Historical Holdings API
- smrati smrati
Owned by smrati smrati
All calls to APIs on this page need to be accompanied by Authorization header
Sample API call
curl -X GET \ 'http://67.205.132.159:8002/filter/etf?PrimaryTicker=IVV:US&BloombergSymbol=IVV:US' \ -H 'Authorization: Token 123dummytoken'
Retrieving historical holdings for an ETF is a two-step process:
Step 1: Get the firstbridge_id of the ETF for which the holdings data needs to be retrieved. This can be done by specifying the Bloomberg symbol of the ETF in the request (additionally specifying the ‘primary ticker’ is optional). If there have been multiple ETFs with that Bloomberg Symbol in the past, then multiple ETFs will get returned, along with their primary tickers.
Step 2: Use the returned firstbridge_id along with AsOfDate to retrieve holdings for a given date. Note that the returned holdings data is paginated.
Example:
1) Get firstbridge_id:
Request:
GET http://67.205.132.159:8002/filter/etf?PrimaryTicker=IVV:US&BloombergSymbol=IVV:US
Response:
[
{
"firstbridge_id": "62abed92c74a47f88981b6e78abd59bb",
"CompositeName": "iShares Core S&P 500 ETF",
"CompositeTicker": "IVV",
"Sponsor": "Blackrock (iShares)",
"BloombergSymbol": "IVV:US",
"RIC": "IVV.P",
"CUSIP": "464287200",
"ISIN": "US4642872000",
"SEDOL": "2593025",
"Share_Class_FIGI": "BBG001SFB7R6",
"InceptionDate": "2000-05-15",
"DataChangeDate": "2017-06-30",
"created_at": "2017-07-20T10:29:11.244787Z",
"updated_at": "2017-07-20T10:29:11.244849Z",
"close_date": null,
"data_status": "A",
"isLiveListed": true,
"LegalStructure": "ETF (Open end fund)",
"ExchangeName": "NYSE Arca",
"ExchangeCode": "ARCX",
"IntradayNAVTicker": "IVV.IV",
"ManagementFees": null,
"DistributionFees": null,
"OtherFundExpenses": null,
"GrossExpenseRatio": null,
"FeeWaivers": null,
"NetExpenseRatio": 0.0004,
"AssetClass": "Equities (Stocks)",
"OtherAssetTypes": "Not Applicable",
"MarketCapRange": "Large Cap",
"USMarketCapCoverage": 0.8,
"ExSP500": null,
"HoldsOnlyNYSEStocks": "No",
"HoldsOnlyNasdaqStocks": "No",
"GrowthValueTilt": "Core / Blend",
"GrowthType": "Not Applicable",
"ValueType": "Not Applicable",
"Sector": "Not Applicable",
"IndustryGroup": null,
"Industry": "Not Applicable",
"SubIndustry": "Not Applicable",
"CrossSectorTheme": "Not Applicable",
"NaturalResourcesType": "Not Applicable",
"ExFinancials": "No",
"ExTechnology": "No",
"USorExUS": "Domestic",
"DevelopedEmerging": "Developed Market Funds",
"SpecializedRegion": "Not Applicable",
"Continent": "North America",
"LatinAmericaSubGroup": "Not Applicable",
"EuropeSubGroup": "Not Applicable",
"AsiaSubGroup": "Not Applicable",
"SpecificCountry": "US",
"ChinaListingLocation": "Not Applicable",
"USState": "Not Applicable",
"RealEstate": "Not Applicable",
"IndexWeightingScheme": "Market Cap Weighted",
"MarketCapWeightingType": "Market Cap Weighting - Float Adjusted",
"FundamentalWeightingType": "Not Applicable",
"DividendWeightingType": "Not Applicable",
"BondType": "Not Applicable",
"GovernmentBondTypes": "Not Applicable",
"MunicipalBondRegion": "Not Applicable",
"MunicipalVRDO": "Not Applicable",
"MortgageBondTypes": "Not Applicable",
"BondTaxStatus": "Not Applicable",
"CreditQuality": "Not Applicable",
"AverageMaturity": "Not Applicable",
"SpecificMaturityYear": "Not Applicable",
"BondCurrencyDenomination": "Not Applicable",
"Laddered": "Not Applicable",
"ZeroCoupon": "Not Applicable",
"FloatingRate": "Not Applicable",
"BuildAmericaBonds": "Not Applicable",
"CommodityTypes": "Not Applicable",
"EnergyType": "Not Applicable",
"AgriculturalType": "Not Applicable",
"MetalType": "Not Applicable",
"InverseLeveraged": "Not Applicable",
"TargetDateMultiAssetType": "Not Applicable",
"CurrencyHedged": "No",
"CurrencyPair": "Not Applicable",
"SocialEnvironmentalType": "Not Applicable",
"CleanEnergyType": "Not Applicable",
"DividendType": "Not Applicable",
"RegularDividendPayorType": "Not Applicable",
"HoldsMLPs": "No",
"HoldsPreferredStock": "No",
"HoldsClosedEndFunds": "No",
"QuantStrategiesType": "Not Applicable",
"OtherQuantModels": "Not Applicable",
"HedgeFundType": "Not Applicable",
"DerivativesBased": "Not Primarily Derivatives Based",
"HoldsADRs": "No",
"IndexLinked": "Passive",
"DistributionFrequency": null,
"IncludesShortExposure": "No",
"IndexName": "S&P 500 Index",
"ParentIndex": "S&P 1500 Index",
"IndexFamily": "S&P US Core & Style Indices",
"BroaderIndexFamily": "S&P US Indices",
"IndexProvider": "S&P DJ Indices",
"FundFamily": "iShares US Core Equity Funds",
"IndexTicker": "SPTR",
"ETFDescription": "The iShares S&P 500 Index Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S. large-cap stocks as represented by the Standard & Poor's 500 Index.",
"ETNIssuingBank": "Not Applicable",
"ETNMaturityDate": null,
"Livestock": "Not Applicable",
"DynamicFuturesRoll": "Not Applicable",
"IndexProviderCode": "SPDJINDICES",
"ETFType": "US Equities",
"SingleCategoryDesignation": "US Equities - Broad Market & Size",
"RegisteredCountries": "United States",
"IssuingEntity": "BlackRock Investments, LLC",
"IssuingEntityCountryCode": "US",
"UCITS": "No",
"ReplicationStructure": "Physical",
"Domicile": "US",
"BaseCurrency": "USD",
"ListingCurrency": "USD",
"FundListingDate": "2000-05-15",
"ListingCountryCode": "US",
"PrimaryTicker": "IVV:US",
"PrimaryTickerCountryCode": "US",
"PrimaryListingRegion": "US",
"ListingRegion": "US",
"SmartvsTraditionalBeta": "TraditionalBeta",
"SmartvsTraditionalBetaLevel2": "Broad/Size - Cap Weighted",
"IncomeETFCategory": "Not Applicable",
"InterestRateHedged": null,
"ETPStructureType": "ETF (Open end fund)",
"MonthEndAssets": 115792,
"ETFPortfolioTurnover": null,
"firstbridge_parent_id": "62abed92c74a47f88981b6e78abd59bb"
}
]
2) Get Holdings by firstbridge_id and AsOfDate
Request:
http://67.205.132.159:8002/holdings/history?AsOfDate=2016-09-30&firstbridge_id=3f27955f94e246009b5190c4786b09a4
Response:
{
"count": 552,
"next": "http://67.205.132.159:8002/holdings/history?AsOfDate=2016-09-30&firstbridge_id=3f27955f94e246009b5190c4786b09a4?page=2",
"previous": null,
"results": [
{
"id": 137696678,
"AsOfDate": "2016-09-30",
"BBGIDComposite": null,
"BloombergSymbol": null,
"CUSIP": null,
"ConstituentName": "FORTUM OYJ",
"ConstituentTicker": "FUM1V",
"ConstituentType": "EQUI",
"ContractExpiryDate": null,
"Coupon": null,
"Currency": null,
"Face": null,
"ISIN": "FI0009007132",
"ISOMarketIdentifierCode": null,
"Identifier": null,
"IdentifierType": null,
"IndexProviderCode": null,
"IndustryGroup": null,
"Location": "FH",
"MarketValueHeld": null,
"Maturity": null,
"NotionalValue": null,
"QuantityHeld": null,
"QuantityPerShare": null,
"QuantityUnits": null,
"RIC": null,
"SEDOL": "5579550",
"Weighting": 0.0206,
"created_at": "2017-07-24T11:36:09.921632Z",
"updated_at": "2017-07-24T11:36:09.921682Z",
"firstbridge_id": "3f27955f94e246009b5190c4786b09a4"
},
{
"id": 137696679,
"AsOfDate": "2016-09-30",
"BBGIDComposite": null,
"BloombergSymbol": null,
"CUSIP": null,
"ConstituentName": "NATIONAL AUSTRALIA BANK LTD",
"ConstituentTicker": "NAB",
"ConstituentType": "EQUI",
"ContractExpiryDate": null,
"Coupon": null,
"Currency": null,
"Face": null,
"ISIN": "AU000000NAB4",
"ISOMarketIdentifierCode": null,
"Identifier": null,
"IdentifierType": null,
"IndexProviderCode": null,
"IndustryGroup": null,
"Location": "AU",
"MarketValueHeld": null,
"Maturity": null,
"NotionalValue": null,
"QuantityHeld": null,
"QuantityPerShare": null,
"QuantityUnits": null,
"RIC": null,
"SEDOL": "6624608",
"Weighting": 0.0206,
"created_at": "2017-07-24T11:36:09.922065Z",
"updated_at": "2017-07-24T11:36:09.922087Z",
"firstbridge_id": "3f27955f94e246009b5190c4786b09a4"
"AsOfDate": "2016-09-30",
"BBGIDComposite": null,
"BloombergSymbol": null,
"CUSIP": null,
"ConstituentName": "CENTRICA PLC",
"ConstituentTicker": "CNA",
"ConstituentType": "EQUI",
"ContractExpiryDate": null,
"Coupon": null,
"Currency": null,
"Face": null,
"ISIN": null,
"ISOMarketIdentifierCode": null,
"Identifier": null,
"IdentifierType": null,
}
]
}
The results of the historical holdings API is paginated, with 100 rows per page. To get additional records, use the url given under "next" key of the API response.