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Individual Constituent Lists via HTML

By |May 18th, 2017|Uncategorized|0 Comments

Sometimes you just want one constituent list quickly. Updated such lists are now available via http link as follows:

http://username:password@www.masterdatareports.com/Reports/Individual-Constituent-Lists/SPY.csv

This link is for the SPY ETF. For any other covered ETF just replace SPY with the appropriate ticker. (also replace username with your username and password with your password).

New ETF Added Today

A new ETF, released today, Alpha Architect ETF TR U.S. Quantitative ETF (VMOT) has been added to the ConstituentData42.csv file.

Alpha Architect Value Momentum Trend ETF is an exchange-traded fund incorporated in the USA. The Fund is a “fund of funds,” meaning that it primarily invests its assets in the shares of the fund’s four […]

Dividends update / New Global X ETFs Added

Similar to Shares Outstanding mentioned yesterday, Dividend X date and dividend amount are now available via ftp in the directory “Dividend”. These values will be updated daily and will sahortly be incorporated in the Fundamental.csv file.

Additionally, 10 Global X ETFs are now included in the ConstituentData42.csv file. I have requested that Global […]

Total Shares Outstanding

Covered ETF and closed end fund Total Shares Outstanding is now availavble via ftp in the SharesOutstanding directory. The first letter of the fund ticker is the name of the file plus the “.csv”.file extension. For instance the value for the ETF, SPY, will be in the “S.csv” file. […]

John Hancock ETFs Added

The twelve John Hancock ETFs are now included in the constituenydata42.csv file as follows:

John Hancock Large Cap ETF JHML
John Hancock Mid Cap ETF JHMM
John Hancock Developed International ETF JHMD
John Hancock Consumer Discretionary ETF JHMC
John Hancock Consumer Staples ETF JHMS
John […]

Goldman Sachs ETFs Added

The seven Goldman Sachs ETFs are now included in the constituenydata42.csv file as follows:

Goldman Sachs TreasuryAccess 0-1 Year ETF GBIL
Goldman Sachs ActiveBeta Emerging Markets Equity ETF GEM
Goldman Sachs ActiveBeta Europe Equity ETF GSEU
Goldman Sachs ActiveBeta International Equity ETF GSIE
Goldman Sachs ActiveBeta Japan […]

Six Fidelity ETFs added

Six Fidelity ETFs have been added to the constituentdata42.csv file. These ETFs are made up of mostly US equity constituents but also include a few global issues so by our definition they must be considered global ETFs.

Fidelity Low Volatility Factor ETF FDLO
Fidelity Momentum Factor ETF FDMO
Fidelity Quality […]

Open access to ETF Breadth Data

By |March 29th, 2017|Uncategorized|0 Comments

I often get the question “What’s breadth data?”. Breadth data includes the count of advancing issues versus declining issues, advancing volume versus declining volume, new highs vs, new lows, etc. of the constituents making up the composite (in this case the ETF). For instance, the SPY ETF is currently made up of […]

New Value in ConstituentData42.csv File

A new value you will be included in the constituentdata42.csv file.  The value will be located in column AJ and will be “IssueType”.  This column was previously unused.  IssueType will be a value provided by the ETF sponsor and helps in properly identifying the specific constituent.  This field will be populated over time but started […]

25 New ETFs / 16 Discontinued

 

Three new ETF sponsors brought their ETFs to market since our last update of July 6, 2015:  GaveKal, O’Shares and Principal.   Most of the ETPs discontinued were ETNs with RBS discontinuing all but one of their outstanding ETNs.

The following ETFs/ETNs started trading since our last update:

ETF Name
Symbol
Morningstar Category
MasterDATA Category
Included In File

ALPS Enhanced Put Write […]