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etfglobal_constituents_snapshot by ETF Global

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 ( 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

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.