ETF Ownership Index

The ETF Ownership Index (ti-ownership-index/1). For each stock with a figure in the ownership ledger: the share of its shares outstanding held by the covered US ETFs, at least, the funds counted, and top3_share_pct, the share of those funds' holdings held by the three funds holding the most. Then the market line, over one line per company, with the cap-weighted share of the companies' market value the ETFs hold, the mean, the median and the quartiles, and the same line by sector. Its CSV twin, /api/v1/ownership-index.csv, has the same rows. The methodology, with a worked example, is at /etf-ownership/methodology/. A lower bound, like the ledger it reads: funds outside the coverage, and covered funds whose count could not be used, are not in it. Market caps weight the lines and enter no stock's figure. Under CC BY 4.0.

get/ownership-index.json

Request

  • Base URL: https://tickerinside.com/api/v1
  • URL: https://tickerinside.com/api/v1/ownership-index.json
  • Auth: none required

Response

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

namestring required

The index's name.

as_ofstring nullable required

The date of the ownership ledger the index reads: its newest holdings date.

methodstring required

The method of the index, ti-ownership-index/1, in /api/v1/methods.json.

ledger_methodstring required

The method of the figures it reads, ti-ownership/1.

method_urlstring required

Where both methods are written down, with their test vectors.

methodologystring required

The methodology page: formulas, sources, dates, limits and a worked example.

caps_as_ofstring nullable required

The price date of the market caps that weight the lines; they enter no stock's figure.

countinteger required

How many stocks have a figure, the rows of stocks.

columnsstring[] required

The names of the places of each row of stocks.

class_basis_left_outinteger required

How many figures of one class alone are in stocks and left out of the lines.

concentration_min_fundsinteger required

The fewest funds counted for a top3_share_pct.

concentration_not_publishedobject required

How many stocks have a null top3_share_pct, by reason (refusals of ti-ownership-index/1 in methods.json).

held_backobject nullable required

Set when tonight's ledger was held back by its checks: the index then reads the last ledger that passed.

failedboolean required

True when the index could not be computed tonight: no rows and no lines, the history as it was.

historystring required

The daily history, with the changes over 5 and 20 market days (history terms).

csvstring required

The rows of stocks as CSV, the same columns.

notestring required

How to read the file.

cite_asstring nullable required

A citation line: the index, its date, the market line and this file's address.

cite_htmlstring required

The credit as HTML: a link to this file, then its address.

docsstring required

Where the file is documented.

licensestring required

CC BY 4.0.

attributionstring required

Credit TickerInside with a link to this file, or to the page that shows the figure, wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.

Changes

No recorded changes to this operation across all 2 revisions of this API.