A major part of my work as an academic researcher is finding ways to access and organize financial and economic datasets, and creating CRAN/Github R packages for everyone to use. However, I fell that it is equaly important to share this data, specially with those without programming skills.
In this section I’ll provide a download link for the full datasets I used for research or class material. All files represent the whole database, iterating by available time periods and cases. For example, in
GetTDDAta_FullData_YYYY-MM-DD.csv you’ll find all available data for brazilian bonds, imported at a certain date. These files are raw and come with no warranty. Be aware that you’ll probably need to clean it up before any good use. As such, please make sure to cite the original source for reproducibility.
All data is distributed using the Harvard Dataverse Project, in my personal library. The Dataverse platform is stable, provides data persistency and the automatic generation of citation content. You can even use the dataverse package for reading the files from an R session.
All hosted data will be updated at least once a year. Sign up for the the subscribe form in order to receive an update when the data is renewed.
|R Package||Source of Data||Description||Direct Link|
|GetTDData||Tesouro Nacional||Prices and yields of brazilian sovereign bonds||Link|
|GetFREData||CVM||Corporate dataset from FRE systems||Link|
|BatchGetSymbols||Yahoo Finance||Daily adjusted and unadjusted prices and trading volumes of stocks||Link|
|GetDFPData2||CVM||Annual Financial Reports from DFP system||Link|
|GetDFPData2||CVM||Quarterly Financial Reports from ITR System||Link soon|
How to Support
I often get asked about how to support the release of the parsed data files. First, buying one of my books and donating a copy to your local library is a great way of contributing. Alternatively, you can make a single or continuous donation to project GetDFPData using Paypal (instructions at link).