Package index • rb3

rb3 Package

Package overview and core functionality

rb3 rb3-package: Access and Process B3 Data

rb3_bootstrap(): Initialize the rb3 package cache folders

rb3.cachedir: rb3.cachedir Option

rb3_db_connection(): Returns a DuckDB Database Connection for the RB3 Package

Marketdata Access

Functions for downloading and reading market data from B3

fetch_marketdata(): Fetch and process market data

download_marketdata(): Download Raw Market Data Files from B3

read_marketdata(): Read and parse raw market data files downloaded from the B3 website.

list_templates(): List Available Templates

template_retrieve(): Retrieve a template by its name

template_dataset(): Access a Dataset for a Template

template_meta_load(): Load Metadata for a Template Download

Equity Data (COTAHIST files)

Functions to access and filter equity historical data (COTAHIST files)

cotahist_filter_equity() cotahist_filter_etf() cotahist_filter_bdr() cotahist_filter_unit() cotahist_filter_fii() cotahist_filter_fidc() cotahist_filter_fiagro() cotahist_filter_index() cotahist_filter_equity_options() cotahist_filter_index_options() cotahist_filter_fund_options(): Filtering data from COTAHIST datasets

cotahist_get(): Access COTAHIST datasets

cotahist_options_by_symbols_get() yc_brl_with_futures_get() yc_usd_with_futures_get() yc_ipca_with_futures_get(): Enhanced Dataset Creation

B3 Indexes Data

Functions to access and filter B3 indexes composition, weights and historical data

indexes_current_portfolio_get() indexes_theoretical_portfolio_get(): Retrieve Portfolio of B3 Indexes

indexes_composition_get(): Retrieve Composition of B3 Indexes

indexes_get(): Get B3 indexes available

indexes_historical_data_get(): Get historical data from B3 indexes

Yield Curves Data

Functions to access yield curve data

cotahist_options_by_symbols_get() yc_brl_with_futures_get() yc_usd_with_futures_get() yc_ipca_with_futures_get(): Enhanced Dataset Creation

yc_get() yc_brl_get() yc_ipca_get() yc_usd_get(): Retrieve Yield Curve Data

Futures Data

Functions for accessing and working with futures data

futures_get(): Retrieves B3 Futures Settlement Prices

Utilities

Helper functions for working with rb3 data

cotahist_options_by_symbols_get() yc_brl_with_futures_get() yc_usd_with_futures_get() yc_ipca_with_futures_get(): Enhanced Dataset Creation

maturity2date(): Convert Maturity Code to Date

code2month(): Convert Maturity Code to Corresponding Month