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:Wilson Freitas [aut, cre], Marcelo Perlin [aut]

rb3_0.1.0.tar.gz
rb3_0.1.0.zip(r-4.6)rb3_0.1.0.zip(r-4.5)rb3_0.1.0.zip(r-4.4)
rb3_0.1.0.tgz(r-4.5-any)rb3_0.1.0.tgz(r-4.4-any)
rb3_0.1.0.tar.gz(r-4.6-noble)rb3_0.1.0.tar.gz(r-4.5-noble)
rb3_0.0.12.tgz(r-4.4-emscripten)rb3_0.1.0.tgz(r-4.3-emscripten)
rb3.pdf |rb3.html
rb3/json (API)
NEWS

# Install 'rb3' in R:
install.packages('rb3', repos = c('https://packages.ropensci.org', 'https://cloud.r-project.org'))

Reviews:rOpenSci Software Review #534

Bug tracker:https://github.com/ropensci/rb3/issues

Pkgdown site:https://docs.ropensci.org

On CRAN:

Conda:

brazilexchange-datafinancefinancial-datafinancial-servicesmarket-data

8.06 score 77 stars 60 scripts 382 downloads 37 exports 51 dependencies

Last updated 5 days agofrom:372f1430ba (on main). Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 14 2025
R-4.6-winOKApr 14 2025
R-4.6-linuxOKApr 14 2025
R-4.5-winOKApr 14 2025
R-4.5-macOKApr 14 2025
R-4.5-linuxOKApr 14 2025
R-4.4-winOKApr 14 2025
R-4.4-macOKApr 14 2025

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_templatesmaturity2daterb3_bootstraprb3_db_connectionread_marketdatatemplate_datasettemplate_meta_loadtemplate_retrieveyc_brl_getyc_brl_with_futures_getyc_getyc_ipca_getyc_ipca_with_futures_getyc_usd_getyc_usd_with_futures_get

Dependencies:arrowaskpassassertthatbase64encbitbit64bizdaysclicliprcpp11crayoncurlDBIdigestdplyrduckdbfansigenericsgluehmshttrjsonlitelifecyclelubridatemagrittrmimeopensslpillarpkgconfigprettyunitsprogresspurrrR.methodsS3R.ooR.utilsR6readrrlangstringistringrsystibbletidyselecttimechangetzdbutf8vctrsvroomwithrXMLyaml

Analyzing B3 Index Data

Rendered fromFetching-historical-index-data.Rmdusingknitr::rmarkdownon Apr 14 2025.

Last update: 2025-04-14
Started: 2025-04-14

Fetching B3 Yield Curves

Rendered fromFetching-historical-yield-curve.Rmdusingknitr::rmarkdownon Apr 14 2025.

Last update: 2025-04-14
Started: 2022-04-16

Fetching Historical Equity Data

Rendered fromFetching-historical-equity-data.Rmdusingknitr::rmarkdownon Apr 14 2025.

Last update: 2025-04-14
Started: 2025-04-14

Getting Started

Rendered fromGetting-started.Rmdusingknitr::rmarkdownon Apr 14 2025.

Last update: 2025-04-14
Started: 2025-04-14

How to Compute Historical Rates from B3 Future Prices

Rendered fromFetching-historical-future-rates.Rmdusingknitr::rmarkdownon Apr 14 2025.

Last update: 2025-04-14
Started: 2022-04-24

Readme and manuals

Help Manual

Help pageTopics
Convert Maturity Code to Corresponding Monthcode2month
Access COTAHIST datasetscotahist_get
Filtering data from COTAHIST datasetscotahist-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 B3download_marketdata
Fetch and process market datafetch_marketdata
Retrieves B3 Futures Settlement Pricesfutures_get
Retrieve Composition of B3 Indexesindexes_composition_get
Get B3 indexes availableindexes_get
Get historical data from B3 indexesindexes_historical_data_get
Retrieve Portfolio of B3 Indexesindexes-portfolio indexes_current_portfolio_get indexes_theoretical_portfolio_get
List Available Templateslist_templates
Convert Maturity Code to Datematurity2date
Initialize the rb3 package cache foldersrb3_bootstrap
Returns a DuckDB Database Connection for the RB3 Packagerb3_db_connection
'rb3.cachedir' Optionrb3.cachedir
Read and parse raw market data files downloaded from the B3 website.read_marketdata
Enhanced Dataset Creationcotahist_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 Templatetemplate_dataset
Load Metadata for a Template Downloadtemplate_meta_load
Retrieve a template by its nametemplate_retrieve
Retrieve Yield Curve Datayc_brl_get yc_get yc_ipca_get yc_usd_get yc_xxx_get