Exchange Composite Constituent Lists Upgraded

We now have in place a new, highly reliable source for the three exchange composites:

  • NYSE Composite ($XNYA)
  • NASDAQ Composite ($XIXIC)
  • NYSE MKT Composite Index (formerly the AMEX Composite) ($XXAX)

These updated list will be on the server for download by about 1:30 est and will be included in the daily updated files henceforth.

Why is there an extra “X” in the ticker for these indexes? The reason is that we also collect the exchange provided statistics for these composites (i.e. advances/declines, advancing/declining volume, new highs/lows, etc.) and since we did this first they are using the actual tickers.  We now also calculate breadth data using the actual constituents in addition to using the exchange provided statistics.

For more information, email us at lc@masterdata.com.

6 New ETFs Released / New ETFs and Sources In the Constituent List Datafile

This is an update to the last update of August 12th.  Almost immediately after sending that email we found that 6 new Schwab ETFs came to market.  Here they are:

Composite Name Symbol Classification
Schwab Fundamental Emerging Markets Large Company Index ETF FNDE Global Equity ETF
Schwab Fundamental International Large Company Index ETF FNDF Global Equity ETF
Schwab Fundamental International Small Cap Company Index ETF FNDC Global Equity ETF
Schwab Fundamental U.S. Large Company Index ETF FNDX US Equity Income ETF
Schwab Fundamental U.S. Small Company Index ETF FNDA US Equity Income ETF
Schwab U.S. Small-Cap ETF FNDB US Equity Income ETF

Aditionally, the two recently released WisdomTree ETFs

WisdomTree Emerging Mkts Dividend Gr ETF DGRE
WisdomTree US SmallCap Dividend Growth ETF DGRS

are now available in the constituent list datafile and will be updated daily as are the other ETFS and indexes in the datafile.

The New York Stock Exchange Composite Index constituent list is now current and will remain so.  A very reliable source of this data was recently found and will be used henceforth for the daily updates.

For more information go to http://masteretfdata.com.

21 New ETFs Released / 3 Discontinued

Since our last update at the beginning of July, 2013, 21 new ETFs have come to market and three State Street SPDR ETFs discontinued.  Two new ETF sponsors have entered the market.

Added ETFs

   
Issue Name Symbol Morningstar Category
AdvisorShares Athena Intl Bear ETF HDGI Bear Market
First Trust Morningstar Mgd Futs Strat ETF FMF Managed Futures
Global X MLP & Energy Infrastructure ETF MLPX Equity Energy
Guggenheim BulletShares 2021 Corp Bd ETF BSCL Intermediate-Term Bond
Guggenheim BulletShares 2022 Corp Bd ETF BSCM Intermediate-Term Bond
iShares Dow Jones-UBS Roll Sel Cmdty ETF CMDT Commodities Broad Basket
iShares MSCI USA Quality Factor ETF QUAL Large Blend
iSharesBond 2016 Corporate Term ETF IBDA Short-Term Bond
iSharesBond 2018 Corporate Term ETF IBDB Intermediate-Term Bond
iSharesBond 2020 Corporate Term ETF IBDC Long-Term Bond
iSharesBond 2023 Corporate Term ETF IBDD Long-Term Bond
KraneShares CSI China Five Year Plan ETF KFYP China Region
KraneShares CSI China Internet ETF KWEB China Region
LocalShares Nashville Area ETF NASH Small Blend
SPDR Russell 1000 ETF ONEK Large Blend
SPDR Russell 2000 ETF TWOK Small Blend
SPDR Russell 3000 ETF THRK Large Blend
SPDR Russell Small Cap Completeness ETF RSCO Mid-Cap Blend
VelocityShares Equal Risk Wtd Lg Cp ETF ERW Large Blend
WisdomTree Emerging Mkts Dividend Gr ETF DGRE Diversified Emerging Mkts
WisdomTree US SmallCap Dividend Growth ETF DGRS Small Growth

Discontinued ETFs

   
Issue Name Symbol  
SPDR Dow Jones Large Cap ETF ELR  
SPDR Dow Jones Mid Cap ETF EMM  
SPDR Dow Jones Total Market ETF TMW

Constituent fundamental values are additionally updated including

  • Shares Outstanding
  • MarketCap
  • Earnings
  • P/E Ratio
  • Dividend Amount
  • Last Dividend Date
  • Dividend Yield

The newly generated ETF_Fundamentals.csv file covering all US traded ETFs and ETNs is updated daily.  This file will continue to grow in content and currently includes:

  • Description
  • ETF Type
  • Bloomberg Fund Type
  • Bloomberg Objective
  • Bloomberg Asset Class
  • Bloomberg Geographic Focus
  • MorningStar Category
  • Leveraged
  • Leveraged Amount
  • InceptionDate
  • Related Index
  • Related Index Bloomberg Symbol
  • Related Index Name
  • Fact Sheet
  • Prospectus
  • Total Holdings
  • Expense Ratio
  • Maturity Date
  • Last Dividend Date
  • Dividend Amt
  • Dividend Yield
  • Reuters Ticker
  • Net Asset Value Date
  • Net Asset Value
  • Shares Outstanding
  • Market Cap
  • Assets Under Management Date
  • Assets Under Management

For more information on this recently created file go to http://masteretfdata.com/Content/ETF-Fundamentals.htm for a listing and explaination of its content.

Thank you for your continued support.  Please let me know if I can help further.