rb3 (version 0.1.0)

cotahist-extracts: Filtering data from COTAHIST datasets

Description

A set of functions that implement filters to obtain organized and useful data from the COTAHIST datasets.

Usage

cotahist_filter_equity(x)
cotahist_filter_etf(x)
cotahist_filter_bdr(x)
cotahist_filter_unit(x)
cotahist_filter_fii(x)
cotahist_filter_fidc(x)
cotahist_filter_fiagro(x)
cotahist_filter_index(x)
cotahist_filter_equity_options(x)
cotahist_filter_index_options(x)
cotahist_filter_fund_options(x)

Value

A dataframe containing the requested market data.

Arguments

x

A cotahist dataset

Details

The functions bellow return data from plain instruments, stocks, funds and indexes.

• cotahist_filter_equity() returns data for stocks and UNITs.

• cotahist_filter_etf() returns data for ETFs.

• cotahist_filter_bdr() returns data for BDRs.

• cotahist_filter_unit() returns data exclusively for UNITs.

• cotahist_filter_index() returns data for indices. The index data returned by cotahist_filter_index() corresponds to option expiration days, meaning there is only one index quote per month.

• cotahist_filter_fii(), cotahist_filter_fidc(), and cotahist_filter_fiagro() return data for funds.

The functions bellow return data related to options, from equities, indexes and funds (ETFs).

• cotahist_filter_equity_options() returns data for stock options.

• cotahist_filter_index_options() returns data for index options, currently only for IBOVESPA.

• cotahist_filter_funds_options() returns data for fund options, currently only for ETFs.

The dataset provided must have at least the columns isin, instrument_market, bdi_code and specification_code. A combination of these columns is used to filter the desired data.

Examples

if (FALSE) {
df <- cotahist_get() |> cotahist_filter_equity()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_etf()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_bdr()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_unit()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_fii()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_fidc()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_fiagro()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_index()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_equity_options()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_index_options()
}
if (FALSE) {
df <- cotahist_get() |> cotahist_filter_fund_options()
}