Back in 2020 I started to compile and share financial data in dataverse. The data covers corporate finance events from the DFP and FRE systems. The available tables are the same I use for my research and teaching material, and will be updated once a year.
Today I updated all datasets. The available data are:
R Package Source of Data Description Direct Link Last Update GetTDData Tesouro Nacional Prices and yields of brazilian sovereign bonds Link 2023-04-18 GetFREData CVM Corporate dataset from FRE systems Link 2023-04-18 GetDFPData2 CVM Annual Financial Reports from DFP system Link 2023-04-18
After testing the package extensivelly, GetDFPData2 is finally available in CRAN. GetDFPData2 is the second and backwards incompatible version of GetDPFData, a R package for downloading annual financial reports from B3, the Brazilian financial exchange. Unlike its first iteration, GetDFPData2 imports data using a database of csv files from CVM, which makes it execution much faster than its predecessor. However, the output is slightly different.
A shiny app – web interface – is also available at https://www.msperlin.com/shiny/GetDFPData2/.
The previous version, GetDFPData, is deprecated and will not be developed any further.
GetDFPData is an academic project to provide free and unrestricted access to financial reports from B3, the brazilian exchange. Back in 2020 I split the code of GetDFDData into two distinct packages: GetDFPData2 and GetFREData. In short, I’ve found a new data source at CVM (comissão valores mobiliários) that is much easier to work than B3’s site. While the code in GetDFPData2 is becoming stable and will soon be released in CRAN, the shiny app was missing this important update.
Finally got some free time to work on the shinny app once again.
Back in 2017 I wrote the first version of package GetDFPData, along with a paper describing the code and providing an empirical application.
However, maintaining the package over the years has been frustrating. The code is becoming increasingly complex, much due to the fact that it handles FRE and DFP data in a single package. Execution speed for large scale importation – many years and many companies – is not reasonable. In top of that, B3’s website is unstable as a source of data and it seems it will stay like that for a long time.