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("price_close")

Metadata

Valid From
Delivery Schedule
Time Zone
Data Frequency

30 5 * * 2-6

Daily

Item List

Price Data

  • price_open: Daily opening price of US ETFs

  • price_close: Daily closing price of US ETFs

  • price_high: Daily high of US ETFs

  • price_low: Daily low of US ETFs

  • indicated_annual_dividend: Annual expected dividends of U.S. ETFs

Volume Data

  • trading_volume: Daily trading volume of US ETFs

  • amount: Trading volume of US ETFs

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

Performance Metrics

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

  • adr_ratio: ADR ratio of US ETFs

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

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

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