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Is there.. a complete list of directory of ETF and ETN... covered by quantopian...?

Is there.. a complete list of directory of ETF and ETN... covered by quantopian...?


6 responses

They handle all the ETFs and ETNs which are traded in the US markets. These funds come and go every week, any particular list will be shortly out of date. Check etfdb for some tickers.

I manage to scrape some ETF and ETN symbols listed in they also have canadian ETF , ETN... and some available.. US mutual fund ticker symbol... but not all symbols are.. plug and play... with quantopian... I have to do... a bit of trial and error... just to see.. if it works with quantopian... is there... an official list for this or a directory...? to make once life easier... thanks... ;)

Not that I am aware of. Why do you use so many ellipses? It's very hard to read.

I would be nice to have some more lists attached to security_lists. It would be helpful for a system that intends to only trade ETF's to be able to incorporate new ones as they come out rather than rely on a static list.

Is it possible to create a Pipeline filter using a existing security fields in to see if a security is an ETF / ETN?

Since ETFs don't have fundamental data: Would applying such a filter filter (remove equities without fundamental data) narrow down primarily to ETFs or are there other non-ETF equities that would be included in such a list?

Hannes, that's a reasonable workaround that we've suggested in the past. Definitely worth trying out though I would examine the output to ensure nothing is slipping through the cracks. I'm working on acquiring ETF data in our partner data program in the long run.



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