-oldrel | OK | 131 | ||
| wasm-release | OK | 123 |
Exports:code2monthcotahist_filter_bdrcotahist_filter_equitycotahist_filter_equity_optionscotahist_filter_etfcotahist_filter_fiagrocotahist_filter_fidccotahist_filter_fiicotahist_filter_fund_optionscotahist_filter_indexcotahist_filter_index_optionscotahist_filter_unitcotahist_getcotahist_options_by_symbols_getdownload_marketdatafetch_marketdatafutures_getindexes_composition_getindexes_current_portfolio_getindexes_getindexes_historical_data_getindexes_theoretical_portfolio_getlist_templatesmaturitycode2datemeta_db_connectionrb3_bootstrapread_marketdatatemplate_datasettemplate_meta_create_or_loadtemplate_meta_loadtemplate_meta_newtemplate_retrieveyc_brl_getyc_brl_with_futures_getyc_getyc_ipca_getyc_ipca_with_futures_getyc_usd_getyc_usd_with_futures_get
Dependencies:arrowaskpassassertthatbase64encbitbit64bizdaysblobcachemclicliprcpp11crayoncurlDBIdigestdplyrfastmapgenericsgluehmshttrjsonlitelifecyclelubridatemagrittrmemoisemimeopensslpillarpkgconfigprettyunitsprogresspurrrR.methodsS3R.ooR.utilsR6readrrlangRSQLitestringistringrsystibbletidyselecttimechangetzdbutf8vctrsvroomwithrXMLyaml
Getting Started
Last update: 2025-04-28
Started: 2025-04-14
How to Compute Historical Rates from B3 Future Prices
Introduction | Fetching historical data | Querying the data | Historical nominal interest rates | Historical real interest rates | Implied inflation | Forward rates | Conclusion
Last update: 2025-04-27
Started: 2022-04-24
Analyzing B3 Index Data
Introduction | Retrieving available indices | Fetching historical index data | Visualizing index performance | Analyzing index composition | Finding stocks in multiple indices | Finding which indices contain a specific stock | Analyzing index weights with the theoretical portfolio | Top constituents by weight | Comparing index concentration | Sector analysis with the current portfolio | Sector composition analysis | Creating helper functions for index analysis | Analyzing index performance metrics | Calculating summary statistics | Conclusion
Last update: 2025-04-14
Started: 2025-04-14
Fetching B3 Yield Curves
Introduction | Fetching the data | Selecting Reference Dates | 2. Fetching and Storing Market Data | PRE Curve (DI rates) | IPCA Curve (DIC curve) | Cupom Limpo (USD - DOC curve) | Break-even Inflation: PRE vs DIC | Conclusion
Last update: 2025-04-14
Started: 2022-04-16
Fetching Historical Equity Data
Introduction | Fetching historical data | Downloading yearly data | Downloading daily data | Accessing the datasets | Filtering by asset type | Equities | ETFs (Exchange Traded Funds) | REITs (FIIs - Fundos Imobiliários) | BDRs (Brazilian Depositary Receipts) | Other asset classes | Analyzing equity data | Top traded equities by volume | ETF market share analysis | Analyzing distribution IDs for price continuity | Working with BDRs | Conclusion
Last update: 2025-04-14
Started: 2025-04-14
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Convert Maturity Code to Corresponding Month | code2month |
| Access COTAHIST datasets | cotahist_get |
| Filtering data from COTAHIST datasets | cotahist-extracts cotahist_filter_bdr cotahist_filter_equity cotahist_filter_equity_options cotahist_filter_etf cotahist_filter_fiagro cotahist_filter_fidc cotahist_filter_fii cotahist_filter_fund_options cotahist_filter_index cotahist_filter_index_options cotahist_filter_unit |
| Download Raw Market Data Files from B3 | download_marketdata |
| Fetch and process market data | fetch_marketdata |
| Retrieves B3 Futures Settlement Prices | futures_get |
| Retrieve Composition of B3 Indexes | indexes_composition_get |
| Get B3 indexes available | indexes_get |
| Get historical data from B3 indexes | indexes_historical_data_get |
| Retrieve Portfolio of B3 Indexes | indexes-portfolio indexes_current_portfolio_get indexes_theoretical_portfolio_get |
| List Available Templates | list_templates |
| Convert Maturity Code to Date | maturitycode2date |
| Returns a SQLite Database Connection for the RB3 Package Metadata | meta_db_connection |
| Initialize the rb3 package cache folders | rb3_bootstrap |
| 'rb3.cachedir' Option | rb3.cachedir |
| Read and parse raw market data files downloaded from the B3 website. | read_marketdata |
| Enhanced Dataset Creation | cotahist_options_by_symbols_get superdataset yc_brl_with_futures_get yc_ipca_with_futures_get yc_usd_with_futures_get |
| Access a Dataset for a Template | template_dataset |
| Create or Load Template Metadata | template_meta_create_or_load template_meta_load template_meta_new |
| Retrieve a template by its name | template_retrieve |
| Retrieve Yield Curve Data | yc_brl_get yc_get yc_ipca_get yc_usd_get yc_xxx_get |
