> ## Documentation Index
> Fetch the complete documentation index at: https://octo-98895abd.mintlify.site/llms.txt
> Use this file to discover all available pages before exploring further.

# trade_consolidated_history

> Daily prints of one ticker of B3's consolidated trade file (TradeInformationConsolidatedFile), segment FORWARD only, as published, oldest first: the 46 Brazilian fixed-income ETFs COTAHIST does not carry (IMAB11, B5P211, IRFM11, LFTS11, ...) and 21 other FORWARD tickers. A ticker not held raises 22023 (this function holds only the FORWARD segment; a COTAHIST ticker is in quote_history), never an empty set. The close is last_price. ref_price is B3's reference price, NOT a trade and NEVER a close: a session with no trade carries only ref_price, and last_price (with min_price, max_price, avg_price, trade_count, quantity and notional_brl) is NULL there. There is NO opening price: the file has none and none is filled from another source. notional_brl is this file's volume and is not comparable with COTAHIST's or B3's BDI (BOVA11 on 2026-09-29: R$587,459,700.14 here, R$588,765,462.41 in COTAHIST). Prices are NOT adjusted for distributions: a return from last_price is a price-only return, which understates the real return of an ETF that distributes income (many fixed-income ETFs pay coupons); for one that reinvests the difference is small. Retention: the source's oldest session was 2025-06-10 when checked on 2026-09-30, so history starts there. Row cap: more than 1000 rows RAISES 22023 (never trimmed) unless p_after pages: '' = first page, then the last row's trade_date as 'YYYY-MM-DD'; a page shorter than 1000 is the last. Or narrow p_from/p_to. Depth is in api.coverage().

**Row cap.** A window producing more than 1000 rows raises SQLSTATE `22023` naming this function. Nothing is trimmed to fit — PostgREST would silently cut the response at 1000 and a cut-short series is indistinguishable from one that simply ends. This function pages: send `p_after = ""` for the first page, then the key copied from the last row; a page shorter than 1000 is the last. `p_after = null` is whole-result mode, which is what refuses.



## OpenAPI

````yaml /openapi.json post /rpc/trade_consolidated_history
openapi: 3.1.0
info:
  title: SILO Data API
  version: '75'
  summary: >-
    Read-only Brazilian public financial data: CVM filings, BACEN series, B3
    quotes and the B3 BDI group.
  description: >
    Schema `api` over PostgREST. Views are `GET /<view>`; functions are

    `POST /rpc/<function>` with a JSON body.


    **This document is generated** from the live Postgres catalog by

    `scripts/gen_openapi.py` — `pg_get_function_arguments` for the RPC
    signatures,

    `information_schema.columns` for the view columns, and the granted-to-`anon`

    privilege set for which objects exist at all. It is not hand-maintained, and

    `tests/test_openapi_spec.py` fails the build when it drifts from the SQL.


    ### Two different ceilings


    Reading one for the other is the most expensive mistake on this API.


    * **The row cap refuses.** Fifty-nine set-returning functions raise SQLSTATE
      `22023` when the window they were handed would produce more than 1000 rows.
      Nothing is trimmed, and the error says why and how to fix it (the message,
      plus PostgREST's `details` and `hint`). Five of them (`panel`,
      `quote_history`, `fund_nav`, `index_history`, `trade_consolidated_history`)
      take a `p_after` cursor so you can walk the series; the other fifty-four ask you to narrow the window. `fund_nav` paging
      additionally REQUIRES `p_entity_type` — its cursor is a bare period, which
      is unique only within one family, and CNPJs that file under both `fi` and
      `fidc` in the same month would otherwise be ambiguous.
    * **The tier ceiling clamps.** Three other functions (`search_funds`,
      `option_chain`, `option_exercises`) silently lower `p_limit` to a per-tier maximum. No error is raised, so the
      only way to know the result was cut is to know the ceiling. Signing in
      raises it.

    Separately from both, PostgREST's server-wide `db-max-rows = 1000` cuts
    every

    response, on every endpoint, for every tier. On the GET views
    `Content-Range`

    is the signal (`0-999/*`); `Prefer: count=exact` turns the `*` into a total.


    ### Retention


    Most of this warehouse is append-only history. The **B3 BDI group** —

    `short_interest`, `short_interest_by_sector`, `investor_flow`,

    `lending_trades`, `lending_participants` — is not: B3 keeps roughly 21
    business

    days and publishes no archive. A missed session cannot be bought back. See

    Market Coverage.
  license:
    name: See repository
    url: https://github.com/PedroDnT/SILO-BZ
servers:
  - url: https://zcjbtpxuhdekpwcxmepn.supabase.co/rest/v1
    description: Supabase PostgREST, schema `api`
security:
  - apikey: []
tags:
  - name: ANBIMA
  - name: Company events
  - name: Coverage & catalog
  - name: Derivatives
  - name: FIDC
  - name: FNET documents
  - name: Financials
  - name: Funds
  - name: Holdings
  - name: Inflation
  - name: Lookup
  - name: Macro
  - name: Macro expectations
  - name: Other
  - name: Panel
  - name: Portfolio
  - name: Quotes
  - name: Rates
  - name: Research
  - name: Screens
  - name: Securities lending
  - name: Short interest & flows
paths:
  /rpc/trade_consolidated_history:
    post:
      tags:
        - Quotes
      summary: trade_consolidated_history
      description: >-
        Daily prints of one ticker of B3's consolidated trade file
        (TradeInformationConsolidatedFile), segment FORWARD only, as published,
        oldest first: the 46 Brazilian fixed-income ETFs COTAHIST does not carry
        (IMAB11, B5P211, IRFM11, LFTS11, ...) and 21 other FORWARD tickers. A
        ticker not held raises 22023 (this function holds only the FORWARD
        segment; a COTAHIST ticker is in quote_history), never an empty set. The
        close is last_price. ref_price is B3's reference price, NOT a trade and
        NEVER a close: a session with no trade carries only ref_price, and
        last_price (with min_price, max_price, avg_price, trade_count, quantity
        and notional_brl) is NULL there. There is NO opening price: the file has
        none and none is filled from another source. notional_brl is this file's
        volume and is not comparable with COTAHIST's or B3's BDI (BOVA11 on
        2026-09-29: R$587,459,700.14 here, R$588,765,462.41 in COTAHIST). Prices
        are NOT adjusted for distributions: a return from last_price is a
        price-only return, which understates the real return of an ETF that
        distributes income (many fixed-income ETFs pay coupons); for one that
        reinvests the difference is small. Retention: the source's oldest
        session was 2025-06-10 when checked on 2026-09-30, so history starts
        there. Row cap: more than 1000 rows RAISES 22023 (never trimmed) unless
        p_after pages: '' = first page, then the last row's trade_date as
        'YYYY-MM-DD'; a page shorter than 1000 is the last. Or narrow
        p_from/p_to. Depth is in api.coverage().


        **Row cap.** A window producing more than 1000 rows raises SQLSTATE
        `22023` naming this function. Nothing is trimmed to fit — PostgREST
        would silently cut the response at 1000 and a cut-short series is
        indistinguishable from one that simply ends. This function pages: send
        `p_after = ""` for the first page, then the key copied from the last
        row; a page shorter than 1000 is the last. `p_after = null` is
        whole-result mode, which is what refuses.
      operationId: rpc_trade_consolidated_history
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                p_ticker:
                  type:
                    - string
                    - 'null'
                p_from:
                  type:
                    - string
                    - 'null'
                  format: date
                  description: Defaults to `(CURRENT_DATE - 365)`.
                p_to:
                  type:
                    - string
                    - 'null'
                  format: date
                  description: Defaults to `CURRENT_DATE`.
                p_after:
                  type:
                    - string
                    - 'null'
                  description: Defaults to `NULL::text`.
                  default: null
              required:
                - p_ticker
      responses:
        '200':
          description: >-
            The result set, oldest first. An unknown id is an empty array, not a
            404 and never a guessed value.
          content:
            application/json:
              schema:
                type: array
                items:
                  type: object
                  properties:
                    ticker:
                      type:
                        - string
                        - 'null'
                    trade_date:
                      type:
                        - string
                        - 'null'
                      format: date
                    isin:
                      type:
                        - string
                        - 'null'
                    segment:
                      type:
                        - string
                        - 'null'
                    min_price:
                      type:
                        - number
                        - 'null'
                    max_price:
                      type:
                        - number
                        - 'null'
                    avg_price:
                      type:
                        - number
                        - 'null'
                    last_price:
                      type:
                        - number
                        - 'null'
                    ref_price:
                      type:
                        - number
                        - 'null'
                    oscillation_pct:
                      type:
                        - number
                        - 'null'
                    trade_count:
                      type:
                        - integer
                        - 'null'
                      format: int64
                    quantity:
                      type:
                        - integer
                        - 'null'
                      format: int64
                    notional_brl:
                      type:
                        - number
                        - 'null'
                    file_status:
                      type:
                        - string
                        - 'null'
                    source:
                      type:
                        - string
                        - 'null'
        '400':
          description: >-
            Bad request. Contract violations raise SQLSTATE `22023` with a
            message naming the limit or the argument at fault.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '401':
          description: >-
            No usable `apikey`, or a request for a schema outside `api`.
            `Accept-Profile: public` and any `cvm_*` / `b3_cotahist` / `cia_*`
            path answer 401 for every caller, by grant — schema `api` is the
            entire public surface.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '404':
          description: No such endpoint in schema `api`.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
components:
  schemas:
    Error:
      type: object
      description: >-
        PostgREST error body. `code` carries the SQLSTATE — `22023` is a
        contract refusal.
      properties:
        code:
          type:
            - string
            - 'null'
          examples:
            - '22023'
        message:
          type:
            - string
            - 'null'
        details:
          type:
            - string
            - 'null'
        hint:
          type:
            - string
            - 'null'
  securitySchemes:
    apikey:
      type: apiKey
      in: header
      name: apikey
      description: >-
        The publishable key (`sb_publishable_…`), on every request. It is NOT a
        JWT — sending it as `Authorization: Bearer` is rejected as an invalid
        JWT. It identifies the project, not you, and maps to the Postgres `anon`
        role.

````

This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.