Fields
Field definitions before you map the file.
The legacy data pages listed every value in the constituent and fundamentals files. This page keeps that evaluation work up front.
ConstituentData42.csv
Constituent-level fields for holdings, identifiers, market values, classifications, fixed income attributes and dividends.
| Field | Definition |
|---|---|
| Sponsor | Name of index or ETF provider. |
| Composite Ticker | Ticker symbol of the index or ETF. Index tickers may begin with ^ or $. |
| Composite Name | Name of the index or ETF. |
| Constituent Ticker | Ticker symbol of the constituent, preserved for leading zeros where needed. |
| Constituent Name | Name of the index or ETF constituent. |
| Weighting | Percentage the constituent represents of the index or ETF total value. |
| Identifier | CUSIP, ISIN or Bloomberg Global ID as provided by the sponsor. |
| Date | Date of the data received from the sponsor. |
| Location | Location of the exchange on which the constituent trades. |
| Exchange | Exchange on which the constituent trades. |
| Total Shares Held | Total number of shares held of the constituent by the index or ETF. |
| Notional Value | Notional amount for swap or fixed income constituents where applicable. |
| Market Value | Current market value of shares held by the index or ETF. |
| Sponsor Sector | Constituent sector as stated by the index or ETF sponsor. |
| Last Trade | Last closing price at which the component traded. |
| Currency | Currency used to quote the last trade. |
| Bloomberg Symbol | Bloomberg ticker for the constituent. |
| Bloomberg Exchange | Exchange stated by Bloomberg. |
| Sector | North American Industry Classification sector. |
| Industry | North American Industry Classification industry. |
| Coupon | Stated coupon rate for fixed income ETFs. |
| Maturity | Stated maturity date for fixed income ETFs. |
| Rating | Constituent rating for fixed income ETFs. |
| Type | Security type such as US Equity or Fixed Income. |
| Shares Outstanding | Total constituent shares outstanding. |
| Market Capitalization | Constituent market capitalization. |
| Earnings | Constituent earnings. |
| P/E Ratio | Constituent price-to-earnings ratio. |
| eSignal Ticker | Interactive Data / eSignal ticker for the constituent. |
| Dividend Amount | Per-share dividend paid on the last dividend date. |
| Dividend Yield | Annual dividend ratio to current market price. |
| FIGI | Financial Instrument Global Identifier where available in the files. |
Fundamentals.csv
ETF-level fields for product profile, trading venue, volume, NAV, AUM, leverage, inception and expense ratio.
| Field | Definition |
|---|---|
| Composite Ticker | Ticker symbol of the ETF or ETP. |
| Composite Name | Name of ETF or ETP. |
| Bloomberg Symbol | Symbol as used by Bloomberg. |
| Exchange | Exchange where the ETF trades. |
| 52-Week Range | Highest and lowest price traded over the past year. |
| Average Volume | Average daily trading volume. |
| Description | Brief ETF description as provided by the sponsor. |
| NAV / NAV Date | Current net asset value and date. |
| AUM | Current assets under management. |
| Market Cap | Total value of issued shares. |
| Leverage | Leveraged objective of the ETF when applicable. |
| Inception Date | First day of trading for the ETF. |
| Expense Ratio | Operating expense ratio. |
| Morningstar Category | Category as defined by Morningstar. |
| ETF Type | Category such as equity, fixed income or commodity based. |
| Total Holdings | Current number of constituents in the ETF. |
Related ReferenceBloomberg Extensions
