ETF APIs

IMA-ETF

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 15th 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 FieldInformationType/SizeDescription
indiceIndex nameAlphanumeric (50)Index name (text)
data_divulgacao_carteira_teoricaDisclosure date of theoretical portfolioDate (YYYY-MM-DD)Date of next rebalancing
data_inicio_proximaStart date of the next theoretical portfolio Date (YYYY-MM-DD)Start date of the next theoretical portfolio 
data_fim_proximaEnd date of the next theoretical portfolio Date (YYYY-MM-DD)End date of the next theoretical portfolio 
tipo_tituloBond typeAlphanumeric (50)Type of financial instrument
codigo_selic_tituloBond Selic codeAlphanumeric (6)Selic code of bond (text)
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
codigo_isinISIN codeAlphanumeric (20)ISIN code (International Securities Identification Number code) of the bond 
quantidade_carteira_atualCurrent portfolio amountNumeric (19)Amount of current portfolio
quantidade_proxima_carteiraNext portfolio amountNumeric (19)Previous portfolio amount
eventoActionAlphanumeric (50)Type of event planned
dataAction dateDate (YYYY-MM-DD)Event type date 

Parameters:

Parameter TypeFormatMandatoryQuery example
Year & monthano=YYYY&mes=MMNoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/previa-carteira-teorica?ano=2019&mes=01
Indiceetf=INDICENoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/previa-carteira-teorica?etf=IMA_B5_MAIS&etf= IRF_M_P2
Note: If parameters are not specified in the query, the results of all available indices for the last published period (month/year) will be returned by default.

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: 15th 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 FieldInformationType/SizeDescription
indiceIndex nameAlphanumeric (50)Index name (text)
data_inicioStart dateDate (YYYY-MM-DD)Term start date
data_fimEnd dateDate (YYYY-MM-DD)Term end date
tipo_tituloBond typeAlphanumeric (50)Type of financial instrument
codigo_selic_tituloBond Selic codeAlphanumeric (6)Selic code of bond (text)
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
codigo_isinISIN codeAlphanumeric (50)ISIN code (International Securities Identification Number code) of the bond 
puUnit PriceNumeric (19)Bond unit price (6 decimal places)
quantidade_indiceIndex amountNumeric (19)Amount of bonds (3 decimal places)
quantidade_teoricaTheoretical amountNumeric (19)Theoretical amount (16 decimal places)
peso_indiceWeightNumeric (19)Weight in the index (16 decimal places) 

Parameters:

Parameter TypeFormatMandatoryQuery example
Year & monthano=YYYY&mes=MMNoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/carteira-teorica?ano=2019&mes=01
Indiceetf=INDICENoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/carteira-teorica?etf=IMA_B5_MAIS&etf= IRF_M_P2
Note: If parameters are not specified in the query, the results of all available indices for the last published period (month/year) will be returned by default.

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 FieldInformationType/SizeDescription
indiceIndex nameAlphanumeric (50)Index name (text)
data_referenciaReference dateDate (YYYY-MM-DD)Reference date
valor_indiceIndex valueNumeric (19)Value (number) of the index (6 decimal places)
carteira_mercadoPortfolio at market valueNumeric (19)Index portfolio market value (6 decimal places)
durationDurationNumeric (19)Index duration value (business days) (11 decimal places)
numero_componentesNumber of componentsInteger (10)Quantity of index components
convexidadeConvexityNumeric (19)Convexity of indices (4 decimal places)
prazo_medio_repactuacaoAverage renegotiation termInteger (10)Index PMR (integer – 0 decimal place)
yieldYieldNumeric (19)Index yield value (4 decimal places)
redemption_yieldRedemption yieldNumeric (19)Value of the index redemption yield (4 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/resultado-diario?data=2019-01-01
Indiceetf=INDICENoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/resultado-diario?etf=IRF_M_P2
Note: If a date is not specified, records of the most recent available date will be returned.

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 FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date
indiceIndex nameAlphanumeric (50)Index name (text)
tipo_tituloBond typeAlphanumeric (50)Type of financial instrument
codigo_selic_tituloBond Selic codeAlphanumeric (6)Selic code of bond 
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
codigo_isinISIN codeAlphanumeric (12)ISIN code (International Securities Identification Number code) of the bond 
taxa_indicativaIndicative rateNumeric (19)Bond indicative rate (up to 4 decimal places)
pu_indicativoIndicative priceNumeric (19)Indicative unit price of bond (up to 6 decimal places)
pu_resgateRedemption priceNumeric (19)Bond redemption unit price (up to 6 decimal places)
pu_juroscoupon priceNumeric (19)Bond interest unit price (up to 6 decimal places)
durationDurationNumeric (19)Index duration value (business days) (12 decimal places)
prazoTermInteger (10)Bond term (business days)
quantidade_indiceIndex amountNumeric (19)Index amount (3 decimal places)
quantidade_teoricaTheoretical amountNumeric (19)Theoretical amount (16 decimal places)
pontos_indiceIndex pointsNumeric (19)Quantify of points of the index number (12 decimal places)
convexidadeConvexityNumeric (19)Convexity value (16 decimal places)
prazo_medio_repactuacaoAverage renegotiation termInteger (10)Average renegotiation term (0 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/composicao-diaria?data=2019-01-01
Indiceetf=INDICENoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/composicao-diaria ?etf=IRF_M_P2
Obs: If a date is not specified, records of the most recent available date will be returned.

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 FieldInformationType/SizeDescription
indiceIndex nameAlphanumeric (50)Index name (text)
data_referenciaReference dateDate (YYYY-MM-DD)Reference date
indice_intradiarioIntraday index valueNumeric (19)Intraday index value (6 decimal places)
variacao_intradiariaIntraday 1 Day (%) Numeric (20)Intraday index variation (15 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/resultado-intradiario? data=2019-01-01
Indiceetf=INDICENoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/resultado-intradiario?etf=IRF_M_P2
Note: If a date is not specified, records of the most recent available date will be returned.

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 FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date
tipo_tituloBond typeAlphanumeric (10)Code for bond type
codigo_selicBond Selic code Alphanumeric (6)Selic code of bond (text)
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
taxa_intradiariaIntraday rateNumeric (19)Intraday rate (up to 4 decimal places)
puunit priceNumeric (19)Intraday unit price (up to 6 decimal places)
tipo_puUnit price typeAlphanumeric (50)Unit Price type informed (observed or modeled)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/pu-intradiario? data=2019-01-01
Indiceetf=INDICENoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/pu-intradiario?etf=IRF_M_P2
Note: If a date is not specified, records of the most recent available date will be returned.

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 FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date
codigo_selicBond Selic code Alphanumeric (6)Selic code of bond (text)
codigo_isinISIN codeAlphanumeric (12)Bond ISIN code
tituloBond typeAlphanumeric (10)Code for bond type
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
numero_operacaoNumber of tradesNumeric (19)Quantity of bond operations (0 decimal place)
quantidade_negociadaAmount tradedNumeric (19)Quantity of bonds traded (3 decimal places)
valor_negociadoVolume tradedNumeric (19)Value of bonds traded (9 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/negocios-extra? data=2019-01-01
Indiceetf=INDICENoGET https://api.anbima.com.br/feed/precos-indices/v2/ima-etf/negocios-extra?etf=IRF_M_P2
Note: If a date is not specified, records of the most recent available date will be returned.