Dataset Name: etfglobal_constituents_snapshot
Group: etf
Vendor: ETF Global
Data Starts at: 2019-02-28 00:00:00
Symbol Set: 2500 + ETFs
Asset Class: Equity
Data Update Time(s): 8:00 AM EST
Data Update Frequency: day
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 - SnapShot at 6:30am on date.
ETF Global® (ETFG®) is a leading, independent provider of data, research, investment decision support applications, proprietary risk analytics and invest.
The main dataset is updated throughout the day, this 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.
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| etfg_date | string | File Date |
| as_of_date | string | As of date |
| constituent_ticker | string | Ticker/Symbol of the ETFs underlying constituent |
| constituent_name | string | Full Text name of the ETFs underlying constituent |
| weight | double | Weight of the ETFs underlying Constituent/Ticker |
| market_value | double | Market Value of shares of the underlying constituent Ticker/Symbol held by the ETF |
| cusip | string | Committee on Uniform Security Identification Procedures identifier owned by American Bankers Association operated by Standard and Poor's, requires CUSIP license. |
| isin | string | International Securities Identification Number. An international code which identifies a securities issue |
| figi | string | FIGI ID. The FIGI code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country. |
| sedol | string | Sedol for underlying constituent. Stock Exchange Daily Official List identifier assigned by the London Stock Exchange, requires SEDOL license |
| country_of_exchange | string | Country in which Primary Exchange of the constituent Ticker/Symbol is locaed (eg blank, US, DE, CA, CH, PE, GR, BER) |
| exchange | string | Exchange Identifier for the data source. This may contain the Market Identifier Code (MIC), or and exchange nmemonic (eg. NYSE, TSE, ASX...) or a dataset specific code provided by the data vendor. |
| shares_held | double | Number of shares of underlying constituent held by the ETP |
| asset_class | string | Asset Class (eg Blank, Equity , Real Estate, Fixed Income, Stock - Preferred, Commodity, Currency, etc.) |
| security_type | string | Security Type - ETFG Taxonomy Classification (eg Blank, ADR, Common Stock, REIT, Ltd Part, MLP, Tracking Stk, ETP, Closed-End Fund, Unit, NY Reg Shrs, PUBLIC, PRIVATE, Royalty Trst, Right,Common Equity, Domestic, Global etc.) |
| currency_traded | string | Currency Traded (eg Blank, USD, CAD, EUR) |
| symbol | string | Trading Symbol or Ticker |