IDA Theoretical Portfolio
This API discloses data referred to the composition of the monthly theoretical portfolios of the IDA family indices.
Disclosure: monthly, on the 2nd business day.
Time: from 11 a.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/indices/carteira-teorica-idaAs 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/indices/carteira-teorica-idaField List:
| Feed Field | Information | Type/Size | Description |
indice | Index | Alphanumeric (50) | Index name (text) |
data_inicio | Start date | Date | Term start date (yyyy-mm-dd) |
data_fim | End date | Date | Term end date (yyyy-mm-dd) |
codigo_titulo | Bond code | Alphanumeric (6) | Debenture code (text) |
emissor | Issuer | Alphanumeric (50) | Issuer name (text) |
codigo_isin_titulo | ISIN code | Alphanumeric (12) | ISIN code (text) |
data_vencimento | Maturity date | Date | Maturity date (yyyy-mm-dd) |
indexador | Type of return | Alphanumeric (25) | Type of return (text) |
quantidade | Amount Outstanding | Numeric (19) | Amount Outstanding (0 decimal place) |
pu | Unit Price | Numeric (19) | Quantity used (0 decimal place) |
peso | Weight | Numeric (19) | Percentage in portfolio (2 decimal places) |
peso_emissor | Issuer weight | Numeric (19) | Issuer percentage in portfolio (2 decimal places) |
quantidade_teorica | Theoretical amount | Numeric (19) | Theoretical amount (8 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Month & Year | mes=01&ano=2019 | No | GET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ida?mes=01&ano=2019 |
IDA Results
This API discloses results of the IDA family indices.
Disclosure: daily.
Time: from 11 a.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/indices/resultados-ida-fechadoAs 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/indices/resultados-ida-fechadoField List:
| Feed Field | Information | Type/Size | Description |
indice | Index | Alfanumérico (30) | Index name (text) |
data_referencia | Reference date | Date | Reference date (yyyy-mm-dd) |
numero_indice | Index number | Numérico (19) | Index number (6 decimal places) |
variacao_diaria | 1 Day (%) | Numérico (19) | Daily % variation (4 decimal places) |
variacao_mensal | Month-to-Date (%) | Numérico (19) | Monthly % variation (4 decimal places) |
variacao_anual | Year-to-Date (%) | Numérico (19) | Current year’s % variation (4 decimal places) |
variacao_ult12m | 12-Months (%) | Numérico (19) | % variation in the last 12 months (4 decimal places) |
variacao_ult24m | 24-Months (%) | Numérico (19) | % variation in the last 24 months (4 decimal places) |
peso | Weight | Numérico (19) | Index weight in General-IDA (2 decimal places) |
valor_mercado | Portfolio at Market Value | Numérico (19) | Index portfolio market value (2 decimal places) |
duration | Duration | Numérico (19) | Duration of component (business days) (0 decimal place) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | data=YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/indices-mais/resultados-ida?data=2017-06-01 |
IHFA Theoretical Portfolio
This API discloses data referred to the compositions of quarterly theoretical portfolios of IHFA.
Disclosure: 4th business day of January/April/July/October.
Time: from 5 p.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/indices/carteira-teorica-ihfa.As 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/indices/carteira-teorica-ihfaField List:
| Feed Field | Information | Type/Size | Description |
data_fim_trimestre_anterior | Previous quarter end date | Date | Last day of the previous portfolio term (yyyy-mm-dd) |
data_inicio | Start date | Date | Start date of portfolio term (yyyy-mm-dd) |
data_fim | End date | Date | End date of portfolio term (yyyy-mm-dd) |
nome_fundo | Fund name | Alphanumeric (150) | Fund name (text) |
cnpj_fundo | Fund CNPJ | Alphanumeric (18) | CNPJ (Corporate Taxpayer’s ID) of the fund (text) |
quantidade_teorica | Theoretical amount | Numeric (19) | Theoretical quantity of component (4 decimal places) |
valor_quota | Quota | Numeric (19) | Quota value on rebalancing date (6 decimal places) |
valor_patrimonio_liquido | NAV | Numeric (19) | Fund equity on rebalancing date (2 decimal places) |
peso | Weight | Numeric (19) | Fund % in portfolio (2 decimal places) |
Parameters:
| Tipo parâmetro | Parameter Type | Format | Mandatory |
| Month & Year | mes=01&ano=2019 | No | GET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ihfa?mes=01&ano=2019 |
IHFA Results
This API discloses results of IHFA.
Disclosure: daily.
Time: from 11 a.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/indices/resultados-ihfa-fechadoAs 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/indices/resultados-ihfa-fechadoField List:
| Feed Field | Information | Type/Size | Description |
data_referencia | Reference date | Date | Reference date (yyyy-mm-dd) |
numero_indice | Index number | Numeric (19) | Index number (2 decimal places) |
variacao_diaria | 1 Day (%) | Numeric (19) | Daily % variation (4 decimal places) |
variacao_mensal | Month-to-Date (%) | Numeric (19) | Monthly % variation (4 decimal places) |
variacao_anual | Year-to-Date (%) | Numeric (19) | Current year’s % variation (4 decimal places) |
variacao_ult12m | 12-Months (%) | Numeric (19) | % variation in the last 12 months (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/indices/resultados-ihfa?data=2019-05-01 |
IDkA Results
This API discloses daily results of the IDkA family indices.
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/indices/resultados-idka.As 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/indices/resultados-idkaField List:
| Feed Field | Information | Type/Size | Description |
data_referencia | Reference date | Date | Reference date (yyyy-mm-dd) |
numero_indice | Index number | Numeric (19) | Index number (2 decimal places) |
variacao_diaria | 1 Day (%) | Numeric (19) | Daily % variation (4 decimal places) |
variacao_mensal | Month-to-Date (%) | Numeric (19) | Monthly % variation (4 decimal places) |
variacao_anual | Year-to-Date (%) | Numeric (19) | Current year’s % variation (4 decimal places) |
variacao_ult12m | 12-Months (%) | Numeric (19) | % variation in the last 12 months (4 decimal places) |
volatilidade | Volatility | Numeric (19) | Volatility (% p.a.) (4 decimal places) |
tx_compra | Bid rate | Numeric (19) | Calculation input (Bid (D-1)) (4 decimal places) |
tx_venda | Ask rate | Numeric (19) | Calculation input (Ask (D-0)) (4 decimal places) |
nome | Name | Alphanumeric (255) | Index name (text) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | data=YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/indices/resultados-idka?data=2019-05-01 |
IMA Theoretical Portfolio
This API discloses data related to the theoretical portfolio of the IMA family indexes.
Disclosure: 1st business day and day 15 or next business day.
Time: from 8:00 p.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/indices/carteira-teorica-imaAs 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/indices/carteira-teorica-imaField List:
| Feed Field | Information | Type/Size | Description |
indice | Index name | Alphanumeric (50) | Index name (text) |
data_inicio | Start date | Date | Term start date (yyyy-mm-dd) |
data_fim | End date | Date | Term end date (yyyy-mm-dd) |
tipo_titulo | Bond_type | Alphanumeric (50) | Bond name (text) |
codigo_selic_titulo | Bond Selic code | Alphanumeric (6) | Selic code of bond (text) |
data_vencimento | Maturity date | Date | Maturity date of bond (yyyy-mm-dd) |
codigo_isin | Bond ISIN code | Alphanumeric (50) | ISIN code of bond (text) |
quantidade_indice | Amount outstanding | Numeric (19) | Quantity of bonds of component allocated in portfolio (up to 3 decimal places) |
pu | Unit Price | Numeric (19) | Bond unit price on rebalancing (up to 6 decimal places) |
peso_indice | Index weight | Numeric (19) | Component weight in the index on rebalancing (up to 16 decimal places) |
quantidade_teorica | Theoretical amount | Numeric (19) | Theoretical amount of component in the index (16 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Month & Year | mes=01&ano=2019 | No | GET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ima?mes=01&ano=2019 |
IMA Results
This API discloses results of the IMA family indices.
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/indices/resultados-imaAs 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/indices/resultados-imaField List:
| Feed Field | Information | Type/Size | Description |
indice | Index | Alphanumeric (50) | Index name (text) |
data_referencia | Reference date | Date | Reference date (yyyy-mm-dd) |
numero_indice | Index number | Numeric (19) | Index number (6 decimal places) |
variacao_diaria | 1 Day (%) | Numeric (19) | Daily % variation (up to 16 decimal places) |
variacao_mensal | Month-to-Date (%) | Numeric (19) | Monthly % variation (up to 16 decimal places) |
variacao_anual | Year-to-Date (%) | Numeric (19) | Current year’s % variation (up to 16 decimal places) |
variacao_ult12m | 12-Months (%) | Numeric (19) | % variation in the last 12 months (up to 16 decimal places) |
variacao_ult24m | 24-Months (%) | Numeric (19) | % variation in the last 24 months (up to 16 decimal places) |
duration | Duration | Numeric (20) | Index duration (up to 16 decimal places) |
peso_indice | Index weight | Numeric (19) | Weight in IMA-General (up to 16 decimal places) |
quantidade_titulos | Amount outstanding | Numeric (19) | Quantity of bonds in the index (up to 3 decimal places) |
valor_mercado | Portfolio at Market value | Numeric (19) | Portfolio at market value (6 decimal places) |
pmr | Average renegotiation term | Numeric (20) | Average term for renegotiation of index portfolio on consecutive days (up to 16 decimal places) |
convexidade | Convexity | Numeric (19) | Convexity (16 decimal places) |
yield | Yield | Numeric (19) | Yield (16 decimal places) |
redemption_yield | Redemption yield | Numeric (19) | Redemption yield (16 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/indices/resultados-ima?data=2019-05-01 |
IMA Intraday Results
This API discloses intraday results (12h) of IRF-M, IMA-B and respective sub-indexes.
Disclosure: daily.
Time: from 2 p.m. (Brasilia time)
To access it, the following URI must be used:
https://[environment]/feed/precos-indices/v1/indices/resultados-intradiarios-imaAs 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/indices/resultados-intradiarios-imaField List:
| Feed Field | Information | Type/Size | Description |
indice | Index | Alphanumeric (50) | Index name (text) |
data_referencia | Reference date | Date | Reference date (yyyy-mm-dd) |
indice_intradiario | Intraday index number | Numeric (19) | Index number (6 decimal places) |
variacao_intradiaria | Intraday 1 Day (%) | Numeric (20) | Daily % variation (up to 16 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/indices/resultados-intradiarios-ima?data=2019-01-05 |