Indices APIs

Indices+

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 2^nd 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-mais/carteira-teorica-ida

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-mais/carteira-teorica-ida

Field 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	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/indices-mais/carteira-teorica-ida?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

IDA Results and Components

This API discloses Results and composition 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-mais/resultados-ida

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-mais/resultados-ida

Field List:

Feed Field	Information	Type/Size	Description
`indice`	Index	Alfanumérico (30)	Index name (text)
`data_referencia`	Reference date	Date (AAAA-MM-DD)	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)
`codigo`	Bond Code	Alfanumérico (6)	Component code (text)
`emissor`	Issuer	Alfanumérico (50)	Component issuer name (text)
`codigo_isin`	ISIN	Alfanumérico (12)	ISIN code of component (text)
`data_vencimento`	Maturity date	Date (AAAA-MM-DD)	Maturity date of component (yyyy-mm-dd)
`taxa_indicativa`	Indicative rate	Numérico (19)	Component indicative rate (4 decimal places)
`pu`	Unit price	Numérico (19)	Unit price (6 decimal places)
`pu_juros`	Coupon price	Numérico (19)	Coupon price (6 decimal places)
`eventos`	Actions	Alfanumérico (50)	Type of actions occurred (text)
`quantidade_teorica`	Theoretical amount	Numérico (19)	Theoretical quantity of component in the index (8 decimal places)
`valor_mercado`	Bond market value	Numérico (19)	Component market value in the index (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=2019-01-05`

Note: If a date is not specified, records of the most recent available date will be returned.

IHFA Theoretical Portfolio

This API discloses data referred to the compositions of quarterly theoretical portfolios of IHFA.

Disclosure: 4^th 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-mais/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-mais/carteira-teorica-ihfa

Field 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:

Parameter Type	Format	Mandatory	Query Example
Month & Year	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/indices-mais/carteira-teorica-ihfa?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

IHFA Results and Components

This API discloses results and composition 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-mais/resultados-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-mais/resultados-ihfa

Field 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)
`nome_fundo`	Fund name	Alphanumeric (150)	Component fund name (text)
`cnpj_fundo`	Fund CNPJ	Alphanumeric (18)	CNPJ (Corporate Taxpayer’s ID) of the component fund (text)
`quantidade_teorica`	Theoretical amount	Numeric (19)	Theoretical quantity of component (4 decimal places)
`quota`	Quota	Numeric (19)	Quota value (6 decimal places)
`variacao_diaria_fundo`	1 Day (%) Fund	Numeric (19)	Daily variation of quota (4 decimal places)
`peso`	Weight	Numeric (19)	% share of component (2 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-mais/resultados-ihfa?data=2019-05-01`

Note: If a date is not specified, records of the most recent available date will be returned.

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-mais/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-mais/resultados-idka

Field 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-mais/resultados-idka?data=2019-05-01`

Note: If a date is not specified, records of the most recent available date will be returned.

IMA Theoretical Portfolio

This API discloses data related to the theoretical portfolio of the IMA family indexes.

Disclosure: 1^st 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-mais/carteira-teorica-ima

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-mais/carteira-teorica-ima

Field 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	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/indices-mais/carteira-teorica-ima?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

IMA Results and Components

This API discloses results and composition 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-mais/resultados-ima

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-mais/resultados-ima

Field 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)
`tipo_titulo`	Bond type	Alphanumeric (50)	Bond acronym (text)
`data_vencimento`	Maturity date	Date	Maturity date (yyyy-mm-dd)
`codigo_selic`	Component Selic code	Alphanumeric (6)	Selic code of component
`codigo_isin`	Component ISIN code	Alphanumeric (12)	ISIN code of component (text)
`taxa_indicativa`	Component indicative rate	Numeric (19)	Indicative rate of component (up to 4 decimal places)
`pu`	unit price	Numeric (19)	Unit price (up to 6 decimal places)
`pu_juros`	coupon price	Numeric (19)	Interest unit price (up to 6 decimal places)
`quantidade_componentes`	Component amount	Numeric (19)	Component quantity (up to 3 decimal places)
`quantidade_teorica`	Component theoretical amount	Numeric (19)	Theoretical quantity of component (up to 16 decimal places)
`valor_mercado`	Component market value	Numeric (19)	Market value of component (up to 7 decimal places)
`peso_componente`	Component weight	Numeric (19)	Component weight in the index (up to 16 decimal places)
`prazo_vencimento`	Component maturity term	Numeric (19)	Maturity term of component (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-ima?data=AAAA-MM-DD`

Note: If a date is not specified, records of the most recent available date will be returned.

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-ima

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-intradiarios-ima

Field 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-mais/resultados-intradiarios-ima?data=2019-01-05`

Note: If a date is not specified, records of the most recent available date will be returned.

IMA Intraday Unit Prices

This API discloses intraday prices (12 h) of components 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-mais/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/indices-mais/pu-intradiario

Field List:

Feed Field	Information	Type/Size	Description
`data_referencia`	Reference date	Date	Reference date (yyyy-mm-dd)
`tipo_titulo`	Bond type	Alphanumeric (10)	Code for bond type
`codigo_selic`	Selic code	Alphanumeric (6)	Selic code of bond (text)
`data_vencimento`	Maturity date	Date	Maturity date (yyyy-mm-dd)
`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)	UP 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/v1/indices-mais/pu-intradiario?data=2019-05-01`

Note: If a date is not specified, records of the most recent available date will be returned.

Indices

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 2^nd 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-ida

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-ida

Field 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	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ida?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

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-fechado

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-ida-fechado

Field 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=2019-01-05`

Note: If a date is not specified, records of the most recent available date will be returned.

IHFA Theoretical Portfolio

This API discloses data referred to the compositions of quarterly theoretical portfolios of IHFA.

Disclosure: 4^th 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-ihfa

Field 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	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ihfa?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

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-fechado

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-ihfa-fechado

Field 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`

Note: If a date is not specified, records of the most recent available date will be returned.

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-idka

Field 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`

Note: If a date is not specified, records of the most recent available date will be returned.

IMA Theoretical Portfolio

This API discloses data related to the theoretical portfolio of the IMA family indexes.

Disclosure: 1^st 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-ima

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-ima

Field 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	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ima?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

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-ima

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-ima

Field 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`

Note: If a date is not specified, records of the most recent available date will be returned.

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-ima

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-intradiarios-ima

Field 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`

Note: If a date is not specified, records of the most recent available date will be returned.

Pricing and Indices

Indices+

IDA Theoretical Portfolio

IDA Results and Components

IHFA Theoretical Portfolio

IHFA Results and Components

IDkA Results

IMA Theoretical Portfolio

IMA Results and Components

IMA Intraday Results

IMA Intraday Unit Prices

Indices

IDA Theoretical Portfolio

IDA Results

IHFA Theoretical Portfolio

IHFA Results

IDkA Results

IMA Theoretical Portfolio

IMA Results

IMA Intraday Results