Open-source scrapers for Brazilian financial-market datasets.
FinScraps currently publishes ANBIMA Interest Rate Term Structure (IRTS) parameters as a public Parquet dataset.
- Dataset repo: https://huggingface.co/datasets/rodrigomtorresb/anbima-irts
- File:
latest.parquet - Schema:
date,type,b1,b2,b3,b4,l1,l2
The dataset is accumulated in a single latest blob. Generated data is published to Hugging Face and is not committed back into this Git repository.
FinScraps also publishes ANBIMA IDKA historical index levels as a wide public Parquet dataset.
- Dataset repo: https://huggingface.co/datasets/rodrigomtorresb/anbima-idka
- File:
latest.parquet - Schema:
date,IDKAPRE3M,IDKAPRE1A,IDKAPRE2A,IDKAPRE3A,IDKAPRE5A,IDKAIPCA2A,IDKAIPCA3A,IDKAIPCA5A,IDKAIPCA10A,IDKAIPCA15A,IDKAIPCA20A,IDKAIPCA30A
Each IDKA column contains ANBIMA's Número Índice value. Derived return
columns from the source workbooks are intentionally omitted.
import pandas as pd
url = "https://huggingface.co/datasets/rodrigomtorresb/anbima-irts/resolve/main/latest.parquet"
df = pd.read_parquet(url)import pandas as pd
url = "https://huggingface.co/datasets/rodrigomtorresb/anbima-idka/resolve/main/latest.parquet"
df = pd.read_parquet(url)The scraper runs on GitHub Actions after Brazilian market close. It fetches the previous Brazilian business day for IRTS, rebuilds the cumulative IDKA wide frame from ANBIMA's historical workbooks, validates the resulting datasets, and uploads replacement files to Hugging Face when data changed.