rb3 (version 0.1.0)

cotahist_get: Access COTAHIST datasets

Description

The COTAHIST files are available with daily, monthly, and yearly data. Therefore, the datasets correspond to these periods (daily, monthly, yearly). See download_marketdata and read_marketdata for instructions on how to download the files and create the datasets.

Usage

cotahist_get(type = c("yearly", "monthly", "daily"))

Value

An arrow_dplyr_query or ArrowObject, representing a lazily evaluated query. The underlying data is not collected until explicitly requested, allowing efficient manipulation of large datasets without immediate memory usage. To trigger evaluation and return the results as an R tibble, use collect().

Arguments

type

A string specifying the dataset to be used: "daily", "monthly", or "yearly".

Details

The COTAHIST files contain historical quotation data (Cotações Históricas) for stocks, stock options, stock forward contracts, ETFs, ETF options, BDRs, UNITs, REITs (FIIs - Fundos Imobiliários), FIAGROs (Fundos da Agroindústria), and FIDCs (Fundos de Direitos Creditórios). These files from B3 hold the oldest available information. The earliest annual file available dates back to 1986. However, it is not recommended to use data prior to 1995 due to the monetary stabilization process in 1994 (Plano Real).

Note that the prices in the files are not adjusted for corporate actions. As a result, only ETF series can be used without issues.

Before using the dataset, it is necessary to download the files using the download_marketdata function and create the datasets with the read_marketdata function.

Examples

if (FALSE) {
# get all data to the year of 2001
meta <- download_marketdata("b3-cotahist-yearly", year = 2001)
read_marketdata(meta)
ds_yearly <- cotahist_get()

# Earliest available annual file: 1986
# Recommended starting point: 1995 (after Plano Real)
}
if (FALSE) {
# To obtain data from January 2, 2014, the earliest available date:
meta <- download_marketdata("b3-cotahist-daily", refdate = as.Date("2014-01-02"))
read_marketdata(meta)
ds_daily <- cotahist_get("daily")
}
if (FALSE) {
# Once you download more dates, the data downloaded before remains stored and you can filter
# any date you want.
meta <- download_marketdata("b3-cotahist-daily", refdate = as.Date("2014-01-03"))
read_marketdata(meta)
df_daily <- cotahist_get("daily") |>
  filter(refdate == "2014-01-03") |>
  collect()
}