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Is it possible to get other market data such as minute data from Bovespa exchange?

Hi: I'm new to quantconnect so excuse me for the dumb question but is it possible to obtain historical equity data from other markets such as brazil which is on the Bovespa exchange. Thanks.

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Mark Leeds

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Michael Handschuh

50.5k ,

We provide historical data for the securities list at this page. This includes US equities since January 1, 1998 and 13 forex pairs sinces April 1, 2007.

Jared Broad

STAFF ,

You can import your own data if the BOVESPA has a REST API -- check out the examples of importing Yahoo data into an algorithm. See the QC University -- "How Do I Import Yahoo Data?"

Mark Leeds

70 ,

Thanks Jared and Michael. I'll try to find out if the Bovespa has a REST API. And Michael: I'll check out the page you linked to.

Alexandre Catarino

106.5k ,

There is no REST API for free Bovespa market data. You can find free tick data at Bovespa's FTP site for the last two year (they delete older files). I am developing an open source tool to convert Bovespa's files into LEAN format. I'd advice you to download the data, run the tool and save the files at Dropbox and take it into QC from that. If you have any doubts about the tool, I'll be happy to help.

Mark Leeds

70 ,

Hi Alexandre: That's really useful information. Thanks a lot. But could you tell me where the tool is ? Also, the FTP site had four different directories so I wasn't sure if I had to download from all of them ? Also, If we're not supposed to have a discussion like this on this forum, then my email address is markleeds2@gmail.com. Thanks again.

Mark Leeds

70 ,

Hi Alexandre: That's really useful information. Thanks. But the link had four different directories and I wasn't sure what each one meant ? Also, could you tell me where the tool that you refer tool is so I could try it out. Thanks again.

Alexandre Catarino

106.5k ,

Sorry, I thought I was on GitHub! My tool is here. You should download the zip files inside "Bovespa-Vista" for equities, "Bovespa-Opcoes" for options and "BMF" for futures. Only download files that start with "NEG_". We can talk about it here and this talk will be available for others. I haven't disclosed any illegal information, since Bovespa informs investors about the FTP site here (Portuguese only).

Mark Leeds

70 ,

Thanks Alexandre. I wrote the email twice because I thought that the first one didn't go through because it said error. I'll try out what you said and get back to you. May not happen right away. Hopefully by the weekend. Thanks a lot.

Michael Handschuh

50.5k ,

Hey @Alexandre - I didn't know you wrote a Bovespa converter! We can add this to the QuantConnect ToolBox project that houses some other handy tools (including other converters).

Alexandre Catarino

106.5k ,

I am glad you want to add the Bovespa converter I wrote, @MichaelH ! Fact is that I still have to check the part it gets the dividends and splits/inplits. Other than that, I just need to comment the code and document what I said here: that Bovespa tell us at its website that we can download tick data of the last two years for free. And I just hope it's OK for QC to redistribute that, because it's a waste of resources to have several copies on individual Dropbox accounts and downloading data remotely for every backtest.

Mark Leeds

70 ,

Hi Alexandre: I'm not going to be able to use your code because I use R and Python and am generally on linux and have no clue about .Net programming. The time it would take me to even begin to barely understand your code would be immense. But still the data itself is helpful to me. Could you tell me if there's an link in english that explains what the fields in the individual .TXT files are. Thanks a lot.

Alexandre Catarino

106.5k ,

Inside the folders at the FTP side you will find how to read the files in English. For dividend and split/inplit data, I can email you what I extracted from Bovespa's site. Also, you need the map files to know when tickers changed. It's a pain that you don't need to take!

Mark Leeds

70 ,

Thanks Alexandre. I'll check the FTP side for format info. I only deal with about 80 or so names ( equities ) so, if there are name changes, I'll try to deal with it manually. Thanks for that heads up also.

Vinicius

9 ,

Hi Alexandre! Nice code! I'm starting in this algo trading and this conversion tool is helping me understant how to extract info from Bovespa.

Thank You!!

Bruno Palermo

9 ,

Alexandre,

By any chance do you have the historical data from Bovespa FTP?

Thanks!

Xin Wei

10.6k ,

Hi Bruno,

For equities, we only support US Equities data. You can find all available data in our Data Explorer, and they are also documented here.

Mark Leeds INVESTOR

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