Bovespa index

IBOV (Bovespa index) is the main performance indicator of the shares traded at B3 and it gathers as the most important companies in the Brazilian capital market. It consists of the shares and units of companies listed in B3 that meet the criteria for applying its methodology, corresponding to about 80% of the number of deals and the financial volume of our capital market.

Dataset

This dataset contains historical data for all stocks in the IBOV index, even though Kaggle doesn't show all datasets in data sources, if you create a notebook and check the input files you'll see all files uploaded. You can check how i've created this dataset in this notebook

• ibov_compositions.csv: dataset used to get index composition
• TICKER_series.csv: historical daily data for stock in the file name, contain:
  • date: date in format yyyy-mm-dd
  • open: the price of the stock at market open
  • high: the highest price of the stock reached in the day
  • low: the lowest price of the stock reached in the day
  • close: the price of the stock at market close
  • volume: number of shares traded in the day

Acknowledgements

I'd like to thanks BM&FBovespa for providing IBOV composition, Alpha Vantage for the awesome API and alpha_vantage python wrapper used to create the dataset.