btgsolutions-dataservices-python-client 3.3.0

Python package containing several classes and data for extracting and manipulating market and trading data.

BTG Solutions - Data Services

Real time and historical Financial Market Data, News, Corporate Events and more. More information at https://dataservices.btgpactualsolutions.com/.

Installation

pip3 install btgsolutions-dataservices-python-client

Documentation

The official documentation is hosted at https://python-client-docs.dataservices.btgpactualsolutions.com/

Examples

Real Time Data

Market Data Stream (optimized for performance)

import btgsolutions_dataservices as btg
ws = btg.MarketDataFeed(api_key='YOUR_API_KEY', data_type='books', data_subtype='stocks')
ws.run()
ws.subscribe(['PETR4'])

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Market Data Stream

Books

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='books', instruments=['PETR4', 'VALE3'])
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Books, Top Of Book (n=1)

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='books')
ws.run(on_message=lambda message: print(message))
ws.subscribe(['PETR4', 'VALE3'], n=1)

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Trades

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='trades', instruments=['PETR4', 'VALE3'])
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Trades, delayed (15 minutes delay)

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='trades', stream_type='delayed', instruments=['PETR4', 'VALE3'])
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Books, throttle (1 second throttle)

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='books', stream_type='throttle', instruments=['PETR4', 'VALE3'])
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Trades, NASDAQ (US)

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', exchange='nasdaq', data_type='trades')
ws.run(on_message=lambda message: print(message))
ws.subscribe(['AMZN', 'GOOG', 'TSLA'])

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Trades, BMV (MX)

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', exchange='bmv', data_type='trades')
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Security Status

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='instrument_status', data_subtype='stocks')
ws.run(on_message=lambda message: print(message))
ws.instrument_status('PETR4')
ws.instrument_status_history('PETR4')

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Settlement Price

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='settlement-price', instruments=['ABEVOU25', 'WINV25'])
ws.run(on_message=lambda message: print(message))

## Getting the last event (settlement-price) of ABEVOU25:
# ws.get_last_event(['ABEVOU25'])

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Broker Analytics

import btgsolutions_dataservices as btg

ws = btg.BrokerAnalyticsWebSocketClient(api_key='YOUR_API_KEY')
ws.run(on_message=lambda message: print(message))

ws.available_tickers()
ws.available_brokers()
ws.subscribe_top_tickers(n=10, brokers=['85'])
ws.subscribe_top_brokers(n=5, tickers=['SNFF11'])
ws.subscribed_to()
ws.get_last_event(analytics_type='top_tickers', n=3, brokers=['85', '3'])
ws.get_last_event(analytics_type='top_brokers', n=100, tickers=['SNFF11'])
ws.unsubscribe_top_tickers(brokers=['85'])
ws.unsubscribe_top_brokers(tickers=['SNFF11'])

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Intraday Candles

import btgsolutions_dataservices as btg
int_candles = btg.IntradayCandles(api_key='YOUR_API_KEY')
int_candles.get_intraday_candles(market_type='stocks', tickers=['PETR4', 'VALE3'], candle_period='1m', delay='delayed', mode='relative', timezone='UTC', market_status='regular', raw_data=True)

Intraday Tick Data

import btgsolutions_dataservices as btg
intra_tickdata = btg.IntradayTickData(api_key='YOUR_API_KEY')
intra_tickdata.get_trades(ticker='PETR4')

Quotes

import btgsolutions_dataservices as btg
quotes = btg.Quotes(api_key='YOUR_API_KEY')
quotes.get_quote(market_type = 'stocks', tickers = ['PETR4', 'VALE3'])

Ticker Last Trade

import btgsolutions_dataservices as btg
last_event = btg.TickerLastEvent(api_key='YOUR_API_KEY')
last_event.get_trades(data_type='equities', ticker='VALE3')

Ticker Last Top of Book

import btgsolutions_dataservices as btg
last_event = btg.TickerLastEvent(api_key='YOUR_API_KEY')
last_event.get_tobs(data_type='equities')

Ticker Last Trading Status

import btgsolutions_dataservices as btg
last_event = btg.TickerLastEvent(api_key='YOUR_API_KEY')
last_event.get_status(tickers=['PETR4','VALE3'])

Ticker Last Polling - Top of Books

import btgsolutions_dataservices as btg
last_event = btg.TickerLastEventPolling(api_key='YOUR_API_KEY', data_type='top-of-books', data_subtype='stocks')
last_event.get()

Historical Data

Historical Candles

Interday

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False, round=False)

Intraday

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False, round=True)

Interday Batch

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_interday_history_candles_batch(market_type='stocks', tickers=['PETR4', 'VALE3'], start_date='2023-10-01', end_date='2023-10-13', corporate_events_adj=True, rmv_after_market=True, timezone='UTC', raw_data=False, round=True)

Available Tickers

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_available_tickers(market_type='stocks', date='2025-05-29')

Plot Candles

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False).plot(x='candle_time', y='close_price', kind='scatter')

Historical Candles Crypto

Interday

import btgsolutions_dataservices as btg
hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
hist_candles_crypto.get_interday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', start_date='2025-06-01', end_date='2025-07-01', timezone='UTC', raw_data=False)

Intraday

import btgsolutions_dataservices as btg
hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
hist_candles_crypto.get_intraday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', date='2025-06-01', candle='1h', timezone='America/Sao_Paulo', raw_data=False)

Available Tickers

import btgsolutions_dataservices as btg
hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
hist_candles_crypto.get_available_tickers(exchange='coinbase', date='2023-01-13')

Historical Tick Data (Bulk Data)

Available Tickers

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_available_tickers(date='2023-07-03', data_type='trades', prefix='PETR')

Get Data

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_data(ticker='DI1F18', date='2017-01-02', data_type='trades')
# bulk_data.get_data(ticker='PETR4', date='2024-01-22', data_type='books')
# bulk_data.get_data(ticker='VALE3', date='2024-04-01', data_type='trades-and-book-events')
# bulk_data.get_data(ticker='PETR4', date='2025-05-07', data_type='instrument-status')

Security List

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_security_list(date='2025-05-07')

Market Data Channels

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_market_data_channels(date='2026-01-30')

Compressed Data (PCAP files)

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_compressed_data(channel='98', date='2026-01-30', data_type='instruments')
# bulk_data.get_compressed_data(channel='98', date='2026-01-30', data_type='incremental', feed='feedA')
# bulk_data.get_compressed_data(channel='98', date='2026-01-30', data_type='snapshot')

Alternative Data

High Frequency News Stream

import btgsolutions_dataservices as btg
ws = btg.HFNWebSocketClient(api_key='YOUR_API_KEY', country='brazil')
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

High Frequency News

import btgsolutions_dataservices as btg
hfn = btg.HighFrequencyNews(api_key='YOUR_API_KEY')
hfn.latest_news()

High Frequency News V3 Stream

import btgsolutions_dataservices as btg
ws = btg.HFNV3WebSocketClient(api_key='YOUR_API_KEY')
ws.run(on_message=lambda message: print(message))

# Subscribe to live economy news in Portuguese
ws.subscribe(settings={'feed': 'economy', 'text_language': 'portuguese'})

# Request latest news on demand (without subscribing to the live stream)
ws.latest_news(settings={'feed': 'crypto', 'limit': '10'})

# Get available filter values
ws.available_filters(settings={})

# Stop receiving broadcasts (keeps connection open)
ws.unsubscribe()

ws.close()

High Frequency News V3

import btgsolutions_dataservices as btg
hfn = btg.HighFrequencyNewsV3(api_key='YOUR_API_KEY')

# Latest news with filters
hfn.get_latest_news(feed='economy', text_language='portuguese', limit=10)

# Latest news by ticker tags
hfn.get_latest_news(tags=['PETR4', 'VALE3'])

# Historical news for a date range
hfn.get_historical_news(
    start_date='2026-05-01T00:00:00.000Z',
    end_date='2026-05-01T23:59:59.999Z',
    feed='economy',
)

# Available filter values
hfn.get_available_filters()

OPA

import btgsolutions_dataservices as btg
public_sources = btg.PublicSources(api_key='YOUR_API_KEY')
public_sources.get_opas(start_date='2022-10-01', end_date='2024-10-01')

STOCK LOAN

import btgsolutions_dataservices as btg
stock_loan = btg.StockLoan(api_key='YOUR_API_KEY')
stock_loan.get_trades()
stock_loan.get_paginated_trades(page=1, limit=1000, ticker ='PETR4')
stock_loan.get_available_tickers()

Company Fundamentals

Company General Information

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.general_info(ticker='PETR4')

Income Statement

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.income_statement(ticker='PETR4')

Balance Sheet

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.balance_sheet(ticker='PETR4')

Cash Flow

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.cash_flow(ticker='PETR4')

Valuation

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.valuation(ticker='PETR4')

Ratios

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.ratios(ticker='PETR4')

Growth

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.growth(ticker='PETR4')

Interims

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.interims(ticker='PETR4')

All Financial Tables

import btgsolutions_dataservices as btg
company_data = btg.CompanyData(api_key='YOUR_API_KEY')
company_data.all_financial_tables(ticker='PETR4')

Alternative Data - Metadata

import btgsolutions_dataservices as btg
meta = btg.AlternativeDataMetadata(api_key='YOUR_API_KEY')
meta.get_company_directory(query='PETROBRAS', jurisdiction='BR')
meta.get_company_sector(identifier='PETR4')
meta.get_taxonomy(system='b3')
meta.get_cnae(code='6422100')
meta.get_sector_companies(sector='Petróleo, Gás e Biocombustíveis')
meta.get_sectors_summary()
meta.get_financial_statement_types()
meta.get_datasets()
meta.get_available_assets(dataset='maximum_theoretical_margin', prefix='PETR')
meta.get_available_indicators()

Alternative Data - Companies

import btgsolutions_dataservices as btg
companies = btg.AlternativeDataCompanies(api_key='YOUR_API_KEY')
companies.get_board(company_id='VALE3', body='board')
companies.get_governance_summary(company_id='ITUB4')
companies.get_governance_history(company_id='PETR4', start_date='2023-01-01', end_date='2024-12-31')
companies.get_governance_documents(company_id='PETR4', start_date='2024-01-01', end_date='2024-12-31')
companies.get_governance_compensation(company_id='VALE3', fiscal_year='2024')
companies.get_governance_related_party(company_id='ITUB4')
companies.get_governance_beneficial_ownership(company_id='VALE3')
companies.get_corporate_registry(company_id='PETR4', direction='partners')
companies.get_corporate_registry(company_id='PETR4', direction='investees')
companies.get_insider_trades(company_id='AAPL', start_date='2024-01-01', end_date='2024-12-31')
companies.get_board_changes(company_id='VALE3', event='appointed')
companies.get_financial_statements(company_id='PETR4', statement='income_statement', quarter='Q42024')
companies.get_financial_notes(company_id='VALE3', quarter='Q42024')
companies.get_disclosures(company_id='PETR4', document_type='repurchase')
companies.get_disclosures(company_id='PETR4', document_type='insider')

Alternative Data - People

import btgsolutions_dataservices as btg
people = btg.AlternativeDataPeople(api_key='YOUR_API_KEY')
people.get_appointments(person_id='slug:Jean Paul Lemann', active_only=True)
people.get_appointments(person_id='slug:Jean Paul Lemann', group_by='company')

Alternative Data - Funds

import btgsolutions_dataservices as btg
funds = btg.AlternativeDataFunds(api_key='YOUR_API_KEY')
funds.get_holdings(fund_id='73.232.530/0001-46', reference_date='2024-12-31')
funds.get_exposures(fund_id='73.232.530/0001-46', exposure_type='asset_class')
funds.get_history(fund_id='73.232.530/0001-46', start_date='2024-01-01', end_date='2024-12-31')
funds.get_lookthrough(fund_id='73.232.530/0001-46')
funds.get_manager_aggregate_holdings(manager_id='ITAÚ ASSET MANAGEMENT')

Alternative Data - Ownership

import btgsolutions_dataservices as btg
ownership = btg.AlternativeDataOwnership(api_key='YOUR_API_KEY')
ownership.get_top_shareholders(company_id='VALE3', limit=10)
ownership.get_ownership_current(company_id='ITUB4')
ownership.get_ownership_history(company_id='PETR4', start_date='2023-01-01', end_date='2024-12-31')
ownership.get_ownership_change_events(company_id='VALE3', start_date='2024-01-01', end_date='2024-12-31')
ownership.get_ownership_official_notices(company_id='PETR4')
ownership.get_ownership_control_group(company_id='VALE3')
ownership.get_ownership_free_float(company_id='PETR4')
ownership.get_shareholder_holdings(shareholder_id='00.000.000/0001-91')
ownership.get_institutional_holders(identifier='VALE3')
ownership.get_fund_holders(identifier='PETR4', identifier_type='b3_ticker')

Alternative Data - Macro & Markets

import btgsolutions_dataservices as btg
macro = btg.AlternativeDataMacroMarkets(api_key='YOUR_API_KEY')
macro.get_macro_indicators(indicator='selic')
macro.get_macro_indicators(indicator='ipca_contributions', start_date='2024-01', end_date='2024-12')
macro.get_macro_indicators(indicator='gdp', type='yoy')
macro.get_macro_indicators(indicator='comexstat', year='2024', state='SP')
macro.get_macro_indicators(indicator='rreo', year='2024', period='6')
macro.get_maximum_theoretical_margin(asset='PETR4', report_date='2024-12-31')
macro.get_dpmfi(start_date='2024-01', end_date='2024-12', status='dados_oficiais')
macro.get_dpmfi_composition(bond_type='IPCA')

Reference Data

Corporate Events

import btgsolutions_dataservices as btg
corporate_events = btg.CorporateEvents(api_key='YOUR_API_KEY')
corporate_events.get(start_date='2024-05-01', end_date='2024-05-31')
# corporate_events.get(start_date='2024-05-01', end_date='2024-05-31', tickers=['VALE3'])

Broker Reference

import btgsolutions_dataservices as btg
broker_reference = btg.BrokerReference(api_key='YOUR_API_KEY')
broker_reference.get()

Book Scope

import btgsolutions_dataservices as btg
book_scope = btg.BookScope(api_key='YOUR_API_KEY')

result = book_scope.get(
    symbol='DOLM26',
    market_type='derivatives',
    start_time='2026-05-28T14:12:00Z',
    end_time='2026-05-28T14:15:00Z',
    select=['trades', 'book_snapshot', 'book_incremental'],  # choose one, two, or all three
)

single_file_result = book_scope.get(
    symbol='DOLM26',
    market_type='derivatives',
    start_time='2026-05-28T14:12:00Z',
    end_time='2026-05-28T14:15:00Z',
    select=['trades', 'book_snapshot', 'book_incremental'],
    aggregate_info=True,
)

Broker Analytics

import btgsolutions_dataservices as btg
broker_analytics = btg.BrokerAnalytics(api_key='YOUR_API_KEY', market_type='stocks')
summary = broker_analytics.get_summary(brokers=['85', '3'], tickers=['PETR4', 'ABCB4'])
top_brokers = broker_analytics.get_top_brokers(n=10)
top_tickers = broker_analytics.get_top_tickers(n=10, brokers=['85', '3'])

Ticker Reference Data

import btgsolutions_dataservices as btg
ref = btg.ReferenceData(api_key='YOUR_API_KEY')
ref.ticker_reference(tickers=['VALE3','PETR4'])