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Trial Subscriber html Links•
Right click on the links below and save the files with a ".csv"
extension.
ConstituentData42.csv:
This full file contains major US and global indexes as well as
current US traded ETF constituent lists. 42 columns of data
provide numerous current fundamental values. This file is
updated daily (about 440,000 rows).
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Constituents-3.csv: This file is a portion of the
entire file immediately above with exactly the same format. As
with the above file, it is updated daily. This file is small
enough to open in earlier versions of Microsoft Excel (about
60,000 rows). There are currently five to seven of this type of
file generated daily (1 through 7).
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SPY.csv: This example file contains constituent
data for the SPDR S&P 500 ETF (SPY). It is updated daily.
Constituent lists are available both in one large file
containing all lists as well as individual lists like this one.
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Fundamentals.csv: This file contains ETF
fundamentals such as ETF inception date, number of holdings in
the ETF, description, net asset value, market cap, and much more.
Additionally, this report includes several breadth values such
as percentage of constituents trading above their 200 day moving
average, advancing issues, declining issues, new highs/lows,
etc. It
is updated daily.
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ChangeReport.csv:
This file compares the constituent lists of one week prior to
the most recent weekend file showing added and removed
constituent issues in all covered indexes and ETFs. It is
updated on weekends.
To sign up for immediate access to the current files,
click here.
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What We Do Every Day
... Since 2000
We gather the most current and most accurate data available.
Sources include the index and ETF sponsors as well as numerous
other main stream industry sources. This data is combined into .csv
format files and published to our website servers.
Subscribers download these datafiles nightly via http or ftp. |
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Index and ETF Data Collection Methodology
Starting at about 8:00 pm est, we collect constituent list data
directly from the ETF and index sponsors. Those lists and
related data are combined with data gathered from numerous other
reliable sources. These values are processed and written
to ,csv datafiles. Finally, these files are published to the
website for download by about 2:00 am est. An additional update
for several ETF sponsors is started shortly
after the US stock market open and completed and published by approximately
noon est.
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Subscribe to Index and ETF Holdings Lists
and Data
Two subscription types are currently offered:
- in-house use, non-distribution
- web site use and / or distribution
For more information, please consider requesting
trial
access to the primary files. You will
receive both access to the current constituent list datafile,
the ETF fundamentals file as well as subscription information. |
