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GetTDData

Market & alternative data★ 29 GitHub starsR⏱ Last commit 4 days ago

R downloader for Brazilian Treasury bond prices and yields

What it is

An R package that downloads prices and yields for bonds the Brazilian Treasury sells through Tesouro Direto. A caller passes an asset code such as LFT, LTN, NTN-B, NTN-F, or RendA+, and one function reads the official Tesouro Transparente open-data files into a table. A second function pulls the current Brazilian yield curve from Anbima, with real return, nominal return, and implied inflation. Fixed-income analysts working in R on Brazil are the audience, and coverage stays on those government bonds and that current curve rather than a general price database or a stored history of past curves.

At a glance

Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forData source, Data analysis
MarketsOther markets
StackR
Learning curveEasy to start
Practical valueLow practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceLast commit 4 days ago

GitHub stars, last 30 days

Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 29. Gaps mean no snapshot was taken that day.

In the author's words

Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.

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