Price Volume

A concise reference for accessing US etf market price and volume data.

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
1983-12-30			1d

Item List

Price Data

• price_close: Closing price

• price_high: Base price

• price_open: Opening price

• price_low: Highest price

Volume Data

• trading_volume: Total volume

Shares Data

• shares_outstanding: Number of listed shares

Dividend Data

• indicated_annual_dividend: Indicated annual dividend

Earnings Data

• eps: Earnings per share (EPS)

Additional Data

• amount: Amount

• ctoc: Daily CtoC (close-to-close) return

• ctoc_total: Total CtoC (close-to-close) return (dividend applied)