New R package: GetCVMData

2020-07-18: Package GetCVMData is now renamed GetDFPData2. See this post for details.. Package GetCVMData is an alternative to GetDFPData. Both have the same objective: fetch corporate data of Brazilian companies trading at B3, but diverge in their source. While GetDFPData imports data directly from the DFP and FRE systems, GetCVMData uses the CVM ftp site for grabbing compiled .csv files. When doing large scale importations, GetDFPData fells sluggish due to the parsing of large xml files. As an example, building the dataset available in my data page takes around six hours of execution using 10 cores of my home computer.