Four new values are now provided in the ETF_Fundamentals.csv datafile as follows: NAVDate The date of the Net Asset Value stated in the next column NAV Net Asset Value SharesOutstanding The shares of the ETF that have been authorized, issued and purchased by investors and are held by them. MarketCap Market capitalization (or market cap) […]
A new datafile, ETF_Fundamentals.csv, is now being generated that will ultimately replace the ETFStatic.csv datafile, ETFStatic-2.csv datafile and, the Beta datafile, ETFdaily.csv. All data in the ETFStatic.csv and ETFStatic-2.csv datafiles is currently provided in the new file including inception date, total holdings, type, expense ratio and dividends, etc. The values in the Beta ETFdaily.csv will […]
Regarding our constituent list datafile, our primary objective is to gather the most current and most accurate data available for subscribers and to provide that data in an easy to use format downloadable from the fastest data servers available via http or ftp. While it is entirely possible for anyone to obtain this data from […]
Reuters Instrument Codes (RICs) are now included in the constituent list datafile. These tickers are located in column AI if the file is opened in Excel. Other symbology is provided in column Q (Bloomberg Symbol) and column AD (esignal / Interactive Data ticker). Column D provides the ticker used by the ETF sponsor. This ticker […]
44 Direxion ETFs have been added to constituent list datafile. Most of the Direxion ETFs contain derivatives of some sort and were previously excluded from our constituent list collection process. We are now beginning to include ETFs with this type of component. With this addition, the constituent list datafile now includes the holdings of 1178 […]
The historical constituent list datafiles (all composite constituent lists in one large file) are now available as individual composite files. These files are located here: http://masterdatareports.com/ArchiveByComposite/ For FTP access, look in the folder “ArchiveByComposite” in the root directory. If you do not currently have FTP access, it will be set up for you on […]
WisdomTree constituent lists are now correct in the constituent list datafile including ETFs with derivative components. All WisdomTree ETFs are now included in the constituent list datafile. Thank you for your continued support. Your input is always appreciated. Best, Larry L. P. Carhartt MasterDATA, Inc. office: 818-701-6686 fax: 866-428-6849 http://www.MasterETFdata.com lc@masterdata.com
The Rydex funds (now Guggenheim) missing from our constituent list file (constituentdata42.csv) since mid December, 2012, have now been restored. Today’s file has been rerun and is now on the server for download. In the process, Guggenheim informed us of a recent press release announcing that 9 funds are being discontinued. Click here for the Guggenheim press […]
Two new values are now included in the ConstituentData42.csv file, DividendAmt (dividend amount) and LastDividendDate (last dividend date). If the file is opened in Excel, this would be columns AF and AG. Dividend information is now provided for both ETFs and all constituents and will be updated monthly with other fundamental data. A question was […]
 Morningstar’s 15 US equity ETFs are now included in the constituent list datafile as follows: Focus Morningstar US Market Index ETF FMU Focus Morningstar Large Cap Index ETF FLG Focus Morningstar Mid Cap Index ETF FMM Focus Morningstar Small Cap Index ETF FOS Focus Morningstar Basic Materials Index ETF FBM Focus Morningstar Communication Services […]
