One fund of the other layers

The file of a fixed income, multi-asset, derivative-based, trust or pool, sponsor-file or prospectus-only ETF, which index.json lists under tickers_bond, tickers_multi_asset, tickers_derivative, tickers_trust, tickers_sponsor and tickers_prospectus. It has no holdings map and no positions count: a fund's own stocks are in held_outright, its lines in lines, and its contracts in derivatives. /fund/{ticker}.json answers for the same fund in the shape of the stock layers' files, built from this file, with a holdings map, holdings_kind and listed_pct. A fund of the stock layers asked for here, which has no file under /etf/, answers 301 to its file under /fund/, and its .csv to the CSV there.

get/etf/{ticker}.json

Request

Base URL: https://tickerinside.com/api/v1
URL: https://tickerinside.com/api/v1/etf/{ticker}.json
Auth: none required

Path parameters

tickerstring required

The ticker in lower case, for example voo. An upper case ticker is answered with a 301 to the lower case path.

Response

The file. The example is a real answer, shortened: long lists and maps keep their first entries.

tickerstring nullable required

The fund's ticker, upper case.

namestring nullable required

The fund's name.

page_urlstring nullable required

The fund's page on the site, or null when it has none yet. Link it when you quote a figure.

cite_asstring nullable required

A citation line for a quoted figure: the fund, its source file and that file's date, a URL to check it, and the licence.

cite_htmlstring nullable required

The credit as HTML: a link to the page cite_as names, then its address.

Where the holdings come from. issuer: the issuer's own file (the issuer layer). sec_nport: the fund's latest public SEC Form N-PORT filing (the SEC layer), whose holdings are the portfolio at the quarter end it describes (report_date), not on the day you read them; index.json coverage.sec_nport_age says how old the layer's holdings are on the day of the build. sec_nport_derivatives: a derivative-based fund, with its contracts apart from its holdings. sec_nport_bonds: a fixed income fund. sec_nport_multi_asset: a fund of funds or of several asset classes. trust_filings: a trust or commodity pool that files no Form N-PORT, from its own SEC filing. sponsor_files, prospectus: see /api/#sponsor-files.

as_ofstring nullable required

The price date: the date of the price data behind every return and risk figure here. Null for an SEC-layer fund whose weekly is null.

holdings_as_ofstring nullable required

The date of the holdings: the date of the issuer's file, or for an SEC-layer fund the quarter end its filing describes. It is often weeks older than as_of, and often differs from the other fund's in a comparison, so quote it with any holdings figure. It can also be later than as_of, since some issuers date their file with the next business day.

report_datestring nullable required

The quarter end the filing describes, the end of one of the fund's fiscal quarters. The holdings are the portfolio on that day, not on the day you read them; index.json coverage.sec_nport_age says how old the layer's holdings are on the day of the build. Quote this date with any figure from these holdings.

filedstring nullable required

The day the filing reached the SEC, usually about 60 days after report_date.

filing_urlstring nullable required

The filing itself on SEC EDGAR, to check any figure against the source.

net_assetsinteger nullable required

The fund's net assets on report_date, in US dollars, as filed. For an ETF that is one share class of a larger fund, it covers every class.

multi_classboolean nullable

True when the ETF is one share class of a fund that also has mutual fund classes. The holdings and weights are then the whole fund's, which is the same portfolio, and so is net_assets.

stock_pctnumber nullable

How much of net assets the filing lists as common or preferred stock, long positions only. Cash, bonds, derivatives and collateral make up the rest and are not in holdings.

unmapped_pctnumber nullable

The part of stock_pct that could not be tied to a ticker and is left out of holdings, usually private companies, warrants and thinly traded foreign lines. The holdings add up to stock_pct minus this.

abroadunknown

expense_rationumber nullable required

Annual cost as a percentage of assets: 0.03 means three basis points, or $3 a year on $10,000. From the fund's newest SEC filing that states it, after any fee waiver when the filing gives both figures, else from the market data. Null when neither gives one. Never read a null as zero.

expense_ratio_grossnumber nullable required

The total of the filing's fee table before any waiver, in percent, which counts the fees of the funds it holds; expense_ratio when there is no waiver. Null unless expense_ratio is from a filing.

expense_ratio_source'sec_filing' | 'sec_filing_text' | 'market_data' | 'null' nullable required

Where expense_ratio comes from. sec_filing: the fee table the filing tags by share class, from the SEC's risk/return data sets or the filing itself. sec_filing_text: the fee table's text, read in a newer prospectus, where no other figure exists or one agrees with it. market_data: undated, also where the filing read is over a year old and differs, or is not matched to the fund. Null when expense_ratio is null.

expense_ratio_as_ofstring nullable required

The day that filing reached the SEC, or null.

expense_ratio_filing_urlstring nullable required

That filing on EDGAR, or null.

yieldnumber nullable

Trailing twelve month distribution yield, as a percentage.

aum_bnumber nullable required

Assets under management, in billions of US dollars, rounded to 0.1, from the market data, read on aum_date. For a Vanguard fund it is the whole fund, every share class together; etf_class_net_assets_b is the ETF's own class. Null when the market data gives no size, the usual case for an SEC-layer fund, whose size is then net_assets on report_date.

aum_source'market_data' | 'market_data_kept' | 'null' nullable required

Where aum_b comes from. market_data: read on aum_date. market_data_kept: the latest read gave no size, so the last size known is kept, with the day it was read, for 30 days at most. Null when aum_b is null.

aum_datestring nullable required

The day aum_b was read from the market data. Null when aum_b is null, or for a size read before the day was recorded.

etf_class_net_assets_bunknown

etf_class_net_assets_as_ofunknown

derivative_positionsinteger nullable

The derivative positions the filing lists, before the legs roll them up.

volnumber nullable required

Annualised standard deviation of weekly total returns over three years, as a percentage.

betanumber nullable required

Sensitivity to the S&P 500, from three years of weekly returns. 1.00 means it has moved with the index.

mdd3number nullable required

Largest peak to trough decline over three years, measured on weekly closes. Negative.

r1number nullable required

Cumulative total return over one year, as a percentage. Not annualised.

r3number nullable required

Cumulative total return over three years, as a percentage. Not annualised.

r5number nullable required

Cumulative total return over five years, as a percentage. Not annualised.

last_closenumber nullable required

The last closing price, raw, in the fund's trading currency. Returns use dividend-adjusted closes; this figure is the market close as traded.

last_close_datestring nullable required

The date of that close.

day_change_pctnumber nullable required

The move from the previous close to the last, as a percentage.

high_52wnumber nullable required

The highest raw close over the last 252 trading days.

low_52wnumber nullable required

The lowest raw close over the last 252 trading days.

currencystring nullable required

The trading currency of the price fields.

held_outrightobject nullable

What the fund holds outright: a map of ticker to percent of net assets, never its contracts (see derivatives).

summarystring nullable required

One sentence to quote: what the fund held, and for a trust the filing that says so.

exposure_notesunknown

weeklynumber[] nullable required

156 weekly total returns as decimals, oldest first, ending at as_of. The weeks are the same in every fund and stock file, so any basket of them can be correlated without matching dates. A week is null when its return cannot be computed, because the fund's prices begin later or a weekly close is missing. An empty list for an issuer-layer fund with fewer than 110 weekly returns in those weeks, and null for a fund of another layer with fewer.

weeks_endstring nullable required

The date the weekly series ends, always as_of. It is set even when weekly is an empty list, and null, like as_of, when weekly is null.

licensestring nullable required

The licence the data is published under.

attributionstring nullable required

How to credit the data: a link to the page cite_as names where the medium allows one, the name where it does not.

sourcestring nullable required

Where the method behind these figures is written down.

structurestring nullable

The kind of trust or pool.

source_formstring nullable

The SEC form the description was checked against.

targetunknown

filing_linesinteger nullable

The lines the filing has, for a fixed income or multi-asset fund: a count, not holdings.

notesstring[] nullable

Caveats about the lines, in words. In a sponsor file, also how its weights are read (swap and futures weights are the sponsor's own, as notional in percent of net assets).

sponsorstring nullable

The sponsor whose site was read; in a prospectus file, its adviser.

source_urlstring nullable

The address read.

file_datestring nullable

The date of the sponsor's file.

date_fromstring nullable

file, page or read.

read_onstring nullable

The day it was read.

served_from_earlier_fileboolean nullable

True when an earlier night's file is kept.

file_linesinteger nullable

Rows in the sponsor's file.

lines_totalinteger nullable

Lines not keyed and not a contract.

formstring nullable

497K, 497, 485BPOS or 485APOS.

registrantstring nullable

The filing trust, or null.

objectivestring nullable

The objective, quoted (at most 400 characters).

objective_is_quotedboolean nullable

Always true.

objective_cutboolean nullable

True when cut, ending in three dots.

stated_targetunknown

indexstring nullable

The index it tracks, or null.

expense_ratio_pctnumber nullable

Expenses in percent, after a waiver; null if not read.

inception_dateunknown

holdings_notestring nullable

Says its first holdings filing replaces this file.

Changes

No recorded changes to this operation across all 1 revision of this API.