US ETF Current Stats | Intrinio

US ETF Current Stats

Provided by First Bridge
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This data is available via Web API and CSV Download. For enterprise solutions, contact us via chat or at success@intrinio.com

Detailed Data, Updated Daily

This feed provides daily key statistics for all ETFs within the United States, including Net Asset Value (NAV), shares outstanding, average daily volume and NAV based returns (market price & total returns). 

The statistics cover the entire universe of US listed ETFs and provides data from inception for each ETF. The data is updated daily at the end of each trading day and the history is adjusted for forward and reverse splits where appropriate.

The First Bridge Philosophy

The key principles that underly First Bridge's data structure are: 

  • Multi-Dimensional: Every ETF in the world is tagged on multiple dimensions. For example, the 'Wisdom Tree International Hedged Dividend Growth ETF' is tagged as 'Equity', 'Developed', 'Ex-US', 'Currency hedged', 'Dividend weighted', 'Growth', etc. This multi-dimensional tagging is of the utmost importance since the analysis of ETFs could start on any of these dimensions. 
  • Consistent: While multi-dimensional tagging is important, a uniform standard must be applied on individual dimensions. For example, on sector & industry, the data stays consistent with the Global Industry Classification System (GICS) hierarchy 
  • Prospectus Based: If an investment manager classifies an ETF as 'growth', then it will be classified as 'growth' within the data. Doing so simplifies the data as there is no industry-wide agreement on how to define specific dimensions (i.e. growth or value). Additionally, it avoids confusion (i.e. if the manager labeled an ETF as 'growth' and it was to be labeled as 'value' within the data lists, it would complicate ETF search and analysis). 
  • Extensible: New types of ETFs are consistently being brought to market. Therefore, First Bridge constantly monitors the ETF universe and has a flexible database where new 'tagging' fields are added as appropriate, all while maintaining consistency on existing fields. 
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US ETF Current Stats

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Frequently Asked Questions

Below you will find the most frequently asked questions about this data feed. We have also curated some resources to help you get started, listed on the right. As always, feel free to chat with us if you have any questions.
What ETFs are covered in this feed?

All US listed ETFs are included in this feed. In total, that amounts to around 2,300 ETFs.

What data is included in the feed?

This feed provides daily key statistics for all ETFs within the United States, including Net Asset Value (NAV), shares outstanding, average daily volume and NAV based returns (market price & total returns). 

The statistics cover the entire universe of US listed ETFs and provides data from inception for each ETF. The data is updated daily at the end of each trading day and the history is adjusted for forward and reverse splits where appropriate.

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Data Categories

Intrinio offers a variety of ways to access this data feed. Choose your preferred access method below:

API
CSV

API Documentation

There are two versions of our API. We recommend "v2". To learn which one may be right for you, click here.
API v1
API v2

{{ docSectionTitle }} Documentation

Welcome to the Intrinio Financial Data Platform! Through our Financial Data Marketplace, we offer a wide selection of financial data feeds sourced by our own proprietary processes as well as from many data vendors. The Intrinio API uses HTTPS verbs and a RESTful endpoint structure, which makes it easy to request data from Intrinio. Basic Authentication is administered over HTTPS. Responses are delivered in JSON format.

Getting Started

First, you'll need an Intrinio account for your API access credentials.

Sign Up for API Access

If you have an Intrinio account you can view your Account API Access Keys here.

For a quick-start guide to our API, please see the tutorial.

If you need additional help using the API, chat with us.

Authentication

Private

You can find your API Key(s) on your Account API Access Keys page.

You must include a valid API Key with every request in-order to access to the API.

If your API Key is not authorized, a status code of 401 will be returned.

URL Parameter Authentication

Simply include your API Key in the HTTPS request by specifying an api_key URL parameter set to the value of your API Key.

For example:

https://api.intrinio.com/prices?identifier=AAPL&api_key={{base64_encoded_api_key}} https://api.intrinio.com/prices?identifier=AAPL&api_key=OjA1ZTFiNGZiN2U4Y2JlNjAwNzE0OGQ4YjM2YTFmNjRk

* Showing your API Key.
* Example API Key is not valid.



Authorization Header Authentication

Include your API Key in the HTTPS request by specifying an Authorization header with the value:

Bearer [API_KEY]

Simply replace [API_KEY] with your valid API Key.

For example:

Authorization: Bearer {{base64_encoded_api_key}} Authorization: Bearer OjA1ZTFiNGZiN2U4Y2JlNjAwNzE0OGQ4YjM2YTFmNjRk

* Showing your API Key.
* Example API Key is not valid.



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For public/untrusted environments (such as client-side JavaScript), use our public key authentication over HTTPS.

You can create a Public Access Key on your Account Access Keys page. Make sure to specify all domains from which this key may be used. Any domain not listed will be rejected by the API. For development purposes, localhost is listed as a domain by default. Make sure to delete this domain before going to production.

To include a public key in your HTTPS request, specify it as the value of an X-Authorization-Public-Key header.

If your public key is not authorized, a status code of 401 will be returned.

Response Codes

Intrinio uses normal HTTP response codes to indicate the success or failure of an API request. A response code of 200 indicates success and codes in the 4xx range indicate an error that failed given the information provided, and codes in the 5xx range indicate an error with Intrinio’s servers (these are rare).

The Intrinio API uses the following error codes:

Code Meaning
200 OK – Everything worked as expected
401 Unauthorized – Your User/Password API Keys are incorrect
403 Forbidden – You are not subscribed to the data feed requested
404 Not Found – The endpoint requested does not exist
429 Too Many Requests – You have hit a limit. See limits
500 Internal Server Error – We had a problem with our server. Try again later.
503 Service Unavailable – You have hit your throttle limit or Intrinio may be experiencing high system load.

Paging

Often there is too much information in our system to serve in a single request of reasonable size. Therefore we limit results to a certain number per request and provide you with paging information which can be used to retrieve the remaining pages of data.

In the Web API, you will notice that most requests contain paging information.

File Downloads may have paging information as well, listed in the first row.

In order to request the next page of data, append a page_number parameter to your request:

https://api.intrinio.com/companies
https://api.intrinio.com/companies?page_number=2
https://api.intrinio.com/companies?page_number=3

Limits

The Intrinio API employs several reasonable limits to ensure that stable, reliable service is provided to all users. These limits can vary based on the type of API request you are making. If you hit an API limit, the response will contain a 429 code and an explanation of the limit.

Daily Request Limits

Most data feed subscriptions have limited daily usage. This means that you can make up to a certain number of API requests in a 24-hour period (resetting at midnight Eastern). To view the limits for a data feed subscription, go to your Account page, click on Subscriptions, click on the subscription in question, and click on Limits.

Per-Minute Request Limits

Some data feed subscriptions have limited usage per x minutes. This means that you can make up to a certain number of API requests in x minutes. Common timeframes are 10 minutes and 1 minute.

Per-Second Request Limits

Certain high-workload API request are limited by the second. This means that you can make up to a certain number of API requests per second.

Paging Limits

API endpoints that return a list of data often employ paging to allow users to retrieve the rest of the data. Below are the default and maximum page sizes for various endpoints:

Endpoint Default Page Size Maximum Page Size
historical_data 1,000 10,000
All others 100 10,000

Certain requests are considered "high-paging" and are subject to additional limits:

  • Requests with a page size that is higher than the Default Page Size
  • Requests with a page offset greater than or equal to the Maximum Page Size

These request are limited by:

User Type High-Paging Request Limit
Free 1 per minute
Paid 1 per second
Custom Contact Sales

Bulk Request Limits

Certain API endpoints allow you to make "bulk" requests that return all of the available data. These requests are limited by:

User Type Bulk Request Limit
Free 1 per minute
Paid 1 per second
Custom Contact Sales

Throttle Limits

Users enjoying free data feed subscriptions only are limited to 100 requests per second.

Timeout Limits

Each request must be fulfilled within 25 seconds, otherwise it will be dropped with a 503 error. Given the flexibility of our endpoints and the complexity of potential API requests, we leave it to the users to fashion requests which can be satisfied in a reasonable time.

Usage & Limits

The following endpoints will help you to check your API access, limits, and usage:

Note: this is limited to data feeds with daily API requests limits.

Endpoints

Below are all of the API endpoints available for this data feed:

Welcome to the Intrinio Financial Data Platform! Through our Data Marketplace, we offer a wide selection of financial data feeds sourced by our own proprietary processes as well as from many data vendors. All of our data is available for download in the CSV (comma-separated values) format.

If you need additional help, chat with us.

Getting Started

For a quick guide to getting started with our CSV Download functionality, please see the Tutorial.

Authentication

When using the download links, your browser will prompt you for a username and password. These credentials correspond to your access keys, which can be found in your Account page.

Limits

CSV Downloads are limited according to the matrix below. If you exceed the limit, the system will return a 429 error. If you need to download a larger dataset, we recommend browsing our Financial Data Downloads , which allow you to download massive datasets for a flat fee.

User Type CSV Download Limit
Free 1 per minute
Paid 1 per second
Custom Contact Sales

Paging

Sometimes there is too much information in our system to put into a single file of reasonable size. Therefore we limit file downloads to 10,000 rows. In order to retrieve the rest of the rows, you will have to request the second "page" of results. The first row of each file will contain paging information: RESULT_COUNT: 6342 , PAGE_SIZE: 10000 , CURRENT_PAGE: 1, TOTAL_PAGES: 1 , API_CALL_CREDITS: 1

  • RESULT_COUNT tells you how many total rows there are in our system
  • PAGE_SIZE tells you how many records you are fetching per page
  • CURRENT_PAGE tells you which page you are currently viewing
  • TOTAL_PAGES tells you how many total pages there are
  • API_CALL_CREDITS tells you how many API calls credits your request consumed

If the TOTAL_PAGES field in your file is greater than 1 and you want to see the other pages, append a page_number parameter to the URL:

https://api.intrinio.com/indices.csv?type=economic&page_number=1
https://api.intrinio.com/indices.csv?type=economic&page_number=2
https://api.intrinio.com/indices.csv?type=economic&page_number=3

To exclude the paging information from your file, include a hide_paging parameter in the URL:

https://api.intrinio.com/indices.csv?type=economic&page_number=1&hide_paging=true

URL Formatting

URLs must be formatted correctly in order for file downloads to be processed successfully. Here are examples of correct URLs:

https://api.intrinio.com/indices.csv
https://api.intrinio.com/indices.csv?type=economic
https://api.intrinio.com/indices.csv?type=economic&query=GDP
https://api.intrinio.com/data_point.csv?identifier=AAPL&item=marketcap,beta

Here are examples of incorrect URLs:

https://api.intrinio.com/indices.csv&type=economic
https://api.intrinio.com/indices.csv?type=economic?query=GDP
https://api.intrinio.com/data_point.csv?identifier=AAPL&item=marketcap/beta

Here is a key to the different parts of a URL:

https://api.intrinio.com /data_point.csv ? identifier = AAPL & item = marketcap,beta
1 2 3 4 5 6 7 8 9 10

  1. Intrinio's API web address.
  2. The location of the data you are trying to access.
  3. The separator between the URL address and the URL parameters.
  4. The name of the URL parameter.
  5. The separator between the name of the URL parameter and the value of the URL parameter.
  6. The value of the URL parameter.
  7. The separator between URL parameters.
  8. The name of the URL parameter.
  9. The separator between the name of the URL parameter and the value of the URL parameter.
  10. The value of the URL parameter. Note some parameters allow multiple values - separate them with a comma.

Functions

Below are all of the CSV file downloads available for this data feed:

ETF Current Stats

Returns the most-recent stats and metrics data for an exchange traded fund.

Parameters

expand collapse
Name Description Example
identifier
* required
The identifier of an exchange traded fund (ticker, CUSIP, ISIN, RIC). IGM

Output Fields

expand collapse
Name Description Type Example
date Date of the stats/metrics date 2018-04-05
beta_vs_spy Beta vs SPY number -0.335626
five_year_annualized_return_split_and_dividend Five Year Annualized Return Split And Dividend number -0.19031
five_year_annualized_return_split_only Five Year Annualized Return Split Only number -0.228169
five_year_volatility_annualized Five Year Volatility Annualized number 0.473887
inception_annualized_return_split_and_dividend Inception Annualized Return Split And Dividend number -0.204625
inception_annualized_return_split_only Inception Annualized Return Split Only number -0.204625
nav Net Asset Value number 11.35
one_month_return_split_and_dividend One Month Return Split And Dividend number -0.028181
one_month_return_split_only One Month Return Split Only number 0.0391791
one_year_return_split_and_dividend One Year Return Split And Dividend number 0.0715631
one_year_return_split_only One Year Return Split Only number 0.310588
one_year_volatility_annualized One Year Volatility Annualized number 0.365743
ten_year_annualized_return_split_and_dividend Ten Year Annualized Return Split And Dividend number -
ten_year_annualized_return_split_only Ten Year Annualized Return Split Only number -
three_year_annualized_return_split_and_dividend Three Year Annualized Return Split And Dividend number -0.0145072
three_year_annualized_return_split_only Three Year Annualized Return Split Only number -0.0167759
three_year_volatility_annualized Three Year Volatility Annualized number 0.397867
y1_return_split_and_dividend Y1 Return Split And Dividend number -0.692786
y1_return_split_only Y1 Return Split Only number -0.692786
y2_return_split_and_dividend Y2 Return Split And Dividend number -0.127527
y2_return_split_only Y2 Return Split Only number -0.127527
y3_return_split_and_dividend Y3 Return Split And Dividend number -0.343137
y3_return_split_only Y3 Return Split Only number -0.343137
y4_return_split_and_dividend Y4 Return Split And Dividend number 0.134328
y4_return_split_only Y4 Return Split Only number 0.134328
y5_return_split_and_dividend Y5 Return Split And Dividend number 0.332536
y5_return_split_only Y5 Return Split Only number 0.332536
ytd_return_split_and_dividend YTD Return Split And Dividend number 0.021544
ytd_return_split_only YTD Return Split Only number 0.021544

Sample Data

expand collapse

ETF Current Stats

Not available for this access method