Pricing APIs

Federal Government Bonds

Secondary Market

This API discloses bid, ask and indicative bond rates, unit prices and indicative ranges corresponding to the Federal Government Bonds, only for bonds that were issued through auctions.

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/titulos-publicos/mercado-secundario-TPF

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/titulos-publicos/mercado-secundario-TPF

Field List:

Feed FieldInformationType/SizeDescription
tipo_tituloBond typeAlphanumeric (6)Code for Bond type
expressaoExpressionAlphanumeric (50)Rate expression form (text)
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
data_referenciaReference dateDate (YYYY-MM-DD)Reference date
codigo_selicSelic codeAlphanumeric (6)Selic code of bond (text)
data_baseBase/issue dateDate (YYYY-MM-DD)Base date for prefixed/date of first issue
taxa_compraBid rateNumeric (19)Bid rate (4 decimal places)
taxa_vendaAsk rateNumeric (19)Ask rate (4 decimal places)
taxa_indicativaIndicative rateNumeric (19)Indicative rate (4 decimal places)
intervalo_min_d0Lower range in D0Numeric (19)Lower indicative range in D0 (4 decimal places)
intervalo_max_d0Upper range in D0Numeric (19)Upper indicative range in D0 (4 decimal places)
intervalo_min_d1Lower range in D1Numeric (19)Lower indicative range in D1 (4 decimal places)
intervalo_max_d1Upper range in D1Numeric (19)Upper indicative range in D1 (4 decimal places)
puUnit priceNumeric (19)Unit price (6 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/mercado-secundario-TPF?data=2019-05-03
Note: If a date is not specified, records of the most recent available date will be returned.

Face Value (VNA)

This API discloses daily information of face values (VNA) for LFT (Financial Treasury Bill), NTN-B (B-series National Treasury Note) and NTN-C (C-series National Treasury Note).

Disclosure: Daily

Time: from 10:00 a.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/vna

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/titulos-publicos/vna

Field List:

Feed FieldInformationType/SizeDescription
data_referenciaReference dateDateReference date of file (yyyy-mm-dd)
titulosBond typeAlphanumeric (50)Code for Bond type
codigo_selicSELIC codeAlphanumeric (6)SELIC code of bond (text)
indexIndexNumeric (19)Rounding used (2 decimal places)
tipo_correcaoTypeAlphanumeric (1)Type F (Final), P (Projection) and O (Official) (text)
data_validadeMaturity dateDateMaturity date (yyyy-mm-dd)
vnaFace ValueNumeric (19)Face value (6 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/vna?data=2020-05-02
Note: If a date is not specified, records of the most recent available date will be returned.

Term Structure of Interest Rate

This API discloses sovereign yield curves based on the fixed rate and inflation-linked (IPCA) government bond, as well as break even in the curves.

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/titulos-publicos/curvas-juros

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/titulos-publicos/curvas-juros

Field list:

Feed FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date

Parameters block:

Feed FieldInformationType/SizeDescription
grupo_indexadorType of returnAlphanumeric (50)Type of return (inflation-linked -IPCA-  or fixed rate) (text)
b1B1Numeric (19)Parameter Beta 1 (up to 16 decimal places)
b2B2Numeric (19)Parameter Beta 2 (up to 16 decimal places)
b3B3Numeric (19)Parameter Beta 3 (up to 16 decimal places)
b4B4Numeric (19)Parameter Beta 1 (up to 16 decimal places)
l1L1Numeric (19)Parameter lambda 1 (up to 16 decimal places)
l2L2Numeric (19)Parameter lambda 2 (up to 16 decimal places)

Errors block:

Feed FieldInformationType/SizeDescription
tipo_tituloBond typeAlphanumeric (30)Bond acronym (text)
codigo_selicSelic codeAlphanumeric (6)Selic code of bond (text)
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
valor_erroErrorNumeric (19)Error between IRR (internal rate of return) of the model and ANBIMA’s indicative rate (up to 4 decimal places)

Term structure of interest rate:

Feed FieldInformationType/SizeDescription
vertice_duTerm in business daysInteger (10)Term in business days (0 decimal place)
taxa_prefixadasFixed rateNumeric (19)% rate p.a./252 business days (up to 4 decimal places)
taxa_ipcaInflation-linked rateNumeric (19)% rate p.a./252 business days (up to 4 decimal places)
taxa_implicitaBreak even rateNumeric (19)% rate p.a./252 business days (up to 4 decimal places)

Brazilian Central Bank 3,361 Resolution:

Campo no FeedInformaçãoTipo/TamanhoDescrição
vertice_duTerm in business daysInteger (10)Term in business days (0 decimal place)
taxaTaxaNumeric (19)% rate p.a./252 business days (up to 4 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/curvas-juros?data=2020-02-05
Note: If a date is not specified, records of the most recent available date will be returned.

Intraday Curve

This API discloses data referred to the ANBIMA´s intraday sovereign yield curve, fixed rate and inflation-linked (IPCA).

Disclosure: daily.

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

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/curva-intradiaria

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/titulos-publicos/curva-intradiaria

Field List:

Feed FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date of information
grupo_indexadortype of returnAlphanumeric (50)Indicates the type of return (fixed rate or inflation-)
taxaRate (% p.a.)Numeric (19)Curve value in D0 (4 decimal places)
verticeTerm (business days)Integer (10)Term value (no decimal place)

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/curva-intradiaria?data=2020-05-02
Note: If a date is not specified, records of the most recent available date will be returned.

Intraday Unit Prices

This API discloses intraday reference data of Unit Prices of LTN, NTN-B and NTN-F related to the midday bid and ask spreads and used to obtain the intraday results of the ANBIMA Market Index (IMA).

Disclosure: daily.

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

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/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/v1/titulos-publicos/pu-intradiario

Field List:

Feed FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date
tipo_tituloBond typeAlphanumeric (10)Code for Bond type
codigo_selicSELIC codeAlphanumeric (6)SELIC code of bond (text)
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date of bond
taxa_intradiariaIntraday rateNumeric (19)Intraday rate (up to 4 decimal places)
pu Unit priceNumeric (19)Intraday unit price (up to 6 decimal places)
tipo_puUnit price typeAlphanumeric (50)Informed Unit Price type (observed or modeled)

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/pu-intradiario?data=2019-02-05
Note: If a date is not specified, records of the most recent available date will be returned.

ANBIMA’s Bond Market Reporting System

This API discloses consolidated information on the market of federal government bonds disclosed throughout the day. It includes ANBIMA’s projection and results of the market calls informed on the platform for disclosure of ANBIMA’s rates

Disclosure: daily.

Time: throughout the day, as new information is made available.

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/difusao-taxas

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/titulos-publicos/difusao-taxas

Field List:

Feed FieldInformationType/SizeDescription
tipo_tituloBond typeAlphanumeric (50)Code for Bond type
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
codigo_isinISIN codeAlphanumeric (12)ISIN code (text)
provedor_infoProviderAlphanumeric (15)Source of information (call or ANBIMA)
data_referenciaReference dateDateReference date of information (yyyy-mm-dd)
horarioTimeAlphanumeric (10)Reference time of information (hh:mm:ss)
When provider is call
taxa_ind_d1Indicative rate d-1Numeric (19)Indicative rate of previous day (4 decimal places) 
When provider is ANBIMA
intervalo_ind_maxUpper rangeNumeric (19)Upper indicative range (4 decimal places) 
When provider is ANBIMA
intervalo_ind_minLower rangeNumeric (19)Lower indicative range (4 decimal places)
When provider is ANBIMA
taxa_negocioLast trade rateNumeric (19)Trade rate carried out (only when provider is call) (4 decimal places)
taxa_compraBid rateNumeric (19)Bid rate (4 decimal places)
taxa_vendaAsk rateNumeric (19)Ask rate (4 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/difusao-taxas?data=2020-02-05
Note: If a date is not specified, records of the most recent available date will be returned.

SELIC Estimate

This API discloses ANBIMA´s daily SELIC rate estimative.

Disclosure: daily.

Time: from 9:30 a.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/estimativa-selic

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/titulos-publicos/estimativa-selic

Field List:

Feed FieldInformationType/SizeDescription
data_referenciaReference rateDate Reference rate date (yyyy-mm-dd)
estimativa_taxa_selicEstimated Selic rateNumeric (6)Estimate of SELIC rate (% p.a./252 business days) (2 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/estimativa-selic?data=YYYY-MM-DD
Note: If a date is not specified, records of the most recent available date will be returned.

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/titulos-publicos/projecoes

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/titulos-publicos/projecoes

Field List:

Field ListInformationType/SizeDescription
indiceIndexAlphanumeric (50)Index description
tipo_projecaoProjection typeAlphanumeric (50)Projections for the previous month or projections for the current month
mes_referenciaReference monthAlphanumeric (7)mm-yyyy Reference period for the projection
data_coletaCollection dateDate Represents the date of collection of the index (format: yyyy-mm-dd)
variacao_projetadaProjected indice variationNumeric (19)Value of the index for the period indicated
data_validadeMaturity dateDate Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard

Parameters:

Parameter TypeFormatMandatoryQuery example
Month & YearMM=01&AAAA=2019NoGET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/projecoes?MM=01&AAAA=2019
Note: If month and year are not specified, the most recent available month and year records will be returned.

Corporate Bonds (Debentures)

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-secundario

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/debentures/mercado-secundario

Field List:

Feed FieldInformationType/SizeDescription
grupoType of returnAlphanumeric (50)Indexer type (text)
codigo_ativoBond codeAlphanumeric (6)Debenture code (text – CETIP code)
data_referenciaReference dateDateReference date (yyyy-mm-dd)
emissorIssuerAlphanumeric (100)Issuer name (text)*
data_vencimentoMaturity dateDate Maturity date (yyyy-mm-dd)
percentual_taxaIssuance RateAlphanumeric (50)Issuance Rate (text)
taxa_compraBid rateFloat (53)Buy rate (4 decimal places)
taxa_vendaAsk rateFloat (53)Sell rate (4 decimal places)
taxa_indicativaIndicative rateFloat (53)Indicative rate (4 decimal places)
desvio_padraoStandard deviationFloat (53)Sample standard deviation (2 decimal places)
val_min_intervaloLower rangeFloat (53)Lower indicative range (2 decimal places)
val_max_intervaloUpper rangeFloat (53)Upper indicative range (2 decimal places)
puUnit priceNumeric (19)Unit price (6 decimal places)
percent_pu_parPar valueNumeric (19)Par Value (2 decimal places)
durationDurationNumeric (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_ntnbNTN-B referenceDate (yyyy-MM-DD)NTN-B reference
*Note: when the information has (*), it means that the paper instrument is a callable bond, and when it bears (**), it has a clause for redemption or amortization in the fiscal period.

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/debentures/mercado-secundario?data=2019-05-02
Note: If a date is not specified, records of the most recent available date will be returned.

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-credito

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/debentures/curvas-credito

Field List:

Feed FieldInformationType/SizeDescription
data_referenciaReference dateDate Reference date (yyyy-mm-dd)
vertice_anosTerm (years)Numeric (6)Term in years (up to one decimal place)
aaaAAANumeric (19)Spread (AAA) (up to 4 decimal places)
aaAANumeric (19)Spread (AA) (up to 4 decimal places)
aANumeric (19)Spread (A) (up to 4 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/debentures/curvas-credito?data=2019-05-02
Note: If a date is not specified, records of the most recent available date will be returned.

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/projecoes

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/debentures/projecoes

Field List:

Feed FieldInformationType/SizeDescription
indiceIndiceAlphanumeric (50)Index description
tipo_projecaoProjection typeAlphanumeric (50)Projections for the previous month or projections for the current month
mes_referenciaReference monthAlphanumeric (7)mm-yyyy 
Reference period for the projection
data_coletaCollection date Date Represents the date of collection of the index (format: yyyy-mm-dd)
variacao_projetadaIndex projected variationNumeric (19)Value of the index for the period indicated
data_validadeMaturity dateDate Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard

Parameters:

Parameter TypeFormatMandatoryQuery examplede consulta
Month & YearMM=01&AAAA=2019NoGET https://api.anbima.com.br/feed/precos-indices/v1/debentures/projecoes?MM=01&AAAA=2019
Note: If month and year are not specified, the most recent available month and year records will be returned.

Real State And Agribusiness Receivables (CRI and CRA)

Secondary Market

This API discloses bid, ask and indicative rates as well as Unit Prices corresponding to the real state and agribusiness receivables 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/cri-cra/mercado-secundario

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/cri-cra/mercado-secundario

Field List:

Feed FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date of the information provided
emissorIssuerAlphanumeric (255)Securitization company responsible for issuing the paper
originador_creditoCredit riskAlphanumeric (600)Company that granted the credit for the real estate project or for the rural production
serieSerieAlphanumeric (600)Indicates the series
emissaoIssueAlphanumeric (600)Indicates the issue number
codigo_ativoBond codeAlphanumeric (255)Asset code for the bond included in ANBIMA base
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
taxa_compraBid rateNumeric (18)Average Buy rate
taxa_vendaAsk rateNumeric (18)Average sell rate
taxa_indicativaIndicative rateNumeric (18)Indicative rate calculated by ANBIMA used as reference price
desvio_padraoStandard DeviationNumeric (18)Sample standard deviation
puUnit priceNumeric (18)Unit price on specified date
percent_pu_parPar valueNumeric (18)Par value
durationDurationNumeric (18)Average term in which the holder will recover the investment made when acquiring the paper
referencia_ntnbNTN-B referenceDate (YYYY-MM-DD)Maturity of the bond when remuneration is based on IPCA
percent_reune% REUNE (ANBIMA REUNE System)Numeric (18)Percentage of business contribution in the indicative rate
val_min_intervaloLower rangeNumeric (19)Lower indicative range (information not available)
val_max_intervaloUpper rangeNumeric (18)Upper indicative range
(information not available)
tipo_remuneracaoType of returnAlphanumeric (50)Informs the type of return
taxa_correcaoissuance rateNumeric (18)issuance rate

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/cri-cra/mercado-secundario?data=2019-05-02
Note: If a date is not specified, records of the most recent available date will be returned.

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/cri-cra/projecoes

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/cri-cra/projecoes

Field List:

Feed FieldInformationType/SizeDescription
indiceIndiceAlphanumeric (50)Index description
tipo_projecaoProjection typeAlphanumeric (50)Projections for the previous month or projections for the current month
mes_referenciaReference monthAlphanumeric (7)mm-yyyy 
Reference period for the projection
data_coletaCollection dateDate Represents the date of collection of the index (format: yyyy-mm-dd)
variacao_projetadaIndex projected variationNumérico (19)Value of the index for the period indicated
data_validadeMaturity dateDate Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard

Parameters:

Parameter TypeFormatMandatoryQuery example
Month & YearMM=01&AAAA=2019NoGET https://api.anbima.com.br/feed/precos-indices/v1/cri-cra/projecoes?MM=01&AAAA=2019
Note: If month and year are not specified, the most recent available month and year records will be returned.