Datasets
Brazil market & fund data API (CVM · B3 · BCB)
Brazilian market data is public and genuinely deep, but it is scattered across regulators that each made different choices. CVM publishes fund portfolios as monthly CDA archives and daily NAV in informe diário files. BCB exposes time series through one API and the Focus survey through another. IBGE, Tesouro and the CNPJ registry each speak their own format, mostly in Portuguese, occasionally in Latin-1 encoded CSVs zipped by competência.
The result is that most international desks treat Brazil as a special project rather than a queryable market. Hindcast is building the normalization layer that removes that excuse: consistent identifiers, English field names alongside the originals, and every series joined to the same entity graph the US data uses, so a CNPJ and a CIK are two keys into one company.
Everything is stored point-in-time, which matters more here than most places — Brazilian fund portfolios are disclosed with a reporting lag, and the date a portfolio describes is not the date anyone could see it.
hindcast — session
previewhindcast> top 5 holdings of a Brazilian fund by CNPJ, Dec 2023
→ tool: cvm_fund_portfolio { cnpj:"00.000.000/0001-00", competencia:"2023-12" }
✓ 5 positions returned with weights and asset classes
source: CVM CDA · disclosed with the regulatory reporting lag
What's covered
- CVM CDA fund portfolios by CNPJ and competência, positions with weights
- CVM informe diário: daily NAV, net flows, shareholder counts
- B3 equities, ETFs and futures — end-of-day series with corporate actions
- BCB time series (SGS) and the Focus market expectations survey by vintage
- Tesouro Direto and IBGE releases aligned to their publication dates
- CNPJ registry joined to tickers, ISINs and the global entity graph
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Questions
Is the Portuguese source terminology preserved?
Yes, alongside English equivalents. Fields keep their original names as aliases — competência, informe diário, CDA — because that is what the regulator publishes and what a Brazilian analyst will search for. Queries work in either vocabulary.
How do you handle the disclosure lag on fund portfolios?
Two timestamps per record: the period the portfolio describes, and the date CVM published it. Point-in-time queries filter on the publication date, so a backtest cannot see a December portfolio in December if it only became public later.
Related
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