Title: | Download and Parse Public Data Released by B3 Exchange |
---|---|
Description: | 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] |
Maintainer: | Wilson Freitas <wilson.freitas@gmail.com> |
License: | MIT + file LICENSE |
Version: | 0.0.11 |
Built: | 2024-12-23 05:02:07 UTC |
Source: | https://github.com/ropensci/rb3 |
Returns rb3 package cache directory
cachedir()
cachedir()
In order to set a default directory for cache, which is a good idea for those
who want to increase data historically, the option rb3.cachedir
can be
set.
Once it is set, the defined directory will be used as the default cachedir.
a string with the file path of rb3 cache directory
cachedir()
cachedir()
Clear cache directory
clearcache()
clearcache()
Has no return
## Not run: clearcache() ## End(Not run)
## Not run: clearcache() ## End(Not run)
Get the corresponding month for the string that represent maturities of futures contracts.
code2month(x)
code2month(x)
x |
a character with letters that represent the month of maturity of futures contracts. |
a vector of integers
code2month(c("F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z")) code2month(c("JAN", "FEV", "MAR", "NOV", "DEZ"))
code2month(c("F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z")) code2month(c("JAN", "FEV", "MAR", "NOV", "DEZ"))
Gets a list of all dividents in cash paid by the company. A cash dividend is a payment made by a company out of its earnings to investors in the form of cash. (https://www.investopedia.com/)
company_cash_dividends_get(code, cache_folder = cachedir(), do_cache = TRUE)
company_cash_dividends_get(code, cache_folder = cachedir(), do_cache = TRUE)
code |
Represents the company, can be the stock symbol, like |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
The code
parameter can be the stock symbol, but the returned data refers
to the company, always.
The returned data.frame has all company's symbols that paid dividends in
cash.
data.frame with company information
## Not run: company_cash_dividends_get(c("PETR", "VALE", "MGLU")) ## End(Not run)
## Not run: company_cash_dividends_get(c("PETR", "VALE", "MGLU")) ## End(Not run)
Gets informations like sector, subsector, segment, total number of shares and many more.
company_info_get(code, cache_folder = cachedir(), do_cache = TRUE)
company_info_get(code, cache_folder = cachedir(), do_cache = TRUE)
code |
Represents the company, can be the stock symbol, like |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
The code
parameter can be the stock symbol, but the returned data refers
to the company, always.
data.frame with company information
## Not run: company_info_get(c("PETR", "VALE", "MGLU")) ## End(Not run)
## Not run: company_info_get(c("PETR", "VALE", "MGLU")) ## End(Not run)
Gets a list of all stocks dividends paid by the company. A stock dividend is a payment to shareholders that consists of additional shares rather than cash. (https://www.investopedia.com/)
company_stock_dividends_get(code, cache_folder = cachedir(), do_cache = TRUE)
company_stock_dividends_get(code, cache_folder = cachedir(), do_cache = TRUE)
code |
Represents the company, can be the stock symbol, like |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
The code
parameter can be the stock symbol, but the returned data refers
to the company, always.
The returned data.frame has all company's symbols that paid dividends in
stocks.
data.frame with all stocks dividends
## Not run: company_stock_dividends_get(c("PETR", "VALE", "MGLU")) ## End(Not run)
## Not run: company_stock_dividends_get(c("PETR", "VALE", "MGLU")) ## End(Not run)
Gets a list of all company's subscription rights. A subscription right is the right of existing shareholders in a company to retain an equal percentage ownership by subscribing to new stock issuances at or below market prices. (https://www.investopedia.com/)
company_subscriptions_get(code, cache_folder = cachedir(), do_cache = TRUE)
company_subscriptions_get(code, cache_folder = cachedir(), do_cache = TRUE)
code |
Represents the company, can be the stock symbol, like |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
The code
parameter can be the stock symbol, but the returned data refers
to the company, always.
The returned data.frame has all company's symbols that have issued
subscription rights.
data.frame with company information
## Not run: company_subscriptions_get(c("PDGR", "VALE", "MGLU")) ## End(Not run)
## Not run: company_subscriptions_get(c("PDGR", "VALE", "MGLU")) ## End(Not run)
Convert B3 files to structured formats based on the template.
convert_to( filename, template = NULL, parse_fields = TRUE, format = "csv", destdir = NULL )
convert_to( filename, template = NULL, parse_fields = TRUE, format = "csv", destdir = NULL )
filename |
a string containing a path for the file. |
template |
a string with the template name. |
parse_fields |
a logical indicating if the fields must be parsed. |
format |
output format |
destdir |
a string with destination directory to save converted file |
a string with the file path of generated file.
read_marketdata
## Not run: f <- system.file("extdata/Indic.txt", package = "rb3") res <- convert_to(f, output_format = "csv") res <- convert_to(f, output_format = "json") ## End(Not run)
## Not run: f <- system.file("extdata/Indic.txt", package = "rb3") res <- convert_to(f, output_format = "csv") res <- convert_to(f, output_format = "json") ## End(Not run)
Download COTAHIST file and parses it returning structured data into R objects.
cotahist_get( refdate, type = c("yearly", "monthly", "daily"), cache_folder = cachedir(), do_cache = TRUE )
cotahist_get( refdate, type = c("yearly", "monthly", "daily"), cache_folder = cachedir(), do_cache = TRUE )
refdate |
the reference date used to download the file. This reference date will be formatted as year/month/day according to the given type. Accepts ISO formatted date strings. |
type |
a string with |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) All valuable information is in the |
a list with 3 data.frames: Header
, HistoricalPrices
, Trailer
.
## Not run: # get all data to the year of 2001 df_2001 <- cotahist_get("2001-01-01", "yearly") # get data of January of 2001 df_200101 <- cotahist_get("2001-01-01", "monthly") # get data of 2001-01-02 df_daily <- cotahist_get("2001-01-02", "daily") ## End(Not run)
## Not run: # get all data to the year of 2001 df_2001 <- cotahist_get("2001-01-01", "yearly") # get data of January of 2001 df_200101 <- cotahist_get("2001-01-01", "monthly") # get data of 2001-01-02 df_daily <- cotahist_get("2001-01-02", "daily") ## End(Not run)
Extracts specific data from COTAHIST dataset: stocks, funds, BDRs, ETFs, UNITs, options on stocks, options on indexes, ...
cotahist_equity_get(x) cotahist_bdrs_get(x) cotahist_units_get(x) cotahist_etfs_get(x) cotahist_fiis_get(x) cotahist_fidcs_get(x) cotahist_fiagros_get(x) cotahist_indexes_get(x) cotahist_equity_options_get(x) cotahist_index_options_get(x) cotahist_funds_options_get(x) cotahist_get_symbols(x, symbols)
cotahist_equity_get(x) cotahist_bdrs_get(x) cotahist_units_get(x) cotahist_etfs_get(x) cotahist_fiis_get(x) cotahist_fidcs_get(x) cotahist_fiagros_get(x) cotahist_indexes_get(x) cotahist_equity_options_get(x) cotahist_index_options_get(x) cotahist_funds_options_get(x) cotahist_get_symbols(x, symbols)
x |
COTAHIST dataset returned from |
symbols |
list of symbols to extract market data from cotahist |
a data.frame with prices, volume, traded quantities informations
## Not run: df <- cotahist_equity_get(x) ## End(Not run) ## Not run: df <- cotahist_brds_get(x) ## End(Not run) ## Not run: df <- cotahist_units_get(x) ## End(Not run) ## Not run: df <- cotahist_etfs_get(x) ## End(Not run) ## Not run: df <- cotahist_fiis_get(x) ## End(Not run) ## Not run: df <- cotahist_fidcs_get(x) ## End(Not run) ## Not run: df <- cotahist_fiagros_get(x) ## End(Not run) ## Not run: df <- cotahist_indexes_get(x) ## End(Not run) ## Not run: df <- cotahist_equity_options_get(x) ## End(Not run) ## Not run: df <- cotahist_index_options_get(x) ## End(Not run) ## Not run: df <- cotahist_funds_options_get(x) ## End(Not run) ## Not run: df <- cotahist_get_symbols(x, c("BBDC4", "ITSA4", "JHSF3")) ## End(Not run)
## Not run: df <- cotahist_equity_get(x) ## End(Not run) ## Not run: df <- cotahist_brds_get(x) ## End(Not run) ## Not run: df <- cotahist_units_get(x) ## End(Not run) ## Not run: df <- cotahist_etfs_get(x) ## End(Not run) ## Not run: df <- cotahist_fiis_get(x) ## End(Not run) ## Not run: df <- cotahist_fidcs_get(x) ## End(Not run) ## Not run: df <- cotahist_fiagros_get(x) ## End(Not run) ## Not run: df <- cotahist_indexes_get(x) ## End(Not run) ## Not run: df <- cotahist_equity_options_get(x) ## End(Not run) ## Not run: df <- cotahist_index_options_get(x) ## End(Not run) ## Not run: df <- cotahist_funds_options_get(x) ## End(Not run) ## Not run: df <- cotahist_get_symbols(x, c("BBDC4", "ITSA4", "JHSF3")) ## End(Not run)
Equity options superset is a dataframe that brings together all data regarding equities, equity options and interest rates. This data forms a complete set (superset) up and ready to run options models, implied volatility calculations and volatility models.
cotahist_equity_options_superset(ch, yc) cotahist_options_by_symbol_superset(symbol, ch, yc)
cotahist_equity_options_superset(ch, yc) cotahist_options_by_symbol_superset(symbol, ch, yc)
ch |
cotahist data structure |
yc |
yield curve |
symbol |
character with the name of the stock |
A dataframe with data of equities, equity options, and interest rates.
## Not run: refdate <- Sys.Date() - 1 ch <- cotahist_get(refdate, "daily") yc <- yc_get(refdate) ch_ss <- cotahist_equity_options_superset(ch, yc) petr4_ch_ss <- cotahist_options_by_symbol_superset("PETR4", ch, yc) ## End(Not run)
## Not run: refdate <- Sys.Date() - 1 ch <- cotahist_get(refdate, "daily") yc <- yc_get(refdate) ch_ss <- cotahist_equity_options_superset(ch, yc) petr4_ch_ss <- cotahist_options_by_symbol_superset("PETR4", ch, yc) ## End(Not run)
display_template
opens an RStudio gadget and
addin that allows users
to query for specific attributes of templates.
display_template()
display_template()
Addin has no return
## Not run: display_template() ## End(Not run)
## Not run: display_template() ## End(Not run)
Download datasets for a given template.
download_marketdata(template, cache_folder = cachedir(), do_cache = TRUE, ...)
download_marketdata(template, cache_folder = cachedir(), do_cache = TRUE, ...)
template |
the template name |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
a logical indicating if the existing file (previously downloaded) should be used or replaced. |
... |
additional arguments |
a string with the file path of downloaded file or NULL
if download
fails.
This function downloads data sets for those templates that specifies a
downloader
attribute.
If dest
is not provided, cache_folder
is used and a file with template
id is saved inside it.
## Not run: fname <- download_marketdata("CDIIDI") ## End(Not run)
## Not run: fname <- download_marketdata("CDIIDI") ## End(Not run)
Scrape page https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/historical-data/derivatives/trading-session-settlements/ to get futures prices.
futures_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) futures_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE)
futures_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) futures_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE)
first_date |
First date ("YYYY-MM-DD") to |
last_date |
Last date ("YYYY-MM-DD") to |
by |
Number of days in between fetched dates (default = 1) in |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE)
|
refdate |
Specific date ("YYYY-MM-DD") to |
data.frame
with futures prices.
## Not run: df <- futures_get("2022-04-18", "2022-04-22") ## End(Not run) ## Not run: df_fut <- futures_get(Sys.Date()) head(df_fut) ## End(Not run)
## Not run: df <- futures_get("2022-04-18", "2022-04-22") ## End(Not run) ## Not run: df_fut <- futures_get(Sys.Date()) head(df_fut) ## End(Not run)
Gets B3 indexes available.
index_by_segment_get(index_name, cache_folder = cachedir(), do_cache = TRUE)
index_by_segment_get(index_name, cache_folder = cachedir(), do_cache = TRUE)
index_name |
a string with the index name |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
A dataframe with the index stocks, their weights, segments and positions.
## Not run: index_by_segment_get("IBOV") ## End(Not run)
## Not run: index_by_segment_get("IBOV") ## End(Not run)
Gets the composition of listed B3 indexes.
index_comp_get(index_name, cache_folder = cachedir(), do_cache = TRUE)
index_comp_get(index_name, cache_folder = cachedir(), do_cache = TRUE)
index_name |
a string with the index name |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
a character vector with symbols that belong to the given index name
## Not run: index_comp_get("IBOV") ## End(Not run)
## Not run: index_comp_get("IBOV") ## End(Not run)
Gets historical data from B3 indexes
index_get( index_name, first_date, last_date = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE )
index_get( index_name, first_date, last_date = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE )
index_name |
a string with the index name |
first_date |
First date |
last_date |
Last date |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
A data.frame/tibble with index data
## Not run: index_get("IBOV", as.Date("1977-01-01"), as.Date("1999-12-31")) ## End(Not run)
## Not run: index_get("IBOV", as.Date("1977-01-01"), as.Date("1999-12-31")) ## End(Not run)
Gets the assets weights of B3 indexes.
index_weights_get(index_name, cache_folder = cachedir(), do_cache = TRUE)
index_weights_get(index_name, cache_folder = cachedir(), do_cache = TRUE)
index_name |
a string with the index name |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
data.frame with symbols that belong to the given index name with its weights and theoretical positions.
## Not run: index_weights_get("IBOV") ## End(Not run)
## Not run: index_weights_get("IBOV") ## End(Not run)
Gets B3 indexes available.
indexes_get(cache_folder = cachedir(), do_cache = TRUE)
indexes_get(cache_folder = cachedir(), do_cache = TRUE)
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
a character vector with symbols of indexes available
## Not run: indexes_get() ## End(Not run)
## Not run: indexes_get() ## End(Not run)
Gets the date where the indexes have been updated lastly.
indexes_last_update(cache_folder = cachedir(), do_cache = TRUE)
indexes_last_update(cache_folder = cachedir(), do_cache = TRUE)
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
the Date when the indexes have been updated
## Not run: indexes_last_update() ## End(Not run)
## Not run: indexes_last_update() ## End(Not run)
Downloads index data from B3 website https://www.b3.com.br/pt_br/market-data-e-indices/servicos-de-dados/market-data/historico/boletins-diarios/pesquisa-por-pregao/pesquisa-por-pregao/.
indexreport_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) indexreport_get( refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE )
indexreport_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) indexreport_get( refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE )
first_date |
First date ("YYYY-MM-DD") to |
last_date |
Last date ("YYYY-MM-DD") to |
by |
Number of days in between fetched dates (default = 1) in |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
refdate |
Specific date ("YYYY-MM-DD") to |
indexreport_get
returns index data for the given date and
indexreport_mget
returns index data for a given range of dates.
A dataframe with index data (OHLC, average and daily oscillation)
## Not run: df_ir <- indexreport_mget(Sys.Date() - 5, Sys.Date()) head(df_ir) ## End(Not run) ## Not run: df_ir <- indexreport_get(Sys.Date()) head(df_ir) ## End(Not run)
## Not run: df_ir <- indexreport_mget(Sys.Date() - 5, Sys.Date()) head(df_ir) ## End(Not run) ## Not run: df_ir <- indexreport_get(Sys.Date()) head(df_ir) ## End(Not run)
Get the corresponding maturity date for the three characters string that represent maturity of futures contracts.
maturity2date(x, expr = "first day", refdate = NULL)
maturity2date(x, expr = "first day", refdate = NULL)
x |
a character vector with three letters string that represent maturity of futures contracts. |
expr |
a string which indicates the day to use in maturity date.
See |
refdate |
reference date to be passed. It is necessary to convert old
maturities like JAN0, that can be Jan/2000 or Jan/2010. If |
a Date vector with maturity dates
maturity2date(c("F22", "F23", "G23", "H23", "F45"), "first day") maturity2date(c("F23", "K35"), "15th day") maturity2date(c("AGO2", "SET2"), "first day")
maturity2date(c("F22", "F23", "G23", "H23", "F45"), "first day") maturity2date(c("F23", "K35"), "15th day") maturity2date(c("AGO2", "SET2"), "first day")
B3, and previously BMF&Bovespa, used to deliver many files with a diverse set of valuable data and informations that can be used to study of can be called of marketdata. There are files with informations about futures, option, interest rates, currency rates, bonds and many other subjects.
read_marketdata( filename, template = NULL, parse_fields = TRUE, do_cache = TRUE )
read_marketdata( filename, template = NULL, parse_fields = TRUE, do_cache = TRUE )
filename |
a string containing a path for the file. |
template |
a string with the template name. |
parse_fields |
a logical indicating if the fields must be parsed. |
do_cache |
Whether to use cache or not (default = TRUE) Each The function |
data.frame
of a list of data.frame
containing data parsed from
files.
show_templates display_template
## Not run: # Eletro.txt matches the filename of Eletro template path <- "Eletro.txt" df <- read_marketdata(path) path <- "Indic.txt" df <- read_marketdata(path, template = "Indic") path <- "PUWEB.TXT" df <- read_marketdata(path, template = "PUWEB") ## End(Not run)
## Not run: # Eletro.txt matches the filename of Eletro template path <- "Eletro.txt" df <- read_marketdata(path) path <- "Indic.txt" df <- read_marketdata(path, template = "Indic") path <- "PUWEB.TXT" df <- read_marketdata(path, template = "PUWEB") ## End(Not run)
display_template
opens an RStudio gadget and
addin that allows users
to view the available templates.
show_templates()
show_templates()
Addin has no return
## Not run: show_templates() ## End(Not run)
## Not run: show_templates() ## End(Not run)
Downloads yield curve data from B3 website https://www2.bmf.com.br/pages/portal/bmfbovespa/lumis/lum-taxas-referenciais-bmf-ptBR.asp. Particularly, we import data for
DI X Pre (yc_get
)
Cupom limpo (yc_usd_get
)
DI x IPCA (yc_ipca_get
)
yc_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) yc_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE) yc_ipca_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) yc_ipca_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE) yc_usd_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) yc_usd_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE)
yc_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) yc_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE) yc_ipca_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) yc_ipca_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE) yc_usd_mget( first_date = Sys.Date() - 5, last_date = Sys.Date(), by = 1, cache_folder = cachedir(), do_cache = TRUE ) yc_usd_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE)
first_date |
First date ("YYYY-MM-DD") to |
last_date |
Last date ("YYYY-MM-DD") to |
by |
Number of days in between fetched dates (default = 1) in |
cache_folder |
Location of cache folder (default = cachedir()) |
do_cache |
Whether to use cache or not (default = TRUE) |
refdate |
Specific date ("YYYY-MM-DD") to |
See https://www.b3.com.br/data/files/8B/F5/11/68/5391F61043E561F6AC094EA8/Manual_de_Curvas.pdf for more details.
yc_get
returns the yield curve for the given date and yc_mget
returns
multiple yield curves for a given range of dates.
yc_ipca_get
returns the yield curve of real interest rates
for the given date and yc_ipca_mget
returns
multiple yield curves of real interest rates for a given range of dates.
These real interest rates consider IPCA as its inflation index.
yc_usd_get
returns the yield curve of nominal interest rates for USD in
Brazil for the given date and yc_usd_mget
returns
multiple yield curves of nominal interest rates for USD in Brazil for a
given range of dates.
These real interest rates consider IPCA as its inflation index.
A dataframe/tibble with yield curve data
## Not run: df_yc <- yc_mget(first_date = Sys.Date() - 5, last_date = Sys.Date()) head(df_yc) ## End(Not run) ## Not run: df_yc <- yc_get(Sys.Date()) head(df_yc) ## End(Not run) ## Not run: df_yc_ipca <- yc_ipca_mget( first_date = Sys.Date() - 5, last_date = Sys.Date() ) head(df_yc_ipca) ## End(Not run) ## Not run: df_yc_ipca <- yc_ipca_get(Sys.Date()) head(df_yc_ipca) ## End(Not run) ## Not run: df_yc_usd <- yc_usd_mget( first_date = Sys.Date() - 5, last_date = Sys.Date() ) head(df_yc_usd) ## End(Not run) ## Not run: df_yc_usd <- yc_usd_get(Sys.Date()) head(df_yc_usd) ## End(Not run)
## Not run: df_yc <- yc_mget(first_date = Sys.Date() - 5, last_date = Sys.Date()) head(df_yc) ## End(Not run) ## Not run: df_yc <- yc_get(Sys.Date()) head(df_yc) ## End(Not run) ## Not run: df_yc_ipca <- yc_ipca_mget( first_date = Sys.Date() - 5, last_date = Sys.Date() ) head(df_yc_ipca) ## End(Not run) ## Not run: df_yc_ipca <- yc_ipca_get(Sys.Date()) head(df_yc_ipca) ## End(Not run) ## Not run: df_yc_usd <- yc_usd_mget( first_date = Sys.Date() - 5, last_date = Sys.Date() ) head(df_yc_usd) ## End(Not run) ## Not run: df_yc_usd <- yc_usd_get(Sys.Date()) head(df_yc_usd) ## End(Not run)
Creates superset with yield curves and future contracts indicating the terms that match with futures contracts maturities.
yc_superset(yc, fut) yc_usd_superset(yc, fut) yc_ipca_superset(yc, fut)
yc_superset(yc, fut) yc_usd_superset(yc, fut) yc_ipca_superset(yc, fut)
yc |
yield curve dataset |
fut |
futures dataset |
A dataframe with yield curve flagged with futures maturities.
## Not run: fut <- futures_get(Sys.Date() - 1) yc <- yc_get(Sys.Date() - 1) yc_superset(yc, fut) yc_usd <- yc_usd_get(Sys.Date() - 1) yc_usd_superset(yc_usd, fut) yc_ipca <- yc_ipca_get(Sys.Date() - 1) yc_ipca_superset(yc_ipca, fut) ## End(Not run)
## Not run: fut <- futures_get(Sys.Date() - 1) yc <- yc_get(Sys.Date() - 1) yc_superset(yc, fut) yc_usd <- yc_usd_get(Sys.Date() - 1) yc_usd_superset(yc_usd, fut) yc_ipca <- yc_ipca_get(Sys.Date() - 1) yc_ipca_superset(yc_ipca, fut) ## End(Not run)