Follow the Money — Fluxos B3 & ANBIMA
Who is buying and who is selling on B3, by investor type, and how much the exchange trades in aggregate. The flow is derived: B3 publishes a month-to-date cumulative snapshot, not a daily number, so what you see is the first difference of consecutive snapshots within each month.
B3 publishes this with a T+2 lag. The most recent flow date is two sessions behind today's tape. A flow series that stops two days short of the price series is the feed working correctly, not stalling.
Coverage is short and cannot be backfilled. B3 retains roughly 21 business days of the participation table. That is why there is no year-to-date column below: a YTD computed over a fortnight would be a YTD in name only.
Latest Flow Date
Lag vs Tape (days)
Estrangeiro — Last Day (R$bn)
Sessions Captured
Fluxo Líquido Acumulado por Tipo de Investidor
Cumulative net flow over the window SILO holds, in R$ bn. This accumulates from the start of coverage, not from the start of the year — see the lede. Foreign and institutional are usually near mirror images of each other; that is arithmetic, not a signal, since every purchase is someone's sale.
Fluxo Líquido Diário
The per-session net, before accumulation. Sessions whose flow could not be derived honestly — the first snapshot held in a month, when that is not the month's first session — are omitted rather than drawn as zero.
Resumo por Janela
Coverageis the sum over everything captured, with the window that produced it printed beside it — the honest replacement for a year-to-date column on a feed that keeps three weeks.
ADTV Mensal — B3
Average daily traded value on the cash market, computed from our own COTAHIST tape rather than from B3's rolling 12-month summary, so the history goes back as far as the tape does. Months are complete by construction the day B3 publishes each session file — a month that dips is a month with fewer sessions ingested, which
Sessõesmakes visible.
Participação Mensal por Tipo de Investidor — Mercado à Vista
B3's own published monthly aggregate (buys + sells), not a derivation, so this one carries no basis caveat. It is still forward-only: past months return no rows at the source, so the history grows one month per run.
Fluxos ANBIMA
The fund-industry side of the same question — net subscriptions and redemptions by ANBIMA class — is not on this dashboard: no page reads ANBIMA's fund-class series. The one ANBIMA series shown is ETF net assets and flows, on ETF.
