A major part of my work as an academic researcher is finding ways to access financial and economic datasets from the internet and make it easier to access them through CRAN/Github packages. I fell that it is important for others, specially those without programming skills, to have the same access.
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/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. If used, please make sure to cite the original source.
All data is distributed in this Dropbox folder and will be updated at least once a year.
How to Support
Many have asked 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).
|R Package||Source of Data||Description|
|GetTDData||Tesouro Nacional||Prices and yields of brazilian sovereign bonds|
|GetDFPData||B3 and CVM||Corporate dataset from DFP, FRE and FCA systems of B3|
|BatchGetSymbols||Yahoo Finance||Daily adjusted and unadjusted prices and trading volumes of stocks|
|GetCVMData||CVM||Corporate datasets from DFP and ITR systems|