Historical Data of ETF Shares Outstanding
Author: richard1000
Creation Date: 3/26/2017 3:03 PM
profile picture

richard1000

#1
Where can I obtain historical data of ETF shares outstanding (e.g. SPY shares outstanding for past 5 years)?

Fidelity does provide indicative value by adding "/IV" to ETF symbol (e.g. SPY/IV). By that same logic, I should be able to get shares outstanding by adding "/SO" but I cannot.

I am assuming "/SO" is valid from the following Fidelity website:

https://www.fidelity.com/learning-center/investment-products/etf/primer-on-etf-valuation
profile picture

Eugene

#2
Doesn't this work?
CODE:
Please log in to see this code.


If you find some historical data source for SO online, feel free to share and it might be possible to extract the data like I once did for ProShare ETFs:
Extracting Shares Related Info for Proshare ETFs
profile picture

richard1000

#3
When I update Fidelity data, no fundamental data items are updated for all ETFs.

The ETF shares outstanding can change significantly, so it is important that historical data be available as shown clearly in this article:

https://www.mcoscillator.com/learning_center/weekly_chart/spy_shares_outstanding_showing_topping_condition/

The above article says I can get the data from eSignal but WL cannot import eSignal data.

I am still looking for a provider for all ETFs and not just Proshare ETFs.
profile picture

richard1000

#4
Ok so for SPDR ETFs (e.g. SPY), the historical daily data of the number of outstanding shares of ETFs is in "NAV History" xls file located at https://www.spdrs.com/product/fund.seam?ticker=SPY

The list of all the SPDR ETFs is at https://us.spdrs.com/en/product/index.seam
profile picture

Eugene

#5
Good for you. The Excel Static provider can do the job of importing the file. However, it's required that you apply some manual formatting to each file before the provider is able to read it (perhaps an Excel VBA macro?). It should look like this:

QUOTE:
Ticker Symbol: Date Nav Shares Outstanding Total Net Assets
DIA 23-Mar-2017 206.28019 78242867.0 16139953445.09
DIA 22-Mar-2017 206.32831 78242867.0 16143718495.67


Also, don't forget to delete textual footer in the end of the data.
profile picture

Eugene

#6
Found several issues in Excel files from spdrs.com:

1. The order of dates is reversed i.e. the first dates are shown on the chart's right edge.

2. Another issue is textual contents in the header / footer.

3. Frequently, downloadable Excel files may not have a symbol name column.

In upcoming update of the Excel static provider, I'm going to detect and fix such incorrect order of dates, ignore headers/footers, and missing symbol name. The latter could be overridden without selecting from the Security Name column.