Downloads and caches financial market datasets from B3 (Brazilian Stock Exchange) based on predefined templates. Handles file downloading and caching.
Value
Returns a meta object containing the downloaded file's metadata:
template - Name of the template used
download_checksum - Unique hash code for the download
download_args - Arguments used for the download
downloaded - Path to the downloaded file
created - Timestamp of file creation
is_downloaded - Whether the file was successfully downloaded
is_processed - Whether the file was successfully processed
is_valid - Whether the file is valid
The meta object can be interpreted as a ticket for the download process.
It contains all the necessary information to identify the data, if it has been
downloaded, if it has been processed, and ince it is processed,
if the downloaded file is valid.
Details
The function follows this workflow:
Checks if requested data exists in cache
Downloads data if needed (based on template specifications)
Manages file compression and storage
Maintains metadata for tracking and verification
Files are organized in the rb3.cachedir as follows:
Data: Gzipped files in 'raw/' directory, named by file's checksum
Templates are YAML documents that define:
Download parameters and methods
Data reading instructions
Dataset structure (columns, types)
Templates can be found using list_templates() and retrieved with template_retrieve().
See also
template_meta_create_or_loadfor creating a metadata objectlist_templatesfor listing available data templatestemplate_retrievefor retrieving specific template details
Examples
if (FALSE) { # \dontrun{
# Create metadata for daily market data
meta <- template_meta_create_or_load("b3-cotahist-daily",
refdate = as.Date("2024-04-05")
)
# Download using the metadata
meta <- download_marketdata(meta)
# For reference rates
meta <- template_meta_create_or_load("b3-reference-rates",
refdate = as.Date("2024-04-05"),
curve_name = "PRE"
)
# Download using the metadata
meta <- download_marketdata(meta)
} # }