ETF Portfolio Data Service

DTCC’s ETF Portfolio Data Service enhances users’ decision-making in the management of Exchange-Traded-Fund (ETF) portfolios with a consolidated, convenient and consistent feed of U.S.-listed ETFs.


about

The ETF marketplace continues to grow as investors look to diversify their portfolios. Combining the tax advantages and low costs of index investing with the asset diversity found in mutual funds, an ETF tracks the performance of a group of assets without the need to purchase or hold the underlying components. The DTCC ETF Portfolio Data Service empowers brokers, fund managers, hedge funds, providers, redistributors, educational institutions and research firms to make better-informed decisions as they manage ETF portfolios.

ETF data subscribers can review portfolio files instantaneously through an automated, centralized platform available 24/7. DTCC’s streamlined approach gives subscribers the ability to review, either online or in a data file, the ETF constituents that are analyzed and used in the creation and redemption of ETF shares and their subsequent settlement. This information can also be distributed automatically through a variety of secured transmission options, giving subscribers immediate access to the daily, near-real-time supplemental and historical portfolio files.

benefits

   FEATURES

   BENEFITS

Consolidated File
Save time by receiving a comprehensive and consolidated industry file without going to multiple sources.
Near Real-Time Supplemental File and Email Alerts
Stay up to date and informed through automatic file delivery or email notification of new and updated ETF portfolios.
Component Search
Manage exposure and risk by quickly identifying all portfolios containing a particular security.
Quick Search
Quickly respond to client inquiries with on-demand search capability that allows identification of securites in an ETF.
Up to 5-day historical view
Quickly access previous days' constituent data.
Export to Excel (.csv) or text file
Integrate seamlessly with existing systems thanks to multiple file types.
24x7 availability
Support client inquiries on any timezone.

Offering

  • Daily consolidated portfolio composition file
    • Pricing baskets included (when provided)
  • Historical consolidated portfolio composition file (back to November 2007)

Coverage

The ETF portfolio composition file includes all U.S. listed ETFs along and their underlying constituents (over. 2,500; 70% U.S. and 30% non-U.S. funds).* View list of available ETFs

*Disclaimer: ETF PCF does not contain Exchange Traded Notes. ETF’s backed by physical commodities, such as GLD and WEAT, may or may not be included depending on the preference of the issuer to illustrate the value of the commodities within the basket. Baskets with components that are not exchanged in-kind may be represented by cash.

HISTORICAL DATA

To facilitate trend and performance analysis of the ETF market, DTCC has a historical data set available from November 2007 to the present.

How It Works

  • Data is received from 9 ETF Agents representing over 90 sponsors  
  • Data is enhanced with the following:
    • Create and redeem eligibility indicator for ETF Portfolio
    • CNS eligibility indicator for ETF Portfolio and Component Security Indicators
    • Indicator for CNS eligible components undergoing corporate action
    • Indicator for carry forward of a prior day’s portfolio

  • ETF Daily output is distributed at the end of the processing day (Trade Date-1)
  • Supplemental Files (includes updated or added portfolios)
    • Near-Real Time: distributed upon receipt on Trade Date
    • Batch: distributed on Trade Date
  • ETF Historical data is updated at the end of the processing day (Trade Date)

Delivery

  • Daily ETF File 10:00PM ET
  • Supplemental ETF Files
    • Near-Real Time: Upon receipt from 12:00AM ET to 12:00PM ET
    • Batch: 12:00PM ET
  • Web interface for on-demand access
  • Over the Internet via SFTP
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Stay up to date and informed through automatic file delivery or email notification of new and updated ETF portfolios.
Stay up to date and informed through automatic file delivery or email notification of new and updated ETF portfolios.
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