Dataset Name: etfglobal_industry_snapshot
Group: reference_data
Vendor: ETF Global
Symbol Set: ETFs
Asset Class: Equity
Data Update Time(s): 8:00 AM EST
Data Update Frequency: day
Detailed information on each ETF - around 2200+ rows/tickers/symbols per day, 56 columns including Industry Group, Industry and Sub Industry exposure.
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 |
| issuer | string | Issuing firm of the product |
| description | string | The name and description of the product |
| inception_date | string | Inception date of the product |
| primary_benchmark | string | Underlying index as per the prospectus |
| tax_classification | string | RIC/Partnership/UIT - 1099 vs K1 |
| is_etn | bool | Boolean field to indicate if product is an ETN |
| aum | double | Daily total Assets Under Management (AUM) of the product |
| avg_daily_trading_volume | double | 1 month average daily trading volume |
| asset_class | string | Asset Class (eg Blank, Equity , Real Estate, Fixed Income, Stock - Preferred, Commodity, Currency, etc.) |
| category | string | Broad category description |
| focus | string | Specific exposure description |
| development_class | string | ETFG developmental class |
| region | string | Regional focus |
| is_levered | bool | Boolean field to indicate if product is levered |
| levered_amount | double | Leverage factor. i.e., -1, 2, 3, -3 |
| is_active | bool | Boolean field to indicate if product is an "Active" product per SEC |
| administrator | string | The ETF Administrator |
| advisor | string | Advisor |
| custodian | string | Custodian |
| distributor | string | Distributor |
| portfolio_manager | string | Portfolio Manager |
| subadvisor | string | Subadvisor |
| transfer_agent | string | Transfer Agent |
| trustee | string | Trustee |
| futures_commission_merchant | string | Futures Commission Merchant |
| fiscal_year_end | string | Fiscal Year End |
| distribution_frequency | string | Distribution Frequency |
| listing_exchange | string | Listing Exchange |
| creation_unit_size | double | Number of shares needed for a creation unit |
| creation_fee | double | Fee for creating a unit of shares |
| geographic_exposure | string | Geographic breakdown based on country of domicile |
| currency_exposure | string | Currency breakdown |
| sector_exposure | string | Sector breakdown |
| industry_group_exposure | string | Industry Group breakdown |
| industry_exposure | string | Industry breakdown |
| subindustry_exposure | string | Sub-Industry breakdown |
| coupon_exposure | string | Coupon breakdown |
| maturity_exposure | string | Maturity breakdown |
| options_available | double | Are options available on product |
| options_volume | double | Aggregated Put and Call Volume |
| short_interest | double | Number of shares sold short |
| put_call_ratio | double | Put/Call ratio for product with options |
| num_holdings | double | Number of Holdings |
| discount_premium | double | Discount/Premium |
| bid_ask_spread | double | Average intra-day Bid/Ask divided by lowest sample intra day Ask |
| put_volume | double | Put Options Volume |
| call_volume | double | Call Options Volume |
| management_fee | double | Management Fee Charged |
| other_expenses | double | Other fund expenses |
| total_expenses | double | Total Fund Expense |
| fee_waivers | double | Fee Waivers |
| net_expenses | double | Net Expense Ratio |
| lead_market_maker | string | Listed Lead Market Maker for product |
| symbol | string | Trading Symbol or Ticker |