Secondary Market
This API discloses bid, ask and indicative rates as well as Unit Prices corresponding to the corporate bonds (debentures) calculated by ANBIMA.
Disclosure: Daily
Time: from 8:00 p.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/debentures/mercado-secundarioAs our API is exclusively used for retrieving information, the GET method must be used for accessing the resources. An example of a real request in Production environment would be:
GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/mercado-secundarioField List:
| Feed Field | Information | Type/Size | Description |
grupo | Type of return | Alphanumeric (50) | Indexer type (text) |
codigo_ativo | Bond code | Alphanumeric (6) | Debenture code (text – CETIP code) |
data_referencia | Reference date | Date | Reference date (yyyy-mm-dd) |
emissor | Issuer | Alphanumeric (100) | Issuer name (text)* |
data_vencimento | Maturity date | Date | Maturity date (yyyy-mm-dd) |
percentual_taxa | Issuance Rate | Alphanumeric (50) | Issuance Rate (text) |
taxa_compra | Bid rate | Float (53) | Buy rate (4 decimal places) |
taxa_venda | Ask rate | Float (53) | Sell rate (4 decimal places) |
taxa_indicativa | Indicative rate | Float (53) | Indicative rate (4 decimal places) |
desvio_padrao | Standard deviation | Float (53) | Sample standard deviation (2 decimal places) |
val_min_intervalo | Lower range | Float (53) | Lower indicative range (2 decimal places) |
val_max_intervalo | Upper range | Float (53) | Upper indicative range (2 decimal places) |
pu | Unit price | Numeric (19) | Unit price (6 decimal places) |
percent_vne | % VNE | Numeric (18) | % VNE (2 decimal places) |
percent_pu_par | Par value | Numeric (19) | Par Value (2 decimal places) |
duration | Duration | Numeric (19) | Duration (business days) (no decimal place) |
percent_reune | % REUNE (Anbima REUNE system) | Alphanumeric (255) | % of business contribution in the indicative rate (2 decimal places) |
referencia_ntnb | NTN-B reference | Date (yyyy-MM-DD) | NTN-B reference |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/mercado-secundario?data=2019-05-02 |
Credit Curves
This API discloses ANBIMA’s credit curves, extracted from debentures priced daily by the Association – reflect zero-coupon spread structures over the sovereign curve for different risk levels.
Disclosure: daily.
Time: from 11 a.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/debentures/curvas-creditoAs our API is exclusively used for retrieving information, the GET method must be used for accessing the resources. An example of a real request in Production environment would be:
GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/curvas-creditoField List:
| Feed Field | Information | Type/Size | Description |
data_referencia | Reference date | Date | Reference date (yyyy-mm-dd) |
vertice_anos | Term (years) | Numeric (6) | Term in years (up to one decimal place) |
aaa | AAA | Numeric (19) | Spread (AAA) (up to 4 decimal places) |
aa | AA | Numeric (19) | Spread (AA) (up to 4 decimal places) |
a | A | Numeric (19) | Spread (A) (up to 4 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | data=YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/curvas-credito?data=2019-05-02 |
IPCA and IGP-M Projections
This API discloses data related to IGP-M and IPCA projections for the current and previous months calculated based on the data gathered from members of ANBIMA’s Macroeconomic Consultee Group.
Disclosure: on the dates of official publication of IGP-M and of its projections by FGV and on the dates of disclosure of IPCA and IPCA-15 by IBGE (Brazilian Institute of Geography and Statistics).
Time: as per schedule.
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/debentures/projecoesAs our API is exclusively used for retrieving information, the GET method must be used for accessing the resources. An example of a real request in Production environment would be:
GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/projecoesField List:
| Feed Field | Information | Type/Size | Description |
indice | Indice | Alphanumeric (50) | Index description |
tipo_projecao | Projection type | Alphanumeric (50) | Projections for the previous month or projections for the current month |
mes_referencia | Reference month | Alphanumeric (7) | mm-yyyy Reference period for the projection |
data_coleta | Collection date | Date | Represents the date of collection of the index (format: yyyy-mm-dd) |
variacao_projetada | Index projected variation | Numeric (19) | Value of the index for the period indicated |
data_validade | Maturity date | Date | Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard |
Parameters:
| Parameter Type | Format | Mandatory | Query examplede consulta |
| Month & Year | MM=01&AAAA=2019 | No | GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/projecoes?MM=01&AAAA=2019 |