Exchange Traded Fund (ETF) stats Web API Documentation

Returns comprehensive key US ETF historical performance statistics, including prices, NAVs, flows, returns, and much more for both trailing and calendar year periods.

Endpoint:

https://api-v2.intrinio.com/etfs/{identifier}/historical_stats

Parameters

Name	Description	Example
identifier	An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID)	SPY
start_date	The start date for the historical stats data in YYYY-MM-DD format.	-
end_date	The end date for the historical stats data in YYYY-MM-DD format.	-
page_size	The maximum number of results to return per page.	-
identifier * required An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID)
start_date * required The start date for the historical stats data in YYYY-MM-DD format.
end_date * required The end date for the historical stats data in YYYY-MM-DD format.
page_size * required The maximum number of results to return per page.

Output Fields

Name	Description	Type
messages	A list of messages related to the request, such as warnings or errors.	array
type
description
etf	A brief summary of the ETF it which these stats refer. Not included when returning historical stats.	object
id	The Intrinio ID of the ETF	string
name	The common name of the ETF	string
ticker	The common ticker symbol for the ETF	string
figi_ticker	The OpenFIGI ticker for the ETF	string
ric	Reuters Instrument Code (RIC) for the ETF	string
isin	International Securities Identification Number (ISIN) for the ETF	string
sedol	Stock Exchange Daily Official List (SEDOL) for the ETF	string
exchange_mic	The exchange Market Identifier Code (MIC) from the International Standards Organization (ISO)	string
stats	The historical stats for the ETF	array
date	date
net_asset_value	The net asset value (NAV = Total Assets - Total Liabilities)	number
beta_vs_spy	Volatility this ETF is versus the SPY ETF	number
trailing_one_month_return_split_and_dividend	Trailing one month return including dividends	number
trailing_one_month_return_split_only	Trailing one month return excluding dividends	number
trailing_one_year_return_split_and_dividend	Trailing one year return including dividends	number
trailing_one_year_return_split_only	Trailing one year return excluding dividends	number
trailing_one_year_volatility_annualized	Annualized standard deviation of daily price returns over trailing 252 trading days	number
trailing_three_year_annualized_return_split_and_dividend	Trailing three year return including dividends	number
trailing_three_year_annualized_return_split_only	Trailing three year return excluding dividends	number
trailing_three_year_volatility_annualized	Annualized standard deviation of daily price returns over trailing 756 trading days	number
trailing_five_year_annualized_return_split_and_dividend	Trailing five year return including dividends	number
trailing_five_year_annualized_return_split_only	Trailing five year return excluding dividends	number
trailing_five_year_volatility_annualized	Annualized standard deviation of daily price returns over trailing 1260 trading days	number
trailing_ten_year_annualized_return_split_and_dividend	Trailing ten year return including dividends	number
trailing_ten_year_annualized_return_split_only	Trailing ten year return excluding dividends	number
inception_annualized_return_split_and_dividend	Annualized return including dividends since inception	number
inception_annualized_return_split_only	Annualized return excluding dividends since inception	number
calendar_year_5_return_split_and_dividend	Five years ago calendar year return including dividends	number
calendar_year_5_return_split_only	Five years ago calendar year return excluding dividends	number
calendar_year_4_return_split_and_dividend	Four years ago calendar year return including dividends	number
calendar_year_4_return_split_only	Four years ago calendar year return excluding dividends	number
calendar_year_3_return_split_and_dividend	Three years ago calendar year return including dividends	number
calendar_year_3_return_split_only	Three years ago calendar year return excluding dividends	number
calendar_year_2_return_split_and_dividend	Two years ago calendar year return including dividends	number
calendar_year_2_return_split_only	Two years ago calendar year return excluding dividends	number
calendar_year_1_return_split_and_dividend	One year ago calendar year return including dividends	number
calendar_year_1_return_split_only	One year ago calendar year return excluding dividends	number
calendar_year_to_date_return_split_and_dividend	Calendar year to date (YTD) return including dividends	number
calendar_year_to_date_return_split_only	Calendar year to date (YTD) return excluding dividends	number
etf	A brief summary of the ETF to which these stats refer. Not included when part of historical stats.	object
id	The Intrinio ID of the ETF	string
name	The common name of the ETF	string
ticker	The common ticker symbol for the ETF	string
figi_ticker	The OpenFIGI ticker for the ETF	string
ric	Reuters Instrument Code (RIC) for the ETF	string
isin	International Securities Identification Number (ISIN) for the ETF	string
sedol	Stock Exchange Daily Official List (SEDOL) for the ETF	string
exchange_mic	The exchange Market Identifier Code (MIC) from the International Standards Organization (ISO)	string
next_page	The token required to request the next page of the data. If null, no further results are available.	string
messages A list of messages related to the request, such as warnings or errors.
etf A brief summary of the ETF it which these stats refer. Not included when returning historical stats.
stats The historical stats for the ETF
next_page The token required to request the next page of the data. If null, no further results are available.

Exchange Traded Fund (ETF) stats

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