Jefferies TR/J CRB Global Commodity Equity Index Fund ETF Restored to Datafile

Occasionally, ETF sponsors change the location of their source files or change the file structure.  When that happens our retrieval processes must be adjusted to reflect the changes.  The Jefferies TR/J CRB Global Commodity Equity Index Fund ETF (CRBQ) is now restored to the constituent datafile.

The datafile has been re-run to once again include this global equity ETF’s constituent list and is ready for download.

Trial access is available at http://masteretfdata.com/Content/Constituent-List-Sample-Files.htm.

5 Factorshares ETFs Added to Constituent Datafile

The five FactorShares ETFs are now included in the constituent datafile as follows:

FactorShares 2X: TBond Bull/S&P500 Bear ETF (FSA) Futures based ETF
FactorShares 2X: S&P500 Bull/USD Bear ETF (FSU) Futures based ETF
FactorShares 2X: Gold Bull/S&P500 Bear ETF (FSG) Futures based ETF
FactorShares 2X: S&P500 Bull/TBond Bear ETF (FSE) Futures based ETF
FactorShares 2X: Oil Bull/S&P500 Bear ETF (FOL) Futures based ETF

The datafile has been re-run to additionally include these five ETF constituent lists and is ready for download.

For more information regarding Index and ETF Datafiles and Holdings Lists go to http://www.masterETFdata.com.

All ALPs ETFs Now Included In Constituent Datafile

The final two ALPs ETFs are now included in the constituent data file as follows:

ALPS International Sector Dividend Dogs ETF (IDOG) Global Equity ETF
ALPS Sector Dividend Dogs ETF (SDOG) US Equity ETF

The file now covers all 9 ALPs ETFs and brings the total number of ETFs covered in the file to 1226 (34 ETF sponsors) and 275 US and Global indexes, all updated daily.  The datafile has been re-run to additionally include these two ETF constituent lists and is ready for download.

For more information regarding Index and ETF Datafiles and Holdings Lists go to http://www.masterETFdata.com.

4 New ALPs ETFs Added To Constituent Datafile

Three new Asset Allocation and one US Equity ETF are now included in the constituent data file as follows:

ALPS | GS MOMENTUM BUILDER® Asia ex-Japan Equities and US Treasuries Index ETF (GSAX ) US Asset Allocation ETF
ALPS | GS MOMENTUM BUILDER® Growth Markets Equities and US Treasuries Index ETF (GSGO ) US Asset Allocation ETF
ALPS | GS MOMENTUM BUILDER® Multi-Asset Index ETF (GSMA) US Asset Allocation ETF
ALPS | GS Risk-Adjusted Return U.S. Large Cap index ETF (GSRA) US Equity ETF

This brings the total number of ETFs covered in the file to 1224 (34 ETF sponsors) and 275 US and Global indexes, all updated daily.

For more information, go to http://www.masterETFdata.com.

RICs, CUSIPs, ISINs and SEDOLs Updated

Our new data source, Reuters Eikon, is now well in place and we are in the process of acquiring, updating and correcting the three identifiers (CUSIP, ISIN and SEDOL) included in the constituent list datafile and ETF fundamentals datafile.  Previously, we were limited to using an identifier only when provided by an ETF or index sponsor or using the database provided by the London Stock Exchange (looking up one issue at a time).  Information acquired from these sources was used to build a cross reference table and included in our datafile generation process to obtain the desired value.  Using the new data source, the process of gathering this data is greatly facilitated and automated.  All we need is an accurate RIC (Reuters Identification Code).  So that is the focus now.  While we have accurately identified the RIC symbols for all US traded equity issues, the global issues are still in process.

As a result, you will find that all US equity issues now include all three identifiers (CUSIP, ISIN and SEDOL) with very few exceptions.  We have made progress on global issues also and continue with that effort.  For those using the RIC in their work, you will now find that the US issue RICs are very accurate and global issues will be shortly.  The constituent list datafile also now provides a good cross-reference between Bloomberg symbols and the RIC.  Debt instruments will follow.

By the way, our new data source provides many new values, but, at least for the kind of work we are doing, a list of RICs is the first order of business.  Once that is in order it is like having the keys to the kingdom … well almost anyway.  More on that later.

For more information on our index and ETF constituent lists and data, click here.

Monthly Update of ETF List

The pace of new ETFs eased a bit in August.  Two ETFs were released and one discontinued:

ETFs Added

   
Composite Symbol Morningstar Category
First Trust Intl Multi-Asst Divers Inc ETF YDIV World Allocation
EGShares EM Dividend High Income ETF EMHD Diversified Emerging Mkts

ETFs Discontinued

   
Composite Symbol  
iShares 2013 S&P AMT-Free Municipal Series ETF MUAB  

Additionally, monthly constituent fundamentals have been updated.  This includes the following:

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

In the ETF_Fundamentals.csv file, two new values have been added:

  • YieldYTD:  Price yield since the first of the current year
  • Yield1Yr:  Price yield over the last full year period

All values in the ETF_Fundamentals.csv file are updated daily.  For a complete list of all fundamental values to be found in this file, click here.