Fixed Income Negotiations

Follow on a daily basis the historical series of transaction volume of fixed income assets. Have at hands the right API to manager a big volume of data.
GET
/fixed-income/cdb/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp": "2021-09-28",
      "asset": "CDB016KEF19",
      "transactions": 1,
      "quantity": 1887,
      "maturity_date": "2021-11-04",
      "min_price": 1.60745,
      "mean_price": 1.60745,
      "max_price": 1.60745,
      "price_volume": 3033.25,
      "settlement": "D0"
    },
    {
      "timestamp": "2021-09-28",
      "asset": "CDB016L3BZO",
      "transactions": 2,
      "quantity": 4,
      "maturity_date": "2021-10-18",
      "min_price": 1919.1,
      "mean_price": 1931.5526915,
      "max_price": 1944.005383,
      "price_volume": 7726.21,
      "settlement": "D0"
    },
    {
      "timestamp": "2021-09-28",
      "asset": "CDB016MCUVO",
      "transactions": 1,
      "quantity": 1,
      "maturity_date": "2021-11-05",
      "min_price": 1386.667539,
      "mean_price": 1386.667539,
      "max_price": 1386.667539,
      "price_volume": 1386.66,
      "settlement": "D0"
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/cra/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp" : "2017-01-02",
      "asset" : "CRA01400012",
      "transactions" : 3,
      "quantity" : 3,
      "maturity_date" : "2024-06-24",
      "min_price" : 647096.795,
      "mean_price" : 647373.256666,
      "max_price" : 647926.18,
      "curve_value" : 500000.0,
      "price_volume" : 1942119.76
    }
{
      "timestamp" : "2017-01-02",
      "asset" : "CRA0150000I",
      "transactions" : 5,
      "quantity" : 738,
      "maturity_date" : "2017-12-26",
      "min_price" : 822.689462,
      "mean_price" : 823.098033,
      "max_price" : 827.576292,
      "curve_value" : 800.0,
      "price_volume" : 607446.33
    },
{
      "timestamp" : "2017-01-02",
      "asset" : "CRA0150000K",
      "transactions" : 2,
      "quantity" : 232,
      "maturity_date" : "2018-09-29",
      "min_price" : 1067.108654,
      "mean_price" : 1067.108654,
      "max_price" : 1067.10865451,
      "curve_value" : 1000.0,
      "price_volume" : 247569.2
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/cri/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp" : "2017-01-02",
      "asset" : "13D0463615 - GAIA SECURITIZADORA S/A",
      "transactions" : 2,
      "quantity" : 10,
      "maturity_date" : "2023-07-14",
      "min_price" : 858263.052757,
      "mean_price" : 858413.301378,
      "max_price" : 858563.55,
      "curve_value" : 851093.41,
      "price_volume" : 8584133.01
    }
{
      "timestamp" : "2017-01-02",
      "asset" : "15I0011480 - RB CAPITAL COMP DE SECURITIZACAO",
      "transactions" : 3,
      "quantity" : 8,
      "maturity_date" : "2025-09-17",
      "min_price" : 1045.507197,
      "mean_price" : 1045.507197,
      "max_price" : 1045.507197,
      "curve_value" : 1000.0,
      "price_volume" : 8364.04
    },
{
      "timestamp" : "2017-01-02",
      "asset" : "16E0694542 - REIT SEC DE RECEBIVEIS IMOBILIARIOS SA",
      "transactions" : 1,
      "quantity" : 6,
      "maturity_date" : "2024-05-15",
      "min_price" : 346982.385933,
      "mean_price" : 346982.385933,
      "max_price" : 346982.3859333,
      "curve_value" : 346982.3859333,
      "price_volume" : 2081894.31
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/debentures/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp": "2021-10-20",
      "asset": "BRST11",
      "transactions": 5,
      "quantity": 5014,
      "min_price": 1053.536658,
      "mean_price": 1053.58124512,
      "max_price": 1069.505219,
      "price_volume": 5282656.34,
      "settlement": "D1",
      "company": "BRISANET SERVICOS DE TELECOMUNICACOES SA"
    },
    {
      "timestamp": "2021-10-20",
      "asset": "BRST11",
      "transactions": 45,
      "quantity": 15098,
      "min_price": 1052.080608,
      "mean_price": 1056.46045096,
      "max_price": 1077.680777,
      "price_volume": 15950439.7,
      "settlement": "D0",
      "company": "BRISANET SERVICOS DE TELECOMUNICACOES SA"
    },
    {
      "timestamp": "2021-10-20",
      "asset": "BSA325",
      "transactions": 2,
      "quantity": 48820,
      "min_price": 1024.368543,
      "mean_price": 1024.368543,
      "max_price": 1024.368543,
      "price_volume": 50009672.26,
      "settlement": "D0",
      "company": "B3 SA - BRASIL BOLSA BALCAO"
    },
    {
      "timestamp": "2021-10-20",
      "asset": "BTOW15",
      "transactions": 2,
      "quantity": 40,
      "min_price": 1147.706402,
      "mean_price": 1147.706402,
      "max_price": 1147.706402,
      "price_volume": 45908.24,
      "settlement": "D0",
      "company": "B2W - COMPANHIA DIGITAL"
    },
    {
      "timestamp": "2021-10-20",
      "asset": "BTOW15",
      "transactions": 26,
      "quantity": 658,
      "min_price": 1171.434138,
      "mean_price": 1192.647069,
      "max_price": 1213.86,
      "price_volume": 784761.72,
      "settlement": "D1",
      "company": "B2W - COMPANHIA DIGITAL"
    }
  ]
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/lc/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp" : "2018-01-02",
      "asset" : "LC0015005LP",
      "transactions" : "",
      "quantity" : "27",
      "min_price" : 1537.17755,
      "mean_price" : 1537.17755,
      "max_price" : 1537.17755,
      "price_volume" : 41503.79,
      "settlement" : "D0"
    }
{
      "timestamp" : "2018-01-02",
      "asset" : "LC0015009QV",
      "transactions" : "",
      "quantity" : "4",
      "min_price" : 1457.484648,
      "mean_price" : 1458.984648,
      "max_price" : 1460.484648,
      "price_volume" : 5835.92,
      "settlement" : "D0"
    },
{
      "timestamp" : "2018-01-02",
      "asset" : "LC001500A0O",
      "transactions" : "",
      "quantity" : "40",
      "min_price" : 1444.694015,
      "mean_price" : 1444.844015,
      "max_price" : 1444.994015,
      "price_volume" : 57793.76,
      "settlement" : "D0"
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/lca/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp" : "2021-07-21",
      "asset" : "19A00613946",
      "transactions" : 1,
      "quantity" : 27,
      "maturity_date" : "2022-01-14",
      "min_price" : 1070.62675854,
      "mean_price" : 1070.62675854,
      "max_price" : 1070.62675854,
      "price_volume" : 28906.92
    }
{
      "timestamp" : "2021-07-21",
      "asset" : "19B00168132",
      "transactions" : 1,
      "quantity" : 10,
      "maturity_date" : "2022-02-14",
      "min_price" : 1079.670393,
      "mean_price" : 1079.670393,
      "max_price" : 1079.670393,
      "price_volume" : 10796.7
    },
{
      "timestamp" : "2021-07-21",
      "asset" : "19B00277789",
      "transactions" : 1,
      "quantity" : 4,
      "maturity_date" : "2022-02-25",
      "min_price" : 1063.62307604,
      "mean_price" : 1063.62307604,
      "max_price" : 1063.62307604,
      "price_volume" : 4254.49
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/lci/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp" : "2021-07-21",
      "asset" : "17H00039979",
      "transactions" : 2,
      "quantity" : 17,
      "maturity_date" : "2021-08-27",
      "min_price" : 1217.775371,
      "mean_price" : 1217.775371,
      "max_price" : 1217.775371,
      "price_volume" : 20702.17
    }
{
      "timestamp" : "2021-07-21",
      "asset" : "17I00166113",
      "transactions" : 4,
      "quantity" : 759815,
      "maturity_date" : "2021-09-27",
      "min_price" : 0.01335934,
      "mean_price" : 0.01356587,
      "max_price" : 0.01377252,
      "price_volume" : 10307.53
    },
{
      "timestamp" : "2021-07-21",
      "asset" : "17J00017494",
      "transactions" : 2,
      "quantity" : 171848,
      "maturity_date" : "2022-10-04",
      "min_price" : 0.0124184,
      "mean_price" : 0.01304553,
      "max_price" : 0.0139184,
      "price_volume" : 2241.84
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/lf/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "timestamp" : "2017-01-02",
      "asset" : "LF0013005K2",
      "transactions" : 1,
      "quantity" : 2,
      "min_price" : 251558.964277,
      "mean_price" : 251558.964277,
      "max_price" : 251558.96427741,
      "price_volume" : 503117.92,
      "settlement" : "D0"
    }
{
      "timestamp" : "2017-01-02",
      "asset" : "LF0014001WS",
      "transactions" : 2,
      "quantity" : 4,
      "min_price" : 237728.35,
      "mean_price" : 237728.35,
      "max_price" : 237728.35,
      "price_volume" : 950913.4,
      "settlement" : "D0"
    },
{
      "timestamp" : "2017-01-02",
      "asset" : "LF00140089L",
      "transactions" : 2,
      "quantity" : 6,
      "min_price" : 677929.741618,
      "mean_price" : 677944.591256,
      "max_price" : 677959.440895,
      "price_volume" : 4067667.54,
      "settlement" : "D0"
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}
GET
/fixed-income/treasure/eod

Query Parameters

Attribute
Description
Default
assets
List of assets. Comma separated.
Optional.
from
First date.
Format: YYYY-MM-DD
30 days before "to"
to
Ending date.
Format: YYYY-MM-DD
Current date
order
Order by ascending as asc or descending as desc.
desc
OBS 1
This is a paginated endpoint. Refer to pagination documentation for more details in how to use.

Response


{
  "data": [
    {
      "transaction_date": "2021-08-03",
      "transaction_type": "sell",
      "asset": "NTN-B",
      "asset_code": "760199",
      "settlement_date": "2021-08-04",
      "maturity_date": "2040-08-15",
      "turn": 2,
      "offer": 50000,
      "mean_rate": 4.4775,
      "cutoff_rate": 4.4775,
      "quantity": 6233,
      "price_volume": 27.3
    },
{
      "transaction_date": "2021-07-29",
      "transaction_type": "sell",
      "asset": "LTN",
      "asset_code": "100000",
      "settlement_date": "2021-07-30",
      "maturity_date": "2022-04-01",
      "turn": 1,
      "offer": 2000000,
      "mean_rate": 6.8899,
      "cutoff_rate": 6.8931,
      "quantity": 2000000,
      "price_volume": 1913
    },
{
      "transaction_date": "2021-07-29",
      "transaction_type": "sell",
      "asset": "LTN",
      "asset_code": "100000",
      "settlement_date": "2021-07-30",
      "maturity_date": "2022-04-01",
      "turn": 2,
      "offer": 2000000,
      "mean_rate": 6.8899,
      "cutoff_rate": 6.8931,
      "quantity": 0,
      "price_volume": 0.0
    }
  ],
  "pagination": {
    "current": 1,
    "items": 1866,
    "pages": 38
  }
}