All Schwab ETFs are now restored to the ConstituentData42.csv file. The holdings of Schwab ETFs are mostly US equity or global equity with a few fixed income types, but because all their ETFs contain at least one e-mini contract, by definition, we define them as commodity based ETFs (they contain financial futures or some sort […]
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: http://username:firstname.lastname@example.org/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).
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 […]
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. […]
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.