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Exchange Traded Fund Constituents

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Constituent Lists subscription  Index and ETF Values Included In the Datafiles

Following ia a listing and definitions of the fields included in the ConstituentData42.csv datafile.  The values provided in our downloadable datafile are based upon data provided by the sponsor and several other reliable market data sources.

The ConstituentData42.csv datafile can be downloaded by subscribers at http://www.masterdatareports.com/ConstituentData42.csv.  This file is included in the trial subscription.

Field Definitions

Sponsor Name of index or ETF provider
Composite Ticker Ticker symbol of index or ETF.  Tickers with the initial characters "^" or "$" are indexes.
Composite Name Name of index or ETF
Constituent Ticker Ticker symbol of index or ETF constituent.  All constituent tickers begin with an apostrophe.  This preserves the leading zeros on many tickers (mainly Asian issues)
Constituent Name      Name of index or ETF constituent
Weighting The percentage the constituent represents of the index or ETF total value
Identifier The CUSIP, ISIN, or Bloomberg Global ID as provided by the sponsor. An apostrophe precedes all identifiers to preserve the leading zeros (0) in many identifiers.  All identifiers begin with an apostrophe.  This preserves the leading zeros found on many identifiers.
Date The date of the data received from the sponsor - as stated by the sponsor
Location Location of the exchange upon which the constituent trades.
Exchange The exchange upon which the constituent trades.
Total Shares Held The total number of shares held of this particular constituent by the index or ETF
Notional Value In a swap, no principal changes hands at inception (start) or expiry (end), and in the meantime, interest payments are computed based on a notional amount, which acts as if it were the principal amount of a bond, hence the term notional principal amount, abbreviated to notional.
Market Value The current market value of shares held of this particular constituent by the index or ETF
Sponsor Sector The constituent issue's sector as stated by the index or ETF sponsor
Last Trade The last closing price at which the component traded
Currency The currency used to quote the Last Trade (above)
Bloomberg Symbol The Bloomberg ticker for this constituent
Bloomberg Exchange The exchange upon which the constituent trades as stated by Bloomberg
Bloomberg Sector Constituent sector as provided by Bloomberg - This field is duplicated in a subsequent column of data and will be replaced in the future with another value.
Bloomberg Industry Constituent industry group as provided by Bloomberg - This field is duplicated in a subsequent column of data and will be replaced in the future with another value.
Coupon Constituent stated coupon rate (Fixed Income ETFs)
Maturity Constituent stated maturity date  (Fixed Income ETFs)
Rating Constituent Rating (Fixed Income ETFs)
Type US Equity, Fixed Income, etc.
Shares Outstanding Total constituent shares outstanding (updated monthly)
Market Capitalization Constituent market cap (updated monthly)
Earnings Constituent earnings (updated monthly)
PE Ratio Constituent Price to Earnings Ratio (updated monthly)
Face Par value of the cinstituent  (Fixed Income ETFs)
eSignal Ticker The eSignal (Interactive Data) ticker for the constituent
Time Zone The time zone for the exchange upon which the component is traded.  This value is stated in terms of its relation to Greenwich Mean Time is zero (-5 is New York).
Dividend Amount Per share dividend paid on Last Dividend Date
Last Dividend Date  Date of last paid dividend
Dividend Yield The ratio of the annual dividend to the current market price of the constituent.
RIC Reuters Instrument Code (Reuters symbol)
FutVal Future Value
Bloomberg Sector Constituent sector as provided by Bloomberg
Bloomberg Industry Constituent industry as provided by Bloomberg
Bloomberg SubIndustry Constituent sub-industry as provided by Bloomberg
CUSIP All CUSIPs begin with an apostrophe.  This preserves the leading zeros found on many CUSIPs.
ISIN For consistency, all ISINs begin with an apostrophe.
Bloomberg Global ID (BBGID)  All BBGIDs begin with an apostrophe for consistency with other identifiers.
 
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ETF Constituents