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Retrieves B3 Futures Settlement Prices

Source: R/scraper-futures.R
futures_get.Rd

This function fetches settlement price data for B3 futures contracts. This function retrieves futures settlement prices from the B3 dataset, adding a symbol column that combines commodity and maturity_code.

Usage

futures_get()

Source

B3 Daily Market Bulletin, table "Consolidated trades of the session" (Derivatives). B3 discontinued the former "Ajustes do pregão" page in December 2025. The bulletin keeps roughly the last 21 sessions; use the b3-bvbg-086 template for older data.

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().

The returned data includes the following columns:

  • refdate: Reference date for the prices.

  • symbol: Futures contract symbol, created by concatenating the commodity code and the maturity code.

  • commodity: Commodity code of the futures contract.

  • maturity_code: Maturity code of the futures contract.

  • previous_price: Closing price from the previous trading day.

  • price: Current price of the futures contract.

  • price_change: Price variation compared to the previous day.

  • settlement_value: Settlement value of the futures contract.

Examples

if (FALSE) { # \dontrun{
df_fut <- futures_get() |> filter(refdate == Sys.Date()) |> collect()
head(df_fut)
} # }