td_get: Downloads data for Brazilian government bonds directly from...

In GetTDData: Get Data for Brazilian Bonds (Tesouro Direto)

Downloads data for Brazilian government bonds directly from the website

Description

This function looks into the Tesouro Direto website (<https://www.tesourodireto.com.br/>) and downloads all files containing prices and yields of government bonds. You can use the input 'asset_codes' to restrict the downloads to specific bonds.

Usage

td_get(
  asset_codes = "LTN",
  first_year = 2005,
  last_year = as.numeric(format(Sys.Date(), "%Y")),
  dl_folder = get_cache_folder()
)

Arguments

asset_codes	A character vector identifying the assets (one or more) in the names of the Excel files (e.g., 'LTN'). If 'NULL', downloads all available assets.
first_year	The first year of data (minimum of 2005).
last_year	The last year of data.
dl_folder	Path of the folder to save Excel files from Tesouro Direto (will create if it does not exist). Defaults to a session-temporary directory. To avoid redownloading files across different R sessions, you can pass a persistent path (e.g., a local folder path, or using tools::R_user_dir("GetTDData", which = "cache")).

Value

A data frame containing the asset data (prices and yields).

Examples

## Not run: 
df_td <- td_get("LTN", 2020, 2022)

## End(Not run)

GetTDData documentation built on June 4, 2026, 5:06 p.m.