Downloads data for Brazilian government bonds from Tesouro Transparente (CKAN)

This function downloads historical prices and yields of Brazilian government bonds directly from the Tesouro Transparente CKAN open data portal (<https://www.tesourotransparente.gov.br/ckan/dataset/taxas-dos-titulos-ofertados-pelo-tesouro-direto/>). It serves as the modern replacement for td_get, which relied on the legacy Tesouro Direto application shut down in August 2026.

Usage

td_get2(
  asset_codes = "LTN",
  first_year = 2005,
  last_year = as.numeric(format(Sys.Date(), "%Y")),
  dl_folder = get_cache_folder(),
  force_download = FALSE,
  dataset_url = get_default_ckan_url()
)

Arguments

asset_codes

A character vector identifying the assets to download (e.g., 'LTN', 'NTN-B', 'LFT', 'NTN-B Principal', 'NTN-F', 'NTN-C', 'NTN-B1', 'Educa+', 'RendA+'). You can also pass official names such as 'Tesouro Prefixado', 'Tesouro Selic', etc. If `NULL`, downloads all available assets. Defaults to 'LTN'.

first_year

The first year of data (minimum of 2005). Defaults to 2005.

last_year

The last year of data. Defaults to the current year.

dl_folder

Path of the folder to save data files from Tesouro Transparente. Defaults to get_cache_folder().

force_download

Logical. If `TRUE`, forces redownloading the data even if a cached version from today is present. Defaults to `FALSE`.

dataset_url

The URL to the CKAN dataset page or direct CSV file. Defaults to "https://www.tesourotransparente.gov.br/ckan/dataset/taxas-dos-titulos-ofertados-pelo-tesouro-direto/".

Value

A tibble (data frame) containing the asset data:

ref_date

Reference date (Date)

yield_bid

Annual purchase yield / rate in decimal format (numeric, e.g. 0.1183 for 11.83%)

price_bid

Unit purchase price in BRL (numeric)

asset_code

Standard bond identifier (character, e.g. 'LTN 010123')

matur_date

Maturity date of the bond (Date)

Examples

if (FALSE) { # \dontrun{
df_td <- td_get2("LTN", 2020, 2022)
head(df_td)
} # }