GetFREData

GetFREData is an R package for downloading information about companies traded at B3, the Brazilian financial exchange. The source of the data is CVM’s ftp site and B3’s FRE system, the official registration of all major corporate actions.

The data available in FRE is a rich and very useful for corporate finance studies. See an example here. The GetFREData currently includes the following tables, starting from 2010:

Annualy compiled datasets from FRE for all available companies since 2010 are available at https://www.msperlin.com/blog/data/.

Installation

# CRAN (stable)
install.packages('GetFREData')

# github (development)
if (!require(devtools)) install.packages('devtools')
if (!require(GetFREData)) devtools::install_github('msperlin/GetFREData') 

Example of usage

library(GetFREData)
library(tidyverse)

search_company('grendene', 
               cache_folder = tempdir())

l_fre <- get_fre_data(companies_cvm_codes = 19615,
                      fre_to_read = 'last',
                      first_year = 2020,
                      last_year = 2020, 
                      cache_folder = tempdir())
                      
glimpse(l_fre)