Pricing and Indices

Indices

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 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-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 FieldInformationType/SizeDescription
indiceIndexAlphanumeric (50)Index name (text)
data_inicioStart dateDateTerm start date (yyyy-mm-dd)
data_fimEnd dateDateTerm end date (yyyy-mm-dd)
codigo_tituloBond codeAlphanumeric (6)Debenture code (text)
emissorIssuerAlphanumeric (50)Issuer name (text)
codigo_isin_tituloISIN codeAlphanumeric (12)ISIN code (text)
data_vencimentoMaturity dateDateMaturity date (yyyy-mm-dd)
indexadorType of returnAlphanumeric (25)Type of return (text)
quantidadeAmount OutstandingNumeric (19)Amount Outstanding (0 decimal place)
puUnit PriceNumeric (19)Quantity used (0 decimal place)
pesoWeightNumeric (19)Percentage in portfolio (2 decimal places)
peso_emissorIssuer weightNumeric (19)Issuer percentage in portfolio (2 decimal places)
quantidade_teoricaTheoretical amountNumeric (19)Theoretical amount (8 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Month & Yearmes=01&ano=2019NoGET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ida?mes=01&ano=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 FieldInformationType/SizeDescription
indiceIndexAlfanumérico (30)Index name (text)
data_referenciaReference dateDate Reference date (yyyy-mm-dd)
numero_indiceIndex numberNumérico (19)Index number (6 decimal places)
variacao_diaria1 Day (%)Numérico (19)Daily % variation (4 decimal places)
variacao_mensalMonth-to-Date (%)Numérico (19)Monthly % variation (4 decimal places)
variacao_anualYear-to-Date (%)Numérico (19)Current year’s % variation (4 decimal places)
variacao_ult12m12-Months (%)Numérico (19)% variation in the last 12 months (4 decimal places)
variacao_ult24m24-Months (%)Numérico (19)% variation in the last 24 months (4 decimal places)
pesoWeightNumérico (19)Index weight in General-IDA (2 decimal places)
valor_mercadoPortfolio at Market ValueNumérico (19)Index portfolio market value (2 decimal places)
durationDurationNumérico (19)Duration of component (business days) (0 decimal place)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/indices-mais/resultados-ida?data=2017-06-01
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: 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-ihfa

Field List:

Feed FieldInformationType/SizeDescription
data_fim_trimestre_anteriorPrevious quarter end dateDateLast day of the previous portfolio term (yyyy-mm-dd)
data_inicioStart dateDateStart date of portfolio term (yyyy-mm-dd)
data_fimEnd dateDateEnd date of portfolio term (yyyy-mm-dd)
nome_fundoFund nameAlphanumeric (150)Fund name (text)
cnpj_fundoFund CNPJAlphanumeric (18)CNPJ (Corporate Taxpayer’s ID) of the fund (text)
quantidade_teoricaTheoretical amountNumeric (19)Theoretical quantity of component (4 decimal places)
valor_quotaQuotaNumeric (19)Quota value on rebalancing date (6 decimal places)
valor_patrimonio_liquidoNAVNumeric (19)Fund equity on rebalancing date (2 decimal places)
pesoWeightNumeric (19)Fund % in portfolio (2 decimal places)

Parameters:

Tipo parâmetroParameter TypeFormatMandatory
Month & Yearmes=01&ano=2019NoGET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ihfa?mes=01&ano=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 FieldInformationType/SizeDescription
data_referenciaReference dateDate Reference date (yyyy-mm-dd)
numero_indiceIndex numberNumeric (19)Index number (2 decimal places)
variacao_diaria1 Day (%)Numeric (19)Daily % variation (4 decimal places)
variacao_mensalMonth-to-Date (%)Numeric (19)Monthly % variation (4 decimal places)
variacao_anualYear-to-Date (%)Numeric (19)Current year’s % variation (4 decimal places)
variacao_ult12m12-Months (%)Numeric (19)% variation in the last 12 months (4 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET 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 FieldInformationType/SizeDescription
data_referenciaReference dateDateReference date (yyyy-mm-dd)
numero_indiceIndex numberNumeric (19)Index number (2 decimal places)
variacao_diaria1 Day (%)Numeric (19)Daily % variation (4 decimal places)
variacao_mensalMonth-to-Date (%)Numeric (19)Monthly % variation (4 decimal places)
variacao_anualYear-to-Date (%)Numeric (19)Current year’s % variation (4 decimal places)
variacao_ult12m12-Months (%)Numeric (19)% variation in the last 12 months (4 decimal places)
volatilidadeVolatilityNumeric (19)Volatility (% p.a.) (4 decimal places)
tx_compraBid rateNumeric (19)Calculation input (Bid (D-1)) (4 decimal places)
tx_vendaAsk rateNumeric (19)Calculation input (Ask (D-0)) (4 decimal places)
nomeNameAlphanumeric (255)Index name (text)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET 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: 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-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 FieldInformationType/SizeDescription
indiceIndex nameAlphanumeric (50)Index name (text)
data_inicioStart dateDateTerm start date (yyyy-mm-dd)
data_fimEnd dateDateTerm end date (yyyy-mm-dd)
tipo_tituloBond_typeAlphanumeric (50)Bond name (text)
codigo_selic_tituloBond Selic codeAlphanumeric (6)Selic code of bond (text)
data_vencimentoMaturity dateDateMaturity date of bond (yyyy-mm-dd)
codigo_isinBond ISIN codeAlphanumeric (50)ISIN code of bond (text)
quantidade_indiceAmount outstandingNumeric (19)Quantity of bonds of component allocated in portfolio (up to 3 decimal places)
puUnit PriceNumeric (19)Bond unit price on rebalancing (up to 6 decimal places)
peso_indiceIndex weightNumeric (19)Component weight in the index on rebalancing (up to 16 decimal places)
quantidade_teoricaTheoretical amountNumeric (19)Theoretical amount of component in the index (16 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Month & Yearmes=01&ano=2019NoGET https://api.anbima.com.br/feed/precos-indices/v1/indices/carteira-teorica-ima?mes=01&ano=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 FieldInformationType/SizeDescription
indiceIndexAlphanumeric (50)Index name (text)
data_referenciaReference dateDateReference date (yyyy-mm-dd)
numero_indiceIndex numberNumeric (19)Index number (6 decimal places)
variacao_diaria1 Day (%)Numeric (19)Daily % variation (up to 16 decimal places)
variacao_mensalMonth-to-Date (%)Numeric (19)Monthly % variation (up to 16 decimal places)
variacao_anualYear-to-Date (%)Numeric (19)Current year’s % variation (up to 16 decimal places)
variacao_ult12m12-Months (%)Numeric (19)% variation in the last 12 months (up to 16 decimal places)
variacao_ult24m24-Months (%)Numeric (19)% variation in the last 24 months (up to 16 decimal places)
durationDurationNumeric (20)Index duration (up to 16 decimal places)
peso_indiceIndex weightNumeric (19)Weight in IMA-General (up to 16 decimal places)
quantidade_titulosAmount outstandingNumeric (19)Quantity of bonds in the index (up to 3 decimal places)
valor_mercadoPortfolio at Market valueNumeric (19)Portfolio at market value (6 decimal places)
pmrAverage renegotiation termNumeric (20)Average term for renegotiation of index portfolio on consecutive days (up to 16 decimal places)
convexidadeConvexityNumeric (19)Convexity (16 decimal places)
yieldYieldNumeric (19)Yield (16 decimal places)
redemption_yieldRedemption yieldNumeric (19)Redemption yield (16 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET 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 FieldInformationType/SizeDescription
indiceIndexAlphanumeric (50)Index name (text)
data_referenciaReference dateDateReference date (yyyy-mm-dd)
indice_intradiarioIntraday index numberNumeric (19)Index number (6 decimal places)
variacao_intradiariaIntraday 1 Day (%)Numeric (20)Daily % variation (up to 16 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET 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.