----eval=TRUE-----------------------------------------------------------------------------------------------------------------------------

options(rb3.cachedir = tempdir())
devtools::load_all(“.”)
library(tidyverse)
library(bizdays)

Download yield curve data for specific dates

fetch_marketdata(“b3-reference-rates”,
refdate = preceding(“2024-01-31”, “Brazil/B3”),
curve_name = “PRE”
)

Download yearly COTAHIST files

fetch_marketdata(“b3-cotahist-yearly”, year = 2023)

Download futures data

fetch_marketdata(“b3-futures-settlement-prices”, refdate = preceding(“2024-01-31”, “Brazil/B3”))

ch <- cotahist_get(“yearly”)

Filter for stocks

eq <- ch |>
filter(year(refdate) == 2023) |>
cotahist_filter_equity() |>
collect()

Get top 10 most traded stocks

symbols <- eq |>
group_by(symbol) |>
summarise(volume = sum(volume)) |>
arrange(desc(volume)) |>
head(10) |>
collect() |>
pull(symbol)

Get Brazilian nominal yield curve (PRE)

yc_data <- yc_brl_get() |>
filter(refdate == “2024-01-31”) |>
collect()

Get futures settlement prices

futures_data <- futures_get() |>
filter(commodity == “DI1”) |>
collect()

save datasets: ch, eq, symbols, yc_data, futures_data to file README.RData

save(
eq,
yc_data,
futures_data,
file = “README.RData”
)