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-TPFAs 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-TPFField List:
| Feed Field | Information | Type/Size | Description |
tipo_titulo | Bond type | Alphanumeric (6) | Code for Bond type |
expressao | Expression | Alphanumeric (50) | Rate expression form (text) |
data_vencimento | Maturity date | Date (YYYY-MM-DD) | Maturity date |
data_referencia | Reference date | Date (YYYY-MM-DD) | Reference date |
codigo_selic | Selic code | Alphanumeric (6) | Selic code of bond (text) |
data_base | Base/issue date | Date (YYYY-MM-DD) | Base date for prefixed/date of first issue |
taxa_compra | Bid rate | Numeric (19) | Bid rate (4 decimal places) |
taxa_venda | Ask rate | Numeric (19) | Ask rate (4 decimal places) |
taxa_indicativa | Indicative rate | Numeric (19) | Indicative rate (4 decimal places) |
intervalo_min_d0 | Lower range in D0 | Numeric (19) | Lower indicative range in D0 (4 decimal places) |
intervalo_max_d0 | Upper range in D0 | Numeric (19) | Upper indicative range in D0 (4 decimal places) |
intervalo_min_d1 | Lower range in D1 | Numeric (19) | Lower indicative range in D1 (4 decimal places) |
intervalo_max_d1 | Upper range in D1 | Numeric (19) | Upper indicative range in D1 (4 decimal places) |
pu | Unit price | Numeric (19) | Unit price (6 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/mercado-secundario-TPF?data=2019-05-03 |
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/vnaAs 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/vnaField List:
| Feed Field | Information | Type/Size | Description |
data_referencia | Reference date | Date | Reference date of file (yyyy-mm-dd) |
titulos | Bond type | Alphanumeric (50) | Code for Bond type |
codigo_selic | SELIC code | Alphanumeric (6) | SELIC code of bond (text) |
index | Index | Numeric (19) | Rounding used (2 decimal places) |
tipo_correcao | Type | Alphanumeric (1) | Type F (Final), P (Projection) and O (Official) (text) |
data_validade | Maturity date | Date | Maturity date (yyyy-mm-dd) |
vna | Face Value | Numeric (19) | Face value (6 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/vna?data=2020-05-02 |
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-jurosAs 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-jurosField list:
| Feed Field | Information | Type/Size | Description |
data_referencia | Reference date | Date (YYYY-MM-DD) | Reference date |
Parameters block:
| Feed Field | Information | Type/Size | Description |
grupo_indexador | Type of return | Alphanumeric (50) | Type of return (inflation-linked -IPCA- or fixed rate) (text) |
b1 | B1 | Numeric (19) | Parameter Beta 1 (up to 16 decimal places) |
b2 | B2 | Numeric (19) | Parameter Beta 2 (up to 16 decimal places) |
b3 | B3 | Numeric (19) | Parameter Beta 3 (up to 16 decimal places) |
b4 | B4 | Numeric (19) | Parameter Beta 1 (up to 16 decimal places) |
l1 | L1 | Numeric (19) | Parameter lambda 1 (up to 16 decimal places) |
l2 | L2 | Numeric (19) | Parameter lambda 2 (up to 16 decimal places) |
Errors block:
| Feed Field | Information | Type/Size | Description |
tipo_titulo | Bond type | Alphanumeric (30) | Bond acronym (text) |
codigo_selic | Selic code | Alphanumeric (6) | Selic code of bond (text) |
data_vencimento | Maturity date | Date (YYYY-MM-DD) | Maturity date |
valor_erro | Error | Numeric (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 Field | Information | Type/Size | Description |
vertice_du | Term in business days | Integer (10) | Term in business days (0 decimal place) |
taxa_prefixadas | Fixed rate | Numeric (19) | % rate p.a./252 business days (up to 4 decimal places) |
taxa_ipca | Inflation-linked rate | Numeric (19) | % rate p.a./252 business days (up to 4 decimal places) |
taxa_implicita | Break even rate | Numeric (19) | % rate p.a./252 business days (up to 4 decimal places) |
Brazilian Central Bank 3,361 Resolution:
| Campo no Feed | Informação | Tipo/Tamanho | Descrição |
vertice_du | Term in business days | Integer (10) | Term in business days (0 decimal place) |
taxa | Taxa | Numeric (19) | % rate p.a./252 business days (up to 4 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/curvas-juros?data=2020-02-05 |
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-intradiariaAs 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-intradiariaField List:
| Feed Field | Information | Type/Size | Description |
data_referencia | Reference date | Date (YYYY-MM-DD) | Reference date of information |
grupo_indexador | type of return | Alphanumeric (50) | Indicates the type of return (fixed rate or inflation-) |
taxa | Rate (% p.a.) | Numeric (19) | Curve value in D0 (4 decimal places) |
vertice | Term (business days) | Integer (10) | Term value (no decimal place) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/curva-intradiaria?data=2020-05-02 |
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-intradiarioAs 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-intradiarioField 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 | SELIC code | Alphanumeric (6) | SELIC code of bond (text) |
data_vencimento | Maturity date | Date (YYYY-MM-DD) | Maturity date of bond |
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) | Informed Unit Price type (observed or modeled) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/pu-intradiario?data=2019-02-05 |
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-taxasAs 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-taxasField List:
| Feed Field | Information | Type/Size | Description |
tipo_titulo | Bond type | Alphanumeric (50) | Code for Bond type |
data_vencimento | Maturity date | Date (YYYY-MM-DD) | Maturity date |
codigo_isin | ISIN code | Alphanumeric (12) | ISIN code (text) |
provedor_info | Provider | Alphanumeric (15) | Source of information (call or ANBIMA) |
data_referencia | Reference date | Date | Reference date of information (yyyy-mm-dd) |
horario | Time | Alphanumeric (10) | Reference time of information (hh:mm:ss) When provider is call |
taxa_ind_d1 | Indicative rate d-1 | Numeric (19) | Indicative rate of previous day (4 decimal places) When provider is ANBIMA |
intervalo_ind_max | Upper range | Numeric (19) | Upper indicative range (4 decimal places) When provider is ANBIMA |
intervalo_ind_min | Lower range | Numeric (19) | Lower indicative range (4 decimal places) When provider is ANBIMA |
taxa_negocio | Last trade rate | Numeric (19) | Trade rate carried out (only when provider is call) (4 decimal places) |
taxa_compra | Bid rate | Numeric (19) | Bid rate (4 decimal places) |
taxa_venda | Ask rate | Numeric (19) | Ask rate (4 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/difusao-taxas?data=2020-02-05 |
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-selicAs 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-selicField List:
| Feed Field | Information | Type/Size | Description |
data_referencia | Reference rate | Date | Reference rate date (yyyy-mm-dd) |
estimativa_taxa_selic | Estimated Selic rate | Numeric (6) | Estimate of SELIC rate (% p.a./252 business days) (2 decimal places) |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Date | YYYY-MM-DD | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/estimativa-selic?data=YYYY-MM-DD |
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/projecoesAs 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/projecoesField List:
| Field List | Information | Type/Size | Description |
indice | Index | Alphanumeric (50) | Index description |
tipo_projecao | Projection type | Alphanumeric (50) | Projections for the previous month or projections for the current month |
mes_referencia | Reference month | Alphanumeric (7) | mm-yyyy Reference period for the projection |
data_coleta | Collection date | Date | Represents the date of collection of the index (format: yyyy-mm-dd) |
variacao_projetada | Projected indice variation | Numeric (19) | Value of the index for the period indicated |
data_validade | Maturity date | Date | Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard |
Parameters:
| Parameter Type | Format | Mandatory | Query example |
| Month & Year | MM=01&AAAA=2019 | No | GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/projecoes?MM=01&AAAA=2019 |