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 key principles that underly First Bridge's data structure are:
We offer custom pricing and plans for enterprises and start-ups because we don't think that you should pay an outrageous cost for data you don't use.
With Intrinio, you'll only pay for the data you need an an affordable rate.
At Intrinio, we understand how difficult it can be to get the financial data you need, where you need it, and when you need it. Our US-based, dedicated support team is standing by to help make your project a success. Feel free to chat with us.
Intrinio offers a variety of ways to access this data feed. Choose your preferred access method below:
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.
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 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.
For private/trusted environments, use Basic Authentication over HTTPS.
You can find your API Username and API Password on your Account page. You must include these credentials with every request in order to receive access to the API.
To include the credentials in your HTTPS request, specify an Authorization header, with the value Basic (key) , replacing (key) with the Base-64 encoded string API_USERNAME:API_PASSWORD .
If your credentials are not authorized, a status code of 401 will be returned.
You can create a Public Access Key on your Account 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.
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:
|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.|
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:
The Intrinio API employs several reasonable limits to ensure that stable, reliable service is provided to all users. These limits can vary based on which data feeds you are subscribed to, as well as which API call you are making. The limits are grouped as: daily calls, 10-minute calls, paging, throttling, and timeouts. If you hit an API limit, the response will contain a 429 code and an explanation of the limit.
Most data feed subscriptions have limited daily usage. This means that you can make up to a certain number of API calls 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.
Some data feed subscriptions have limited 10-minute usage. This means that you can make up to a certain number of API calls in a 10-minute period.
As an alternative to Daily Call Limits, some data feeds employ a 1-minute call limit. This means that you can make up to a certain number of API calls in a 1-minute period.
API endpoints that employ paging are limited by the maximum page size that you may request. This varies by endpoint:
|Endpoint||Maximum Page Size|
Users enjoying free data feed subscriptions only are limited to 100 requests-per-second.
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 calls, we leave it to the users to fashion requests which can be satisfied in a reasonable time.
The following endpoints will help you to check your API access, limits, and usage:
Note: this is limited to data feeds with daily API call limits.
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.
For a quick guide to getting started with our CSV Download functionality, please see the Tutorial.
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.
The CSV Download functionality is well-suited for human use or light programmatic use. Downloads are limited to 1 per second. If you exceed this limit, the system will return a 429 error. If you need to download larger dataset, we recommend browsing our Financial Data Downloads , which allow you to download massive datasets for a flat fee.
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
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:
To exclude the paging information from your file, include a hide_paging parameter in the URL:
URLs must be formatted correctly in order for file downloads to be processed successfully. Here are examples of correct URLs:
Here are examples of incorrect URLs:
Here is a key to the different parts of a URL:
Below are all of the CSV file downloads available for this data feed:
Returns the most-recent stats and metrics data for an exchange traded fund.
|The identifier of an exchange traded fund (ticker, CUSIP, ISIN, RIC).||IGM|
|date||Date of the stats/metrics||2018-04-05|
|beta_vs_spy||Beta vs SPY||-0.335626|
|five_year_annualized_return_split_and_dividend||Five Year Annualized Return Split And Dividend||-0.19031|
|five_year_annualized_return_split_only||Five Year Annualized Return Split Only||-0.228169|
|five_year_volatility_annualized||Five Year Volatility Annualized||0.473887|
|inception_annualized_return_split_and_dividend||Inception Annualized Return Split And Dividend||-0.204625|
|inception_annualized_return_split_only||Inception Annualized Return Split Only||-0.204625|
|nav||Net Asset Value||11.35|
|one_month_return_split_and_dividend||One Month Return Split And Dividend||-0.028181|
|one_month_return_split_only||One Month Return Split Only||0.0391791|
|one_year_return_split_and_dividend||One Year Return Split And Dividend||0.0715631|
|one_year_return_split_only||One Year Return Split Only||0.310588|
|one_year_volatility_annualized||One Year Volatility Annualized||0.365743|
|ten_year_annualized_return_split_and_dividend||Ten Year Annualized Return Split And Dividend||-|
|ten_year_annualized_return_split_only||Ten Year Annualized Return Split Only||-|
|three_year_annualized_return_split_and_dividend||Three Year Annualized Return Split And Dividend||-0.0145072|
|three_year_annualized_return_split_only||Three Year Annualized Return Split Only||-0.0167759|
|three_year_volatility_annualized||Three Year Volatility Annualized||0.397867|
|y1_return_split_and_dividend||Y1 Return Split And Dividend||-0.692786|
|y1_return_split_only||Y1 Return Split Only||-0.692786|
|y2_return_split_and_dividend||Y2 Return Split And Dividend||-0.127527|
|y2_return_split_only||Y2 Return Split Only||-0.127527|
|y3_return_split_and_dividend||Y3 Return Split And Dividend||-0.343137|
|y3_return_split_only||Y3 Return Split Only||-0.343137|
|y4_return_split_and_dividend||Y4 Return Split And Dividend||0.134328|
|y4_return_split_only||Y4 Return Split Only||0.134328|
|y5_return_split_and_dividend||Y5 Return Split And Dividend||0.332536|
|y5_return_split_only||Y5 Return Split Only||0.332536|
|ytd_return_split_and_dividend||YTD Return Split And Dividend||0.021544|
|ytd_return_split_only||YTD Return Split Only||0.021544|
Not available for this access method