b3fileparser

A função dessa biblioteca é fazer o parser do arquivo com cotações históricas da B3, disponíveis em https://www.b3.com.br/pt_br/market-data-e-indices/servicos-de-dados/market-data/historico/mercado-a-vista/cotacoes-historicas/

Instalação

Instalação pode ser feita via pip

pip install b3fileparser

Exemplo 1

from b3fileparser.b3parser import B3Parser


parser = B3Parser.create_parser(engine='pandas')
dados_b3 = parser.read_b3_file('COTAHIST_A2023.TXT')
dados_b3

dados_b3 é um DataFrame:

	TIPO_DE_REGISTRO	DATA_DO_PREGAO	CODIGO_BDI	CODIGO_DE_NEGOCIACAO	TIPO_DE_MERCADO	NOME_DA_EMPRESA	ESPECIFICACAO_DO_PAPEL	PRAZO_EM_DIAS_DO_MERCADO_A_TERMO	MOEDA_DE_REFERENCIA	PRECO_DE_ABERTURA	PRECO_MAXIMO	PRECO_MINIMO	PRECO_MEDIO	PRECO_ULTIMO_NEGOCIO	PRECO_MELHOR_OFERTA_DE_COMPRA	PRECO_MELHOR_OFERTA_DE_VENDAS	NUMERO_DE_NEGOCIOS	QUANTIDADE_NEGOCIADA	VOLUME_TOTAL_NEGOCIADO	DATA_DE_VENCIMENTO	FATOR_DE_COTACAO	CODIGO_ISIN	NUMERO_DE_DISTRIBUICAO
1	1	2023-01-02 00:00:00	34	MMMC34	VISTA	3M	DRN	-1	R$	165.56	165.56	159.06	160.97	161.44	161.44	161.59	31	120	20443.2	NaT	1	BRMMMCBDR000	143
2	1	2023-01-02 00:00:00	LOTE_PADRAO	RRRP3	VISTA	3R PETROLEUM	ON NM	-1	R$	37.24	37.93	35.97	36.64	36.41	36.4	36.41	13731	2.8788e+06	1.05483e+08	NaT	1	BRRRRPACNOR5	100
3	1	2023-01-02 00:00:00	MERCADO FRACIONARIO	RRRP3F	FRACIONARIO	3R PETROLEUM	ON NM	-1	R$	37.75	37.91	35.98	36.69	36.94	36.94	37	1309	24010	881003	NaT	1	BRRRRPACNOR5	100
4	1	2023-01-02 00:00:00	LOTE_PADRAO	TTEN3	VISTA	3TENTOS	ON NM	-1	R$	9.65	9.65	9.07	9.23	9.36	9.35	9.36	3292	701700	6.48253e+06	NaT	1	BRTTENACNOR0	101
5	1	2023-01-02 00:00:00	MERCADO FRACIONARIO	TTEN3F	FRACIONARIO	3TENTOS	ON NM	-1	R$	9.34	9.44	9.08	9.26	9.2	9.2	9.65	238	4640	43069.7	NaT	1	BRTTENACNOR0	101

Exemplo 2 - Listando Opções de Venda da Petrobras

from b3fileparser.b3parser import B3Parser


parser = B3Parser.create_parser()
dados = parser.read_b3_file('COTAHIST_A2023.TXT')
puts = dados[dados['TIPO_DE_MERCADO'] == 'OPCOES_DE_VENDA']
putspetro = puts[puts['CODIGO_DE_NEGOCIACAO'].str.startswith('PETR')]
putspetro.head()

	TIPO_DE_REGISTRO	DATA_DO_PREGAO	CODIGO_BDI	CODIGO_DE_NEGOCIACAO	TIPO_DE_MERCADO	NOME_DA_EMPRESA	ESPECIFICACAO_DO_PAPEL	MOEDA_DE_REFERENCIA	PRECO_DE_ABERTURA	PRECO_MAXIMO	PRECO_MINIMO	PRECO_MEDIO	PRECO_ULTIMO_NEGOCIO	PRECO_MELHOR_OFERTA_DE_VENDAS	NUMERO_DE_NEGOCIOS	QUANTIDADE_NEGOCIADA	VOLUME_TOTAL_NEGOCIADO	PRECO_DE_EXERCICIO	DATA_DE_VENCIMENTO	FATOR_DE_COTACAO	CODIGO_ISIN	NUMERO_DE_DISTRIBUICAO
24653	1	2023-01-02 00:00:00	OPCOES_DE_VENDA	PETRM318	OPCOES_DE_VENDA	PETRE	ON N2	R$	0.17	0.22	0.17	0.19	0.18	0	66	68100	13008	21.91	2023-01-20 00:00:00	1	BRPETRACNOR9	196
24654	1	2023-01-02 00:00:00	OPCOES_DE_VENDA	PETRM328	OPCOES_DE_VENDA	PETRE	ON N2	R$	0.16	0.3	0.16	0.21	0.29	0	52	47800	10127	22.91	2023-01-20 00:00:00	1	BRPETRACNOR9	196
24655	1	2023-01-02 00:00:00	OPCOES_DE_VENDA	PETRN282	OPCOES_DE_VENDA	PETRE	ON N2	R$	1.11	1.11	1.07	1.1	1.07	0	9	22000	24340	24.98	2023-02-17 00:00:00	1	BRPETRACNOR9	197
24656	1	2023-01-02 00:00:00	OPCOES_DE_VENDA	PETRM28	OPCOES_DE_VENDA	PETRE	ON N2	R$	0.69	1.03	0.69	0.97	1	1	26	69600	68155	25.66	2023-01-20 00:00:00	1	BRPETRACNOR9	197
24657	1	2023-01-02 00:00:00	OPCOES_DE_VENDA	PETRM294	OPCOES_DE_VENDA	PETRE	ON N2	R$	1.09	1.23	1.04	1.11	1.08	0	12	7700	8616	26.16	2023-01-20 00:00:00	1	BRPETRACNOR9	197

Sobre os dados

O parse do arquivo é realizado de acordo com o Layout fornecido pela b3: https://www.b3.com.br/data/files/33/67/B9/50/D84057102C784E47AC094EA8/SeriesHistoricas_Layout.pdf

Colunas

	COLUNA	TAMANHO NO ARQUIVO TXT
0	TIPO_DE_REGISTRO	2
1	DATA_DO_PREGAO	8
2	CODIGO_BDI	2
3	CODIGO_DE_NEGOCIACAO	12
4	TIPO_DE_MERCADO	3
5	NOME_DA_EMPRESA	12
6	ESPECIFICACAO_DO_PAPEL	10
7	PRAZO_EM_DIAS_DO_MERCADO_A_TERMO	3
8	MOEDA_DE_REFERENCIA	4
9	PRECO_DE_ABERTURA	13
10	PRECO_MAXIMO	13
11	PRECO_MINIMO	13
12	PRECO_MEDIO	13
13	PRECO_ULTIMO_NEGOCIO	13
14	PRECO_MELHOR_OFERTA_DE_COMPRA	13
15	PRECO_MELHOR_OFERTA_DE_VENDAS	13
16	NUMERO_DE_NEGOCIOS	5
17	QUANTIDADE_NEGOCIADA	18
18	VOLUME_TOTAL_NEGOCIADO	18
19	PRECO_DE_EXERCICIO	13
20	INDICADOR_DE_CORRECAO_DE_PRECOS	1
21	DATA_DE_VENCIMENTO	8
22	FATOR_DE_COTACAO	7
23	PRECO_DE_EXERCICIO_EM_PONTOS	13
24	CODIGO_ISIN	12
25	NUMERO_DE_DISTRIBUICAO	3

Tipos de mercado

	TIPO DE MERCADO
10	VISTA
12	EXERCICIO DE OPCOES DE COMPRA
13	EXERCÍCIO DE OPCOES DE VENDA
17	LEILAO
20	FRACIONARIO
30	TERMO
50	FUTURO_COM_RETENCAO_DE_GANHO
60	FUTURO_COM_MOVIMENTACAO_CONTINUA
70	OPCOES_DE_COMPRA
80	OPCOES_DE_VENDA

Metadata

Release files for b3fileparser 0.2.1

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Source distribution for b3fileparser 0.2.1
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