You may notice that tonight’s file is significantly smaller than “normal”. To me that is always reason for concern, so I spend time trying to determine why. In this case, it seems that Wisdom Tree has cut the number of constituents in their ETFs significantly. This is particularly true for their dividend oriented ETFs.
Sometimes you just want one constituent list quickly. Updated such lists are now available via http link as follows:
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).
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 Equity ETF GSJY
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC
Goldman Sachs Hedge Industry VIP ETF GVIP
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 507 constituent issues. Would it be helpful to know that 154 advanced (went up) on the 20th vs 337 declining? Or that 231 of the issuers were in uptrends with 263 in downtrends? Or that 75.95% of the constituents were trading above their 200 day moving average? The trend of these values is often even more helpful.
If you are at all curious, we are currently allowing free access to our US traded ETF breadth datafiles. For html access go to http://masterdatacsv.com/DataUS/. For ftp access, I recommend FileZilla (you can download a free copy at https://filezilla-project.org). Our ftp URL is masteremail.com, the username is Breadth, and password is BreadthData. (port is 21 if you need it, you shouldn’t). This is a secure site. There are some issues in the datafiles but if there are values in the file they are correct. Some files are empty. This is being corrected. Access is open to everyone until these issues are resolved.
STOXX published an entirely new web site yesterday (http://www.stoxx.com). This means that all their constituent list reports were also totally restructured. We have modified our routines to accomodate these changes and the 134 STOXX indexes in the constituent list datafile properly reflect the current constituent lists of these indexes.
The newest version of MetaStock includes two major components, MetaStock Xenith and the MetaStock chart and analysis functions you have come to know over the years. To best serve current and future subscribers to our services, the time came to bite the bullet and implement the program. About a month ago I started and began learning the newly available module now called MetaStock Xenith. Following are some of my observations.
I did not expect MetaStock Xenith. It is spectacular fundamentals platform. Although the program includes charts and various technical indicators, MetaStock Xenith primarily provides fundamentals. Fundamentals have never been a strong point for MetaStock. They are now, plus some. To understand its strength, you will need to try it for yourself (there is a free trial), but a wide array of up to the minute fundamental values is at your fingertips. Frankly, I used Xenith primarily for looking up naming and identifier issues, but in the process was dazzled by the effective presentation of data never before available in MetaStock.
The frosting on the cake is the ability to link all the price data as well as fundamental data directly to Excel spreadsheets. Each spreadsheet is limited to about 1500 rows, but with a little creative coding, it is easy to develop up to the minute data on thousands of securities. It really is quite remarkable and initially overwhelming. Soon, however, Xenith became one of the most productive programs I have ever experienced.
I am not a Xenith expert, yet, but I can get out of it what I need easily and quickly. It is time to move on to implementing the new MetaStock charting and analysis part of the package. Tomorrow’s webinar is for all MetaStock users, especially new users, including me. So we will experience this orientation together.
MetaStock 12 Webinar October 15, 2013, at 6:00 pm est.
We are having a webinar on October 15, 2013 at 6:00 pm est. For more information, go to the following URL: http://www.metastock.com/Events/webinars/?t=SEMWEB-MXJG&p=39722&pc=eq-masterdata.
For more information on ETFs and ETF holdings data, go to http://www.masteretfdata.com. For breadth data go to http://www.masterdatacsv.com. MetaStock users should go to http://www.masterdatacompositeplugin.com/ for the plug-in and breadth data to be used directly in MetaStock.
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.
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.
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.
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.