B3 - Derivatives (BM&F)#

B3’s Bovespa equities segment is Brazil’s main Derivatives exchange for trading futures and equity options.

  • Country: Brazil [BR]

  • Mkt Hours: 10:00-18:15

  • Time Zone: America/Sao_Paulo

  • Start Date: 20091211

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

BRAZIL_FUT - Coverage#

Security Type

# of Symbols

% of Total

Commodity

2

0.02%

FRA

88

0.85%

Forward

2

0.02%

Future

672

6.49%

Futures Spread

1175

11.35%

Option

8410

81.26%

Total

10349

100%

Consists of 3 Databases



BRAZIL_FUT#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




BRAZIL_FUT_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




BRAZIL_FUT_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type