Available Data | B3

In UP2DATA you have access to different markets data, which is divided according to the product and the type of information to which it refers.

Market Channels

  • Commodites

    The commodity data available in UP2DATA encompasses the products described in the list below, which is divided into five folders according to the type of information delivered by each data package.

       
    Information available on the Commodities channel
    • Security List
      General registration data for commodity instruments (futures, options, rollovers and structured operations)
    • Open Position
      Stock data (Open Interest) of commodity contracts
    • Trade Information
      Consolidated trading data for commodity contracts, such as the minimum and maximum price and volume traded on the day
    • Settlement Price
      Data on the daily adjustment for each type of futures contract
    • Reference Price
      Reference price data calculated for futures contracts

     

    Products included in the Commodities channel
    Futures market
    • BGI – Live Cattle
    • CCM – Corn
    • ETH – Hydrous Ethanol
    • ICF – Arabica Coffe 4/5
    • OZ1 – Gold
    • SJC – Soybean CME
    • SOY – Soybean FOB Santos
    Options market
    • BGI – Live Cattle
    • CCM – Corn
    • ICF – Arabica Coffe 4/5
    • OZ1 – Gold
    • SJC – Soybean CME
    • SOY – Soybean FOB Santos
     
     
  • Currency

    The Currency data available in UP2DATA encompasses the products described in the list below, where a division is made into 5 folders according to the type of information delivered by each data package.

       
    Information available on the Currency channel
    • Security List
      General registration data for currency instruments (futures, options and structured transactions)
    • Open Position
      Stock data (Open Interest) of currency contracts
    • Trade Information
      Consolidated trading data for currency contracts, such as the minimum and maximum price and the volume traded on the day
    • Settlement Price
      Data on the daily adjustment for each type of futures contract
    • Reference Price
      Reference price data calculated for open option series whose underlying asset is a currency futures contract

     

    Products included in the Currency channel
    Futures Market
    • AFS - Rande da África do Sul (em USD)
    • ARB - Peso Argentino
    • ARS - Peso Argentino (em USD)
    • AUS - Dólar Australiano (em USD)
    • AUD - Dólar Australiano
    • CAD - Dólar Canadense
    • CAN - Dólar Canadense (em USD)
    • CHF - Franco Suíço
    • CHL - Peso Chileno (em USD)
    • CLP - Peso Chileno
    • CNH - Iuan Chinês Offshore (em USD)
    • CNY - Iuan Chinês Offshore
    • DOL - Dólar dos Estados Unidos
    • EUP - Euro (em USD)
    • EUR – Euro
    • GBP - Libra Esterlina
    • GBR - Libra Esterlina (em USD)
    • JAP - Iene Japonês (em USD)
    • JPY - Iene Japonês
    • MEX - Peso Mexicano (em USD)
    • MXN - Peso Mexicano
    • NOK - Coroa Noruguesa (em USD)
    • NZD - Dólar da Nova Zelândia
    • NZL - Dólar da Nova Zelândia (em USD)
    • RUB - Rublo Russo (em USD)
    • SEK - Coroa Sueca (em USD)
    • SWI - Franco Suíço (em USD)
    • TRY - Lira Turca
    • TUQ - Lira Turca (em USD)
    • WDO - Dólar dos Estados Unidos (Mini)
    • WEU - Euro (Mini)
    • ZAR - Rande da África do Sul
    Options Market
    • DOL - Dólar dos Estados Unidos
    • DS1 - Dólar dos Estados Unidos (Mini) - tipo 1
    • DS2 - Dólar dos Estados Unidos (Mini) - tipo 2
    • DS3 - Dólar dos Estados Unidos (Mini) - tipo 3
    • DS4 - Dólar dos Estados Unidos (Mini) - tipo 4
    • WDO - Dólar dos Estados Unidos (Mini)

     

     

     

     

     

     

     

     

     

     

     

     

     

     

     
  • Equities

    The Equities data available in UP2DATA encompasses the products described in the list below, where a division is made into 6 folders according to the type of information delivered by each data package.

       
    Information available on the Equities channel
    • Security List
      General registration data for Equities instruments (futures, options and structured transactions)
    • Open Position
      Equities Open Interest (cash, forward, futures, indices, asset lending markets)
    • Trade Information
      Consolidated data from the negotiations of Equities contracts, such as the minimum and maximum price and volume traded on the day
    • Settlement Price
      Data on the daily adjustment for each type of futures contract
    • Reference Price
      Reference price data calculated for Equities segment contracts
    • Negócios de ETF
      Trading data of ETFs (Index Funds), such as the minimum and maximum price and trading volume on the day

     

    Products included in the Equities channel
    • Index and Equity Futures
    • Indices and Stock Options
    • IOPV of ETFs
    • Equity spot market (Shares, FIIs, FIAGROs, BDRs, ETFs, etc.)
     
  • Fixed income

    The Fixed Income data available on UP2DATA includes the 10-year US Treasury Note Futures Contract. A division into 4 folders is made according to the type of information delivered by each data packet.

       
    Information available on the Fixed Income channel
    • Security List
      General registration data for T10 contracts
    • Open Position
      Stock data (Open Interest) of T10 contracts
    • Trade Information
      Consolidated data from T10 contract negotiations
    • Settlement Price
      Daily adjustment data for T10 contracts
     
  • Interest rates

    The interest data available in UP2DATA makes it possible to monitor contracts linked to the interest rate. A division into five folders is made according to the type of information delivered.

       
    Information available on the Interest Rate channel
    • Security List
      General registration data for interest instruments (futures, options, structured transactions and swaps)
    • Open Position
      Stock data (Open Interest) of interest contracts
    • Trade Information
      Consolidated data from interest rate contracts, such as the minimum and maximum price and volume traded on the day
    • Settlement Price
      Data on the daily adjustment for each type of interest contract
    • Reference Price
      Reference price data calculated for open option series whose underlying asset is an interest futures contract

     

    Products included in the Interest Rate channel
    Futures market
    • DAP – DI x IPCA Spread Futures
    • DCO – U.S. Dollar Spread Futures Contract Referencing One-Day Repurchase Agreements
    • DDI – DI x U.S. Dollar Spread Futures
    • DI1 – One-day Interbank Deposit Futures
    • FRC – Structured Transactions of Forward Rate Agreement on DI x U.S. Dollar Spread
    • FRO - Forward Rate Agreement on One-Day Repurchase Agreements X U.S. Dollar Spread
    • OC1 – Futures on the Average Rate of One-Day Repurchase Agreements
    • SCS – U.S. Dollar Swap with Reset Referencing One-Day Repurchase Agreements

     

    Options market
    • CPM – Opção de Copom
    • D12 – Options on One-Day Interbank Deposit Futures
    • D13 – Options on One-Day Interbank Deposit Futures
    • D14 – Options on One-Day Interbank Deposit Futures
    • D16 – Options on One-Day Interbank Deposit Futures
    • D18 – Options on One-Day Interbank Deposit Futures
    • IDI – Options on Average One-Day Interbank Deposit Rate
     

Specialized Data

  • Corporate action

    This channel is made up of files that compile information on corporate events disclosed by companies listed on B3: payments of dividends, minutes of ordinary and extraordinary general meetings, notices to the market, notices to shareholders, among others. These news are structured, standardized and published in UP2DATA in four folders:

       
    Information available on the Corporate Action channel
    • Schedule:
      Files delivered throughout the day as specific corporate events (non-exhaustive) are released on the Issuers News, allowing you to stay up to date with daily disclosures of Corporate Events in a consolidated and structured way. Corporate events published before 8 p.m (BRT) will be included in the day's schedule file (Schedule), while those published after this time will be included in the following day's schedule.
    • Life Cycle:
      Files generated at the end of the day that consolidate the day's Schedule information along with information on all confirmed events that have not reached or have the payment/settlement date as today, which allows monitoring of all active Corporate Events.
    • Corporate Action
      File generated at the end of the day with data on confirmed events to be settled (whose exercise date occurs on the day following the file reference date), updates and cancellations; providing you with a clear view of next actions.
    • Issuer
      Files generated at the end of the day with the registration data of issuers of corporate events in the “CorporateActionIssuer” file and the position of shareholders with more than 5% of shares of each type in the “PositionOfShareholders” share position file.

     

    Corporate Actions featured on the channel
    • Dividend
    • Capital refund
    • Cash bonus
    • Interest on equity
    • Yield
    • Interest Rate
    • Amortization
    • Premium
    • Monetary Correction
    • Bonus on assets
    • Capital Refund in shares
    • Capital refund with reduction in the number of shares
    • Stock split
    • Grouping
    • Subscription
    • Subscription priority
    • Subscription exercise
    • Subscription with waiver of preemptive rights
    • Incorporation
    • Fusion
    • Cancellation of Fraction
    • Fractions Auction
    • Donation of fractions
    • Fractions management
    • Purchase of fractions
    • Sale of fractions
    • Spin-off with red. of capital
    • Spin-off with red. of capital and amount
    • Update
    • Event with multiple requirements and results/li>
    • Partial redemption of fixed income
    • Fixed income redemption
    • Retrataction
    • Asset Conversion
    • Dissent
    • Redemption of variable income
    • Net income
    • Non-subscribed Shares
    • IPO, OPA and Follow-on
     
  • CRI and CRA

    The CRI and CRA data available in UP2DATA are divided into 3 folders according to the type of information delivered by each data packet. The CRI and CRA products disclosed are variable, that is, instruments can be added or removed daily.

       
    Information available on the CRI and CRA channel
    • Security List
      General CRI and CRA registration data
    • Trade Information
      Consolidated CRI and CRA trading data, such as the minimum and maximum price and volume traded on the day
    • Schedule
      Data on events such as amortization, interest payment and maturity of CRI and CRA
     
  • Curves

    The data available on the UP2DATA Curves channel encompasses the products described in the list below, however, this list varies daily, that is, not all the Curves mentioned are available every day. In the Curves channel, there is no division between folders, and the information available includes data such as theoretical rate, vertex characteristic, code and description of the underlying rate.

    Curves covered in the channel

    Code Description
    AUD DOL X AUD
    BRA BRAX11 x PRÉ
    BRP IBRX50 X PRE
    BVA BOVA11 x PRÉ
    CAD CAD X DOL
    CHF CHF X DOL
    CLP CLP X DOL
    CMO CSMO11 x PRÉ
    CNY CNY X DOL
    CYI CONV. YIELD
    DCL CUPOM LIMPO - SELIC
    DCO CUPOM SUJO - SELIC
    DGL CUPOM LIMPO - IGPM
    DIC CUPOM SUJO - IPCA
    DIM CUPOM SUJO - IGPM
    DOC CUPOM LIMPO - DOLAR
    DOL CUPOM SUJO - DOLAR
    DPL CUPOM LIMPO - IPCA
    ECC CUPOM SUJO - EURO
    EUC CUPOM LIMPO - EURO
    EUR REAIS X EURO
    FIN FIND11 x PRÉ
    GBP DOL X GBP
    GOV GOVE11 x PRÉ
    IAS IPCA SINTÉTICO
    Code Description
    INP IBOVESPA
    IPS IGPM SINTÉTICO
    ITC ITC X SELIC
    JPY REAIS X IENE
    LIB LIBOR(US$)
    MLA MILA11 x PRÉ
    MOB MOBI11 x PRÉ
    MXN MXN X DOL
    NZD NZD X DOL
    PRE DIxPRE
    PTX REAIS X DOLAR
    RDA REAIS X AUD
    RDC REAIS X CAD
    RFS REAIS X CHF
    RLI REAIS X GBP
    RPL REAIS X CLP
    RPM REAIS X MXN
    RRA REAIS X ZAR
    RYN REAIS X CNY
    RYR REAIS X TRY
    RZE REAIS X NZD
    SAU SPREAD AUD X DOL
    SCA SPREAD CAD X DOL
    SCF SPREAD CHF X DOL
    SCL SPREAD CLP X DOL
    Code Description
    SCN SPREAD CNY X DOL
    SDE SPREAD DOL X EUR
    SET SPR ETN X ETH
    SFI SOJA FINANCEIRA
    SFJ SPREAD SJC X SFI
    SGP SPREAD GBP X DOL
    SJC SOJA CME
    SLP SELIC X PRE
    SLT SPREAD LTN
    SMA SMAL11 x PRÉ
    SMX SPREAD MXN X DOL
    SNZ SPREAD NZD X DOL
    STR SPREAD TRY X DOL
    SUS ISUS11 x PRÉ
    SYD SPREAD JPY X DOL
    SZA SPREAD ZAR X DOL
    TFP TBF X PRE
    TJP TJLP X PRE
    TP TRxPRE
    TR DI X TR
    TRY TRY X DOL
    WTI PETRÓLEO CME
    YCC CUPOM SUJO - IENE
    YCL CUPOM LIMPO - IENE
    ZAR ZAR X DOL
     
     

    Learn more about

  • Debentures MTM

    The debenture data available on UP2DATA includes the debentures covered by B3's pricing methodology, which can be accessed below. A division into 4 folders is made according to the type of information delivered by each data packet.

       
    Information available on the Debentures MTM channel
    • Security List
      General data on the registration of each Debenture paper
    • Reference Price
      Price data calculated according to the Pricing Manual methodology
    • Trade Information
      Consolidated data from the negotiations of the Debentures papers
    • Event schedule
      Paper payment flow data, as well as changes that occur over time
     
  • Index

    The Index data available in UP2DATA includes the indexes described in the list below, where a division is made into 5 folders according to the type of information delivered by each data package.

       
    Information available on the Index channel
    • Portfolio Composition
      Data on the stocks that make up the indices traded on B3 and indices reducers
    • Intraday Information
      Data on the intraday variation of the value of each index
    • Trade Information
      Consolidated data from the indices at the end of the day, such as the average minimum and maximum price of the stocks that make up the index
    • Stock per Index
      Data on the assets that make up the stock indices in the current period
    • Stock Behavior
      Data on the behavior of stock indices traded on B3

     

    Indexes included in the Index channel
    • AGFS
    • BDRX
    • GPTW
    • IBRA
    • IBRX
    • IBRX50
    • IBOV
    • ICO2
    • ICON
    • IDIV
    • IEE
    • IFIL
    • IFIX
    • IFNC
    • IGCNM
    • IGCT
    • IMAT
    • IMOB
    • INDX
    • ISE
    • ITAG
    • IVBX2
    • MLCX
    • SMLL
    • UTIL
     
  • Volatility surface

    The data available in the UP2DATA Volatility Surface channel allows you to better understand the behavior of an asset and its financial risk, we use a specific methodology for each instrument analyzed. In the Volatility Surface channel, there is no division between folders, the available information includes data such as the term structure of volatility rates with deltas and maturities.

     

Economic indicators Channel

  • Economic indicator

    The data available on the UP2DATA Economic Indicators channel encompasses the instruments linked to the indicators described in the list below. In the Economic Indicators channel, there is no division between folders, the information available includes data such as adjusted, minimum and maximum prices of the instruments and identification of the indicators to which they were linked.

       
    Indicators covered in the channel
    • RT - Indicadores gerais
    • IA - Indicadores agropecuários
    • DE - Títulos da dívida externa
    • BV – Ibovespa
    • ME - Moeda estrangeira
    • ID - Índice IDI
     

Regulatory Channel

  • Regulatory

    The data in this Up2Data channel is defined by the regulator, therefore, they cannot be modified/updated and have a unique CSV format. These data are characterized as public and freely available at:

    Listed

    The types of information available in this channel regarding the listed market are:

    • Security List
    • Consolidated Trades
    • Consolidated Trades - After Market
    • Derivatives Open Position
    • Open Position for Security Lending
    • Summary of Asset Loans

    Over-The-Counter

    The types of information available in this channel for the over-the-counter market include:

    • Security List
    • Consolidated Trades

Legacy Channel

Interested and want to see what data you will have access to with our platform? Check below a sample of all available data and our data dictionary, to understand all the information.