Skip to content
All library documents

Finding Historical ETF Units Outstanding in Fund NAV Records

Article Quant Q&A · Author: experquisite
Read the original

Summary

The document addresses where to find historical daily counts of outstanding ETF or ETN units, a data series that may be used to track changes in fund size or creation and redemption activity. Its single answer points to fund managers’ own websites as a possible source of records.

As an example, it notes that SPDR provides NAV history spreadsheets for funds such as SPY and members of its XL family. This is a practical lead rather than a broad data survey: it does not establish that all issuers publish daily historical unit counts, specify coverage or download procedures, or identify a source for every ETN. Researchers should check the relevant issuer’s records and confirm that the spreadsheet contains the needed units-outstanding field and dates.

Key ideas

  • ETF and ETN issuers may publish historical fund information on their websites.
  • Fund NAV history files can be a source to investigate for units outstanding.
  • SPDR is given as an example of a provider with NAV history spreadsheets.
  • The answer does not confirm data coverage across issuers or for every requested instrument.

Tags

EquitiesUS marketsStatistics
Full text
# Free source of historical ETF units outstanding data?


# Free source of historical ETF units outstanding data?












I am looking for a free source of historical daily data of the number of outstanding units of ETFs and ETNs. On a Bloomberg, this would be "VXX.SO Index HP" or something like that.

Does anyone know of any?

## Answer by LazyCat (score 2)

https://quant.stackexchange.com/a/17222

Many funds, that manage ETFs provide this on their webpages. E.g. SDPR (SPY, XL* family) has is in "NAV history" xls file on https://www.spdrs.com/product/fund.seam?ticker=SPY

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.