price_volume

Summary

This document provides an overview of the US ETF price and volume data items available in the data catalog.

Example code

from finter.data import ContentFactory
cf = ContentFactory("us_etf", 20200101, 20200201)
df = cf.get_df("us-etf-price_close")

Metadata

Valid From	Delivery Schedule	Time Zone	Data Frequency
	30 5 * * 2-6		Daily

Item List

Price Data

• us-etf-price_open: Daily opening price of US ETFs

• us-etf-price_close: Daily closing price of US ETFs

• us-etf-price_high: Daily high of US ETFs

• us-etf-price_low: Daily low of US ETFs

• us-etf-indicated_annual_dividend: Annual expected dividends of U.S. ETFs

Volume Data

• us-etf-trading_volume: Daily trading volume of US ETFs

• us-etf-amount: Trading volume of US ETFs

• us-etf-shares_outstanding: Daily issuance of shares for U.S. ETFs

Performance Metrics

• us-etf-eps: Earnings Per Share (EPS) of US ETFs

• us-etf-adr_ratio: ADR ratio of US ETFs

• us-etf-ctoc: Rate of change in closing price compared to the closing price of US ETFs

• us-etf-ctoc_total: Rate of change in closing price compared to the cumulative closing price of U.S. ETFs