Python package containing several classes and data for extracting and manipulating market and trading data.
Project description
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')
Get Data With Billing Headers
import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
df, billing_headers = bulk_data.get_data(ticker='PETR4', date='2025-06-20', data_type='trades', return_billing_headers=True)
# billing_headers = bulk_data.get_data(ticker='PETR4', date='2025-06-20', data_type='trades', dry_run=True)
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')
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()
## 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')
# 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='2026-05-08T23:59:59.999Z',
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')
REST Technical Catalogs
Technical endpoint descriptions for REST APIs are exported by the package so MCPs and other connectors can reuse the same source of truth instead of duplicating endpoint semantics locally.
from btgsolutions_dataservices.rest import (
DATASERVICES_ENDPOINTS,
DATASERVICES_ENDPOINT_RELATIONSHIPS,
get_dataservices_tool_description,
)
print(get_dataservices_tool_description("get_quotes"))
print(get_dataservices_tool_description("get_book_scope"))
The Data Services catalog covers quotes, candles, intraday trades, last events, reference data, corporate events, company fundamental data, HFN news, stock-loan data, bulk market data, broker reference, broker analytics and book-scope endpoints. It documents parameters, endpoint relationships such as available-ticker discovery before market-data calls, broker-reference discovery before broker analytics, HFN filter discovery before news queries, corporate events before adjusted price analysis, and book-scope constraints for microstructure analysis.
The REST catalogs also document cross-domain relationships between Public Sources and market-data services: company directory resolution feeds ticker reference, quotes, candles, stock-loan, broker analytics and book-scope tools; sector classification feeds peer-market comparisons; fund holdings feed underlying ticker market analysis; ownership/free-float feeds liquidity context; and disclosures, official notices, HFN news and corporate events feed event window analysis.
Alternative Data - Metadata
Technical endpoint descriptions for the public-sources alternative-data APIs are exported by the package so MCPs and other connectors can reuse the same source of truth:
from btgsolutions_dataservices.rest import (
PUBLIC_SOURCES_ENDPOINTS,
PUBLIC_SOURCES_ENDPOINT_RELATIONSHIPS,
get_public_sources_tool_description,
)
print(get_public_sources_tool_description("get_company_board"))
The catalog documents endpoint parameters, known data gaps, excluded endpoints, and relationships such as: company metadata resolving identifiers for governance and ownership calls; macro indicator metadata feeding macro observations; asset metadata feeding maximum-theoretical-margin calls; financial statement type metadata feeding statement queries; assemblies and ownership notices feeding notice summaries; and fund holdings/asset fund holders linking funds with company tickers.
import btgsolutions_dataservices as btg
meta = btg.AlternativeDataMetadata(api_key='YOUR_API_KEY')
meta.get_company_directory(query='PETROBRAS', jurisdiction='BR')
meta.list_companies(query='PETROBRAS', jurisdiction='BR')
meta.list_etfs(query='BOVA')
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.list_companies(query='PETROBRAS', jurisdiction='BR')
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='AAPL') # UK PSC / US SEC proxy data; not BR listed-company ownership
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='elected')
companies.get_assemblies(company_id='PINE4')
companies.get_financial_statements(company_id='PETR4', statement='income_statement', quarter='4T24')
companies.get_financial_notes(company_id='VALE3', quarter='4T24')
companies.get_disclosures(company_id='PETR4', document_type='repurchase')
companies.get_disclosures(company_id='PETR4', document_type='insider')
For Brazilian governance endpoints, current board and summary responses prefer
the latest raw FRE filing when available. Returned governance summaries can
include latest_reference_date, latest_version, latest_document_id and
structure_source; alternate B3 tickers/units such as BPAC11 can resolve to
the underlying listed company when covered by the source metadata.
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.list_etfs(query='BOVA')
funds.get_holdings(fund_id='BOVA11', reference_date='2024-12-31')
funds.get_exposures(fund_id='BOVA11', exposure_type='asset_class')
funds.get_history(fund_id='BOVA11', start_date='2024-01-01', end_date='2024-12-31')
funds.get_lookthrough(fund_id='BOVA11')
# Manager aggregation requires an exact covered manager CNPJ/name, not ETF issuer slugs, ETF tickers or fund CNPJs.
# funds.get_manager_aggregate_holdings(manager_id='...')
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_notice_summary(url='https://www.rad.cvm.gov.br/ENETWEB/frmGerenciaPastaDeArquivos.aspx?numProtocolo=1234567')
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')
For Brazilian ownership/free-float endpoints, current control and free-float responses use the latest FRE source document/version for the selected reference date when available. Repeated older source documents are deduplicated where possible, while distinct rows for the same holder across classes, roles or ownership categories are preserved. Zero free-float or independence percentages can be valid source values, not missing data.
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='comexstat', aggregate='states', start_date='2024-01', end_date='2024-12')
macro.get_macro_indicators(indicator='comexstat', aggregate='timeline', group_by='country', 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(snapshot_date='2026-06-24', limit=10) # reproducible scoped snapshot
macro.get_dpmfi_composition(bond_type='IPCA')
AlternativeDataMacroMarkets exposes the public-sources market-data endpoint for B3 maximum theoretical margin. The direct market-data investor-categories endpoint is intentionally not exposed in this package.
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'])
Algo Hunter
import btgsolutions_dataservices as btg
algohunter = AlgoHunter(api_key='YOUR_API_KEY')
algohunter.get_thermometer()
algohunter.get_recently_detected(ticker='PETR4')
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