GetTDData (version 1.5.6)

td_get: Downloads data of Brazilian government bonds directly from the website

Description

This function looks into the tesouro direto website (https://www.tesourodireto.com.br/) and downloads all of the files containing prices and yields of government bonds. You can use input asset_codes to restrict the downloads to specific bonds

Usage

td_get(
  asset_codes = "LTN",
  first_year = 2005,
  last_year = as.numeric(format(Sys.Date(), "%Y")),
  dl_folder = get_cache_folder()
)

Value

TRUE if successful

Arguments

asset_codes

Strings that identify the assets (1 or more assets) in the names of the excel files. E.g. asset_codes = 'LTN'. When set to NULL, it will download all available assets

first_year

first year of data (minimum of 2015)

last_year

first year of data

dl_folder

Name of folder to save excel files from tesouro direto (will create if it does not exists)

Examples

if (FALSE) {
td_get("LTN", 2020, 2022)
}