IMA to ETFs

Forward-looking Index Constituents

This API discloses data referring to the monthly forward-looking indexes constituents.

Disclosure: according to the licensed index.
– For IRF-M P2: penultimate business day of all months.
– For IMA-B, IMA-B 5+, IMA-B 5 P2: two business days prior to the 15^th day of all months.

Time: from 11 a.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v2/ima-etf/previa-carteira-teorica

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/v2/ima-etf/previa-carteira-teorica

Field List:

Feed Field	Information	Type/Size	Description
indice	Index name	Alphanumeric (50)	Index name (text)
data_divulgacao_carteira_teorica	Disclosure date of theoretical portfolio	Date (YYYY-MM-DD)	Date of next rebalancing
data_inicio_proxima	Start date of the next theoretical portfolio	Date (YYYY-MM-DD)	Start date of the next theoretical portfolio
data_fim_proxima	End date of the next theoretical portfolio	Date (YYYY-MM-DD)	End date of the next theoretical portfolio
tipo_titulo	Bond type	Alphanumeric (50)	Type of financial instrument
codigo_selic_titulo	Bond Selic code	Alphanumeric (6)	Selic code of bond (text)
data_vencimento	Maturity date	Date (YYYY-MM-DD)	Maturity date
codigo_isin	ISIN code	Alphanumeric (20)	ISIN code (International Securities Identification Number code) of the bond
quantidade_carteira_atual	Current portfolio amount	Numeric (19)	Amount of current portfolio
quantidade_proxima_carteira	Next portfolio amount	Numeric (19)	Previous portfolio amount
evento	Action	Alphanumeric (50)	Type of event planned
data	Action date	Date (YYYY-MM-DD)	Event type date

Parameters:

Parameter Type	Format	Mandatory	Query example
Year & month	ano=YYYY&mes=MM	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/previa-carteira-teorica?ano=2019&mes=01
Indice	etf=INDICE	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/previa-carteira-teorica?etf=IMA_B5_MAIS&etf= IRF_M_P2

Theoretical Portfolio

This API discloses data referring to the theoretical portfolios of the licensed index.

Disclosure: Disclosure: according to the licensed index.
– For IRF-M P2: first business day of all months.
– For IMA-B, IMA-B 5+, IMA-B 5 P2: 15^th day of all months.

Time: from 8:00 p.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v2/ima-etf/carteira-teorica

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/v2/ima-etf/carteira-teorica

Field List:

Feed Field	Information	Type/Size	Description
indice	Index name	Alphanumeric (50)	Index name (text)
data_inicio	Start date	Date (YYYY-MM-DD)	Term start date
data_fim	End date	Date (YYYY-MM-DD)	Term end date
tipo_titulo	Bond type	Alphanumeric (50)	Type of financial instrument
codigo_selic_titulo	Bond Selic code	Alphanumeric (6)	Selic code of bond (text)
data_vencimento	Maturity date	Date (YYYY-MM-DD)	Maturity date
codigo_isin	ISIN code	Alphanumeric (50)	ISIN code (International Securities Identification Number code) of the bond
pu	Unit Price	Numeric (19)	Bond unit price (6 decimal places)
quantidade_indice	Index amount	Numeric (19)	Amount of bonds (3 decimal places)
quantidade_teorica	Theoretical amount	Numeric (19)	Theoretical amount (16 decimal places)
peso_indice	Weight	Numeric (19)	Weight in the index (16 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Year & month	ano=YYYY&mes=MM	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/carteira-teorica?ano=2019&mes=01
Indice	etf=INDICE	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/carteira-teorica?etf=IMA_B5_MAIS&etf= IRF_M_P2

Daily Result

This API discloses daily values (results) of the licensed index.

Disclosure: daily.

Time: from 8:00 p.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v2/ima-etf/resultado-diario

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/v2/ima-etf/resultado-diario

Field List:

Feed Field	Information	Type/Size	Description
indice	Index name	Alphanumeric (50)	Index name (text)
data_referencia	Reference date	Date (YYYY-MM-DD)	Reference date
valor_indice	Index value	Numeric (19)	Value (number) of the index (6 decimal places)
carteira_mercado	Portfolio at market value	Numeric (19)	Index portfolio market value (6 decimal places)
duration	Duration	Numeric (19)	Index duration value (business days) (11 decimal places)
numero_componentes	Number of components	Integer (10)	Quantity of index components
convexidade	Convexity	Numeric (19)	Convexity of indices (4 decimal places)
prazo_medio_repactuacao	Average renegotiation term	Integer (10)	Index PMR (integer – 0 decimal place)
yield	Yield	Numeric (19)	Index yield value (4 decimal places)
redemption_yield	Redemption yield	Numeric (19)	Value of the index redemption yield (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/v2/ima-etf/resultado-diario?data=2019-01-01
Indice	etf=INDICE	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/resultado-diario?etf=IRF_M_P2

Daily Composition

This API discloses daily data of the licensed index components.

Disclosure: daily.

Time: from 8:00 p.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v2/ima-etf/composicao-diaria

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/v2/ima-etf/composicao-diaria

Field List:

Feed Field	Information	Type/Size	Description
data_referencia	Reference date	Date (YYYY-MM-DD)	Reference date
indice	Index name	Alphanumeric (50)	Index name (text)
tipo_titulo	Bond type	Alphanumeric (50)	Type of financial instrument
codigo_selic_titulo	Bond Selic code	Alphanumeric (6)	Selic code of bond
data_vencimento	Maturity date	Date (YYYY-MM-DD)	Maturity date
codigo_isin	ISIN code	Alphanumeric (12)	ISIN code (International Securities Identification Number code) of the bond
taxa_indicativa	Indicative rate	Numeric (19)	Bond indicative rate (up to 4 decimal places)
pu_indicativo	Indicative price	Numeric (19)	Indicative unit price of bond (up to 6 decimal places)
pu_resgate	Redemption price	Numeric (19)	Bond redemption unit price (up to 6 decimal places)
pu_juros	coupon price	Numeric (19)	Bond interest unit price (up to 6 decimal places)
duration	Duration	Numeric (19)	Index duration value (business days) (12 decimal places)
prazo	Term	Integer (10)	Bond term (business days)
quantidade_indice	Index amount	Numeric (19)	Index amount (3 decimal places)
quantidade_teorica	Theoretical amount	Numeric (19)	Theoretical amount (16 decimal places)
pontos_indice	Index points	Numeric (19)	Quantify of points of the index number (12 decimal places)
convexidade	Convexity	Numeric (19)	Convexity value (16 decimal places)
prazo_medio_repactuacao	Average renegotiation term	Integer (10)	Average renegotiation term (0 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	data=YYYY-MM-DD	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/composicao-diaria?data=2019-01-01
Indice	etf=INDICE	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/composicao-diaria ?etf=IRF_M_P2

Intraday Results

This API discloses intraday results (12h) of the licensed index.

Disclosure: daily.

Time: from 2 p.m. (Brasilia time)

To access it, the following URI must be used:

Para acessar esta API, deve-se utilizar a seguinte URI:

https://[environment]/feed/precos-indices/v2/ima-etf/resultado-intradiario

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/v2/ima-etf/resultado-intradiario

Field List:

Feed Field	Information	Type/Size	Description
indice	Index name	Alphanumeric (50)	Index name (text)
data_referencia	Reference date	Date (YYYY-MM-DD)	Reference date
indice_intradiario	Intraday index value	Numeric (19)	Intraday index value (6 decimal places)
variacao_intradiaria	Intraday 1 Day (%)	Numeric (20)	Intraday index variation (15 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	data=YYYY-MM-DD	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/resultado-intradiario? data=2019-01-01
Indice	etf=INDICE	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/resultado-intradiario?etf=IRF_M_P2

Intraday Unit Prices

This API discloses intraday prices (12h) of the licensed index components.

Only available for cases of licensing of IMA-B, IMA-B 5 e IMA-B 5+.

Disclosure: daily.

Time: from 2 p.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v2/ima-etf/pu-intradiario

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/v2/ima-etf/pu-intradiario

Field List:

Feed Field	Information	Type/Size	Description
data_referencia	Reference date	Date (YYYY-MM-DD)	Reference date
tipo_titulo	Bond type	Alphanumeric (10)	Code for bond type
codigo_selic	Bond Selic code	Alphanumeric (6)	Selic code of bond (text)
data_vencimento	Maturity date	Date (YYYY-MM-DD)	Maturity date
taxa_intradiaria	Intraday rate	Numeric (19)	Intraday rate (up to 4 decimal places)
pu	unit price	Numeric (19)	Intraday unit price (up to 6 decimal places)
tipo_pu	Unit price type	Alphanumeric (50)	Unit Price type informed (observed or modeled)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	data=YYYY-MM-DD	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/pu-intradiario? data=2019-01-01
Indice	etf=INDICE	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/pu-intradiario?etf=IRF_M_P2

Extragroup Trading Data

This API discloses data regarding componentes extragroup trading volumes settled at SELIC (Sistema Especial de Liquidação e de Custódia).

Disclosure: daily.

Time: from 11 a.m.

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v2/ima-etf/negocios-extra

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/v2/ima-etf/negocios-extra

Field List:

Feed Field	Information	Type/Size	Description
data_referencia	Reference date	Date (YYYY-MM-DD)	Reference date
codigo_selic	Bond Selic code	Alphanumeric (6)	Selic code of bond (text)
codigo_isin	ISIN code	Alphanumeric (12)	Bond ISIN code
titulo	Bond type	Alphanumeric (10)	Code for bond type
data_vencimento	Maturity date	Date (YYYY-MM-DD)	Maturity date
numero_operacao	Number of trades	Numeric (19)	Quantity of bond operations (0 decimal place)
quantidade_negociada	Amount traded	Numeric (19)	Quantity of bonds traded (3 decimal places)
valor_negociado	Volume traded	Numeric (19)	Value of bonds traded (9 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	data=YYYY-MM-DD	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/negocios-extra? data=2019-01-01
Indice	etf=INDICE	No	GET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/negocios-extra?etf=IRF_M_P2