Códigos para uso nos dados históricos da B3

baixar_historico_b3.py

import os
from pathlib import Path
import requests as req

def get_cotacoes(ano, mes=None, dia=None, overwrite=True):
    
    if dia and mes:
        zip_file_name = "COTAHIST_D{:02d}{:02d}{}.ZIP".format(dia,mes,ano);
    elif mes:
        zip_file_name = "COTAHIST_M{:02d}{}.ZIP".format(mes,dia);
    else:
        zip_file_name = "COTAHIST_A{}.ZIP".format(ano);

    dest_path_file = Path("cotacoes/" + zip_file_name)
    if dest_path_file.is_file() and not overwrite:
        print("Arquivo {} já existe, não será baixado!".format(zip_file_name))
        return

    print("Obtendo histórico {}".format(zip_file_name))
    url = "https://bvmf.bmfbovespa.com.br/InstDados/SerHist/"+zip_file_name
    headers = { 'accept': '*/*',
      'accept-language': 'en-US,en;q=0.9,pt-BR;q=0.8,pt;q=0.7,es-MX;q=0.6,es;q=0.5',
      'content-type': 'application/x-www-form-urlencoded; charset=UTF-8',
      'x-requested-with': 'XMLHttpRequest',
      'sec-ch-ua': '" Not;A Brand";v="99", "Google Chrome";v="97", "Chromium";v="97"',
      'sec-ch-ua-mobile': '?0',
      'sec-ch-ua-platform': '"macOS"',
      'sec-fetch-dest': 'empty',
      'sec-fetch-mode': 'cors',
      'sec-fetch-site': 'same-origin',
      'user-agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko)'}
    get_response = req.get(url,stream=True, headers = headers)
    print('#', end='')
    
    file_name  = "./cotacoes/" + zip_file_name
    os.makedirs("./cotacoes", exist_ok=True)
    
    with open(file_name, 'wb') as f:
        print('#', end='')
        
        for chunk in get_response.iter_content(chunk_size=1024):
            if chunk: # filter out keep-alive new chunks
                print('.', end='')
                f.write(chunk)
        
        f.close()
        print('#')

if __name__ == "__main__":
    #for ano in reversed(range(1986, 2023)):
    #    get_cotacoes(ano=ano, overwrite=False)
    for dia in reversed(range(1,28)):
        get_cotacoes(ano=2022, mes=10, dia=dia)