ETF Global® (ETFGlobal®) is a leading, independent provider of data, research, investment decision support applications, proprietary risk analytics, and educational offerings specifically focused on Exchange-Traded Products (ETPs).
etfglobal_constituents_snapshot
etfglobal_constituents_legacy
Two proprietary, multifactor models that provide forward-looking risk and reward scores for each ETF.
The ETFG Multi-Factor, Quantitative Model (ETFG Quant), supports the overall investment process in pursuing return, managing risk, utilizing investment analysis and generating investment ideas.
Legacy version goes further back in time but has a slightly different structure than the current dataset.
etfglobal_constituents_snapshot
etfglobal_constituents_legacy
ETF Constituents (Full Holdings) - A full look-through of an ETF's portfolio - provides unique identifiers for each underlying security, country, exchange, and currency traded in, constituent asset class & security type, market value, shares and weight in each ETF.
The main dataset is updated throughout the day
The SNAPSHOT dataset is a snapshot of the data prior to the open (6:30am) so it can be used for backtesting safe in the knowledge that there is no accidental Look Ahead.
Legacy version goes further back in time but has a slightly different structure than the current dataset.
etfglobal_fundflow
etfglobal_fundflow_cq
etfglobal_fundflow_legacy
etfglobal_fundflow_snapshot
Daily "net fund flows" driven by the ETF creation and redemption process - reflects the actual capital added or withdrawn - includes fund shares outstanding, NAV (Net Asset Value) and fundflow
The main dataset is updated throughout the day.
Legacy version goes further back in time but has a slightly different structure than the current dataset.
The SNAPSHOT is a snapshot of the data prior to the open (6:30am) so it can be used for backtesting safe in the knowledge that there is no accidental Look Ahead.
etfglobal_industry
etfglobal_industry_cq
etfglobal_industry_legacy
etfglobal_industry_snapshot
Detailed information on each ETF - around 2200+ rows/tickers/symbols per day, 56 columns including Industry Group, Industry and Sub Industry exposure.