Reading Financial Reports from Bovespa's ITR System

Reads quarterly and annual financial reports including assets, liabilities, income and cash flow statements from Bovespa's ITR (informacoes trimestrais) system < http://www.bmfbovespa.com.br/en_us/products/listed-equities-and-derivatives/equities/listed-companies.htm>. The ITR/DFP system is a web based interface for all financial reports of companies traded at Bovespa. The package is especially designed for large scale data importation, keeping a tabular (long) structure for easier processing.


Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the data for a single company is straightforwardd. In the website one can find a simple interface for accessing this dataset. An example is given here. However, gathering and organizing the data for a large scale research, with many companies and many quarters, is painful. Quarterly reports must be downloaded or copied individually and later aggregated. Changes in the accounting format thoughout time can make this process slow, unreliable and irreproducible.

Package GetITRData provides a R interface to all financial statements available in the website. It not only downloads the data but also organizes it in a tabular format. Users can simply select companies and a time period to download all available data. Several information about current companies, such as sector and available quarters are also at reach. The main purpose of the package is to make it easy to access quarterly financial statements in large scale research, facilitating the reproducibility of such studies.

Installation

The package is available in CRAN (release version) and in Github (development version). You can install any of those with the following code:

# Release version in CRAN
install.packages('GetDFPData') 

# Development version in Github
devtools::install_github('msperlin/GetDFPData')

How to use GetDFPData

See manual and vignette in CRAN.

News

Version 0.7 (2018-02-28)

  • fixed bug in vignette

Version 0.6 (2017-10-21)

  • fixed bug with NA dates and names of companies
  • Implemented inflation adjusted values
  • Added current capital composition
  • added tickers list for each company
  • Dividends history is now available
  • Yearly data (DFP system) is now also available
  • Users can now select max levels in account description (rows)

Version 0.5 (2017-09-29)

First version.

Reference manual

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install.packages("GetITRData")

0.7 by Marcelo Perlin, a year ago


https://github.com/msperlin/GetITRData/


Report a bug at https://github.com/msperlin/GetITRData/issues


Browse source code at https://github.com/cran/GetITRData


Authors: Marcelo Perlin [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Imports stringr, XML, dplyr, readr, reshape2, tibble, xlsx, stats, curl

Suggests knitr, rmarkdown, testthat, ggplot2


See at CRAN