BTreeFileReader is a Python library for reading txt files containing all Brazil financial market data. The txt files are available on the B3 S.A. website.
This README contains two main sections, the first dedicated to users and the second dedicated to developers who want to contribute to the project.
Use the package manager pip to install btreefilereader.
pip install btreefilereaderTo read the txt file just need to call the file_reader_txt() funcion, set the path appropriately and filters, where:
path: is the path where your txt files are
stocks: is a list of Brazilian stock codes
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If just one file:
from btreefilereader.core.reader_txt import FileReader df = FileReader.file_reader_txt(path='/path/to/file/file.txt', stocks=['STOCK_ID3', 'STOCK_ID11'])
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If more than one:
from btreefilereader.core.reader_txt import FileReader df = FileReader.file_reader_txt(path='/path/to/file/*', stocks=['STOCK_ID3', 'STOCK_ID11'])
The df object is a concatenated dataframe if there is more than one file to read.
ibrx_jan = ['RRRP3', 'ALOS3', 'ALPA4', 'ABEV3', 'ARZZ3', 'ASAI3', 'AURE3', 'AZUL4', 'B3SA3', 'BBSE3', 'BBDC3', 'BBDC4', 'BRAP4', 'BBAS3', 'BRKM5', 'BRFS3', 'BPAC11', 'CRFB3', 'BHIA3', 'CCRO3', 'CMIG4', 'CIEL3', 'COGN3', 'CSMG3', 'CPLE6', 'CSAN3', 'CPFE3', 'CMIN3', 'CVCB3', 'CYRE3', 'DXCO3', 'DIRR3', 'ECOR3', 'ELET3', 'ELET6', 'EMBR3', 'ENGI11', 'ENEV3', 'EGIE3', 'EQTL3', 'EZTC3', 'FLRY3', 'GGBR4', 'GOAU4', 'GOLL4', 'GMAT3', 'NTCO3', 'SOMA3', 'HAPV3', 'HYPE3', 'IGTI11', 'IRBR3', 'ITSA4', 'ITUB4', 'JBSS3', 'KLBN11', 'RENT3', 'LREN3', 'LWSA3', 'MDIA3', 'MGLU3', 'POMO4', 'MRFG3', 'BEEF3', 'MOVI3', 'MRVE3', 'MULT3', 'PCAR3', 'PETR3', 'PETR4', 'RECV3', 'PRIO3', 'PETZ3', 'PSSA3', 'RADL3', 'RAIZ4', 'RDOR3', 'RAIL3', 'SBSP3', 'SANB11', 'STBP3', 'SMTO3', 'CSNA3', 'SLCE3', 'SMFT3', 'SUZB3', 'TAEE11', 'VIVT3', 'TEND3', 'TIMS3', 'TOTS3', 'TRPL4', 'UGPA3', 'USIM5', 'VALE3', 'VAMO3', 'VBBR3', 'VIVA3', 'WEGE3', 'YDUQ3']
trading_date bdi_id stock_id market_type company ... price_or_amount price_or_amount_corr_ind maturity_date stock_quotation price_or_amount_points
2 2022-01-03 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
3 2022-01-03 Standard Lot STOCK_ID11 10 STOCKCOMP ... 0.0 None NaT 1 0.0
2354 2022-01-19 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
2355 2022-01-19 Standard Lot STOCK_ID11 10 STOCKCOMP ... 0.0 None NaT 1 0.0
2422 2022-02-21 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
... ... ... ... ... ... ... ... ... ... ... ...
226531 2019-12-20 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
227529 2019-12-23 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
228591 2019-12-26 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
229612 2019-12-27 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
230830 2019-12-30 Standard Lot STOCK_ID3 10 STOCK S/A ... 0.0 None NaT 1 0.0
[601 rows x 23 columns]