Is it possible to download historical ETF holdings

ajalden

I would like to be able to download historical holdings for the etf ticker IWV as of a few specific dates (e.g. 12/31/2020, 12/31/2019). Ideally I'd like to amend the following code to achieve this:

hldgs, err = ek.get_data(instruments = 'IWV',
fields =['TR.FdSecurityOwnedRIC;TR.FdInvestorFilingDate;TR.FundPercentageOfFundAssets(EndNum=5000)'])

Can you advise if and how I can adjust this code to get this data as of one of the dates above?

Thanks!

jonathan.legrand

Hi @ajalden ,

Is this in Python? If so, I found that the below works well:

hldgs, err = ek.get_data(instruments='IWV',
                         fields=["TR.FdSecurityOwnedRIC",
                                 "TR.FdInvestorFilingDate",
                                 "TR.FundPercentageOfFundAssets(EndNum=5000)"],
                         parameters={'SDate': '2019-12-31',
                                     'EDate': '2020-12-31'})

Otherwise, using the Data Item Browzer (DIB):

I found the following worked well (using 'FdInvestorFilingDate' as an e.g.) :

hldgs, err = ek.get_data(instruments='IWV',
                         fields=["TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY)",
                                 "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).calcdate",
                                 "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).date",
                                 "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).effectiveTo",
                                 "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).instrument",
                                 "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).instrumentid",
                                 "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).SecurityOwnedRIC"])

Does this answer your question?

ajalden

Thanks a lot