Name: Bovespa - 03.07.2019
Creator: Kaggle
License: https://www.apache.org/licenses/

About this Dataset

Bovespa - 03.07.2019

EN-US

There is four datasets within this zip file, as described below:

alltrades.csv
Contains all registered trades in Bovespa on July 3, 2019.

buyorders.csv
Contains all registered buy offers in Bovespa on July 3, 2019.

brokers.csv
Contains all brokers that submitted orders and/or performed trades on July 3, 2019.

sellorders.csv
Contains all registered sell offers in Bovespa on July 3, 2019.

Cleaning process:

In all three original trade files I had to:

delete the first (header) and the last (footer) lines;
create a header based on original columns layout;
delete extra spaces from ticker column.

PT-BR

Existem quatro conjuntos de dados neste arquivo zip, conforme descrito abaixo:

alltrades.csv
Contém todos os negócios registrados na Bovespa em 3 de julho de 2019.

brokers.csv
Contém todas as corretoras que enviaram ordens e/ou realizaram negociações em 3 de julho de 2019.

buyorders.csv
Contém todas as ofertas de compra registradas na Bovespa em 3 de julho de 2019.

sellorders.csv
Contém todas as ofertas de venda registradas na Bovespa em 3 de julho de 2019.

Processo de limpeza:

Em todos os três arquivoss originais de negociaçõe eu tive que:

excluir a primeira (cabeçalho) e a última linha (rodapé);
criar um cabeçalho baseado no layout de colunas original;
excluir espaços extras da coluna do ticker.

Tables

Alltrades

@kaggle.gustavomartino_bovespa_03_07_2023.alltrades

42.52 MB
1,486,277 rows
18 columns

CREATE TABLE alltrades (
  "session_date" TIMESTAMP,
  "ticker" VARCHAR,
  "trade_number" BIGINT,
  "trade_price" DOUBLE,
  "trade_qty" BIGINT,
  "trade_time" VARCHAR,
  "anul_indicator" BIGINT,
  "buyoffer_date" TIMESTAMP,
  "buyoffer_sequence" DOUBLE,
  "buyoffer_generationid" BIGINT,
  "buyoffer_condition" BIGINT,
  "selloffer_date" TIMESTAMP,
  "selloffer_sequence" BIGINT,
  "selloffer_generationid" BIGINT,
  "selloffer_condition" BIGINT,
  "direct_indicator" BIGINT,
  "buy_broker" BIGINT,
  "sell_broker" BIGINT
);

Brokers

@kaggle.gustavomartino_bovespa_03_07_2023.brokers

11.59 kB
347 rows
3 columns

CREATE TABLE brokers (
  "unnamed_0" BIGINT  -- Unnamed: 0,
  "broker" BIGINT,
  "broker_name" VARCHAR
);

Buyorders

@kaggle.gustavomartino_bovespa_03_07_2023.buyorders

184.09 MB
9,866,827 rows
16 columns

CREATE TABLE buyorders (
  "session_date" TIMESTAMP,
  "ticker" VARCHAR,
  "nature" BIGINT,
  "sequence" DOUBLE,
  "generationid" BIGINT,
  "event_code" BIGINT,
  "time" VARCHAR,
  "priority" BIGINT,
  "price" DOUBLE,
  "order_qty" BIGINT,
  "dealt_qty" BIGINT,
  "date" TIMESTAMP,
  "entry_date" TIMESTAMP,
  "status" VARCHAR,
  "condition" BIGINT,
  "broker" BIGINT
);

Sellorders

@kaggle.gustavomartino_bovespa_03_07_2023.sellorders

189.83 MB
10,222,964 rows
16 columns

CREATE TABLE sellorders (
  "session_date" TIMESTAMP,
  "ticker" VARCHAR,
  "nature" BIGINT,
  "sequence" DOUBLE,
  "generationid" BIGINT,
  "event_code" BIGINT,
  "time" VARCHAR,
  "priority" BIGINT,
  "price" DOUBLE,
  "order_qty" BIGINT,
  "dealt_qty" BIGINT,
  "date" TIMESTAMP,
  "entry_date" TIMESTAMP,
  "status" VARCHAR,
  "condition" BIGINT,
  "broker" BIGINT
);